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- Title
Optimal Decision-Making on the Stabilization of Hryvnia/Dollars Course on the Basis of Mathematical Models with Multirate Sampling.
- Authors
Romanenko, V. D.; Reutov, O. A.
- Abstract
The present paper describes the development of the model structure of the hryvnia/dollar in the ARMAX form. The model inputs are seven factors and one control, which are measured at different time intervals. This allows us considering the model with multirate sampling, where the output coordinate and control are measured every ten days, and the factors in their turn have three time rates: every ten days, monthly and quarterly. Based on this model, we propose and test the approach to the optimal decision based on the optimality decision-making in the form of the generalized variance. To simplify its usage, we derive an equation for determining the optimal solution based on the proposed optimality criterion. Relying on historical data, we analyze the reduction of the generalized variance for the historical horizon of testing in general, which suggests the possibility of managing the exchange rate hryvnia/dollar and reducing the fluctuations of the output coordinate.
- Subjects
DECISION making; HRYVNIA; DOLLAR; FOREIGN exchange rates; MATHEMATICAL models; CONTROL theory (Engineering); MATHEMATICAL optimization; ANALYSIS of variance
- Publication
Naukovi visti NTUU - KPI, 2011, Vol 2011, Issue 6, p67
- ISSN
1810-0546
- Publication type
Article