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Modelling of trends in the volume and structure of accumulated credit indebtedness in the banking system
Computer Research and Modeling, 2019, v. 11, no. 5, pp. 965-978The volume and structure of accumulated credit debt to the banking system depends on many factors, the most important of which is the level of interest rates. The correct assessment of borrowers’ reaction to the changes in the monetary policy allows to develop econometric models, representing the structure of the credit portfolio in the banking system by terms of lending. These models help to calculate indicators characterizing the level of interest rate risk in the whole system. In the study, we carried out the identification of four types of models: discrete linear model based on transfer functions; the state-space model; the classical econometric model ARMAX, and a nonlinear Hammerstein –Wiener model. To describe them, we employed the formal language of automatic control theory; to identify the model, we used the MATLAB software pack-age. The study revealed that the discrete linear state-space model is most suitable for short-term forecasting of both the volume and the structure of credit debt, which in turn allows to predict trends in the structure of accumulated credit debt on the forecasting horizon of 1 year. The model based on the real data has shown a high sensitivity of the structure of credit debt by pay back periods reaction to the changes in the Ñentral Bank monetary policy. Thus, a sharp increase in interest rates in response to external market shocks leads to shortening of credit terms by borrowers, at the same time the overall level of debt rises, primarily due to the increasing revaluation of nominal debt. During the stable falling trend of interest rates, the structure shifts toward long-term debts.
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Iterative decomposition methods in modelling the development of oligopolistic markets
Computer Research and Modeling, 2025, v. 17, no. 6, pp. 1237-1256One of the principles of forming a competitive market environment is to create conditions for economic agents to implement Nash – Cournot optimal strategies. With the standard approach to determining Nash – Cournot optimal market strategies, economic agents must have complete information about the indicators and dynamic characteristics of all market participants. Which is not true.
In this regard, to find Nash – Cournot optimal solutions in dynamic models, it is necessary to have a coordinator who has complete information about the participants. However, in the case of a large number of game participants, even if the coordinator has the necessary information, computational difficulties arise associated with the need to solve a large number of coupled equations (in the case of linear dynamic games — Riccati matrix equations).
In this regard, there is a need to decompose the general problem of determining optimal strategies for market participants into private (local) problems. Approaches based on the iterative decomposition of coupled matrix Riccati equations and the solution of local Riccati equations were studied for linear dynamic games with a quadratic criterion. This article considers a simpler approach to the iterative determination of the Nash – Cournot equilibrium in an oligopoly, by decomposition using operational calculus (operator method).
The proposed approach is based on the following procedure. A virtual coordinator, which has information about the parameters of the inverse demand function, forms prices for the prospective period. Oligopolists, given fixed price dynamics, determine their strategies in accordance with a slightly modified optimality criterion. The optimal volumes of production of the oligopolists are sent to the coordinator, who, based on the iterative algorithm, adjusts the price dynamics at the previous step.
The proposed procedure is illustrated by the example of a static and dynamic model of rational behavior of oligopoly participants who maximize the net present value (NPV). Using the methods of operational calculus (and in particular, the inverse Z-transformation), conditions are found under which the iterative procedure leads to equilibrium levels of price and production volumes in the case of linear dynamic games with both quadratic and nonlinear (concave) optimization criteria.
The approach considered is used in relation to examples of duopoly, triopoly, duopoly on the market with a differentiated product, duopoly with interacting oligopolists with a linear inverse demand function. Comparison of the results of calculating the dynamics of price and production volumes of oligopolists for the considered examples based on coupled equations of the matrix Riccati equations in Matlab (in the table — Riccati), as well as in accordance with the proposed iterative method in the widely available Excel system shows their practical identity.
In addition, the application of the proposed iterative procedure is illustrated by the example of a duopoly with a nonlinear demand function.
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A model for technology diffusion based on the “consumer – resource” equations
Computer Research and Modeling, 2026, v. 18, no. 4, pp. 1035-1052The author presents a new macroeconomic model designed to analyze and forecast technology diffusion processes in markets characterized by bounded capacity. The study addresses the major limitations of classical phenomenological models, such as the Bass and Gompertz frameworks, which suffer from a rigidly fixed trajectory asymmetry and lack explicit microeconomic foundations. To overcome these constraints, we employ an interdisciplinary approach that transfers the ecological concept of limited resource rationing from the Arditi–Ginzburg–Contois model into operations management theory. This framework integrates the Karmarkar clearing function with the Leontief–Liebig production function to establish a rigorous dynamic balance. By applying this integration, the author analytically derives an alternative technological innovation diffusion law that expresses time as an explicit function of the cumulative market volume. To identify parameters from empirical data, the study develops a robust numerical grid inversion algorithm that utilizes vector linear interpolation within the MATLAB computing environment. This approach avoids iterative root-finding errors and ensures high computational stability for the non-linear least squares optimization procedure. We test the empirical validity of the developed diffusion law using two distinct historical macroeconomic cases: the quarterly cumulative sales of the Apple iPod and the annual subscription data for the mobile broadband market in Germany. The resulting statistical metrics demonstrate that the proposed model provides superior approximation quality and mathematical advantages on high-tech market data due to its highly flexible asymmetry parameter. The fundamental scientific novelty of this research lies in the theoretical justification of the macroeconomic S-curve through the internal balance equations of an open chemostat-type system operating under a competitive vacuum. The proposed mathematical apparatus offers a practical tool for corporate management and regulatory agencies to plan market capacity and accurately forecast peak technological substitution rates.
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Allocation of steinerpoints in euclidean Steiner tree problem by means of MatLab package
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 707-713Views (last year): 4.The problem of allocation of Steiner points in Euclidean Steiner Tree is considered. The cost of network is sum of building costs and cost of the information transportation. Euclidean Steiner tree problem in the form of topological network design is a good model of this problem.
The package MatLab has the way to solve the second part of this problem — allocate Steiner points under condition that the adjacency matrix is set. The method to get solution has been worked out. The Steiner tree is formed by means of solving of the sequence of "three points" Steiner
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