ESTIMATION OF THE LEVEL OF ECONOMIC SECURITY USING THE INHOMOGENEOUS MARKOV PROCESS
https://doi.org/10.24412/2225-8264-2022-1-38-45
Abstract
The article discusses an approach to assessing the stability of the regional economy, based on the heterogeneous Markov model. In the system of economic security of the region, stable states are distinguished, which can be ordered according to a certain level of stability, as well as a set of unstable states, characterized by a certain level of deviation from stable states (in this case, unstable states can also be ordered according to a certain level). The model specifies the transitions of the system between states under the influence of a set of external and internal threats to economic security in the form of an inhomogeneous Markov process. One of the main features of the model is the dependence of the intensity of transitions on the volume of budgetary funds required to monitor the level of economic security and aimed at eliminating potential threats or mitigating their actions. In addition, the model takes into account the fact that the allocation of funds for the deployment of some events does not bring an immediate effect, i.e. the intensity of transitions from an unstable state to a stable one is proportional to the period of time, counting from the moment of receipt of budgetary funds. In this work, on the basis of the Monte Carlo method, an algorithm is described for modeling the change of states of the considered random process over a finite time interval and calculating the final probabilities of states. The results obtained can be used by regional authorities as a tool for predicting the level of economic security, as well as in planning a set of measures aimed at maintaining the stability of the economic security system.
Keywords
economic security,
integral index,
final distribution,
inhomogeneous Markov random process,
Monte Carlo method
Supporting agencies: This work was carried out within the governmental order for Omsk Scientific Center SB RAS (project registration number 121022000112-2)
About the Authors
K. K. Loginov
Omsk scientific center of the SB RAS
Russian Federation
Russian Federation
Candidate of physical and mathematical sciences, Researcher
Omsk
V. V. Karpov
Omsk scientific center of the SB RAS
Russian Federation
Russian Federation
Doctor of economic science, Director
Omsk
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Review
For citations:
Loginov K.K., Karpov V.V. ESTIMATION OF THE LEVEL OF ECONOMIC SECURITY USING THE INHOMOGENEOUS MARKOV PROCESS. Herald of Siberian Institute of Business and Information Technologies. 2022;11(1):38-46. (In Russ.) https://doi.org/10.24412/2225-8264-2022-1-38-45
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