Modeling and forecast of socio-economic processes. Рубрика в журнале - Economic and Social Changes: Facts, Trends, Forecast
Agent-based supercomputer demographic model of Russia: approbation analysis
Статья научная
The article presents an agent-based demographic model of Russia designed to run on supercomputers. The technologies used in the model allow researchers to create an artificial society with the number of agents up to 109 and effectively parallelize the work of the simulator. The software package designed to implement the model combines separate subsystems written in programming languages of different levels. On the one hand, this provides effective load balancing between computing processes and messaging between agents (implemented in C++), and on the other hand, this simplifies the development of model blocks that implement the simulation of demographic processes (implemented in C#). The demographic processes in the model are simulated based on the actions of individual agents, taking into account their family ties, which they maintain by exchanging messages. Key features of the demographic agent-based models are the following: a) dynamic change in the size and composition of populations of agents - removal of part of the agents (their “death”) and the emergence of new ones (“birth”); and b) separation of actions performed at the simulation step in stages, each of which can cause the revision of the general settings that are specific to regions or groups of agents, and/or exchange of messages between agents. In the course of computer experiments, the model has been tested on real data and has shown good results at testing for the following parameters: a) the quality of recreating the age-sex structure of the population for the country as a whole and in the regions with the use of the population of agents; b) the stability of the model and a low margin of error of the results of forecasting the main demographic indicators in comparison with the variants of Rosstat’s official forecast; c) efficiency of parallelization of the program code when running on supercomputers. The model is the basic one for an integrated regional simulation model that is currently being developed; however, the model can be useful as an independent forecasting tool.
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Applying the index method in the research on consumer sentiment
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The index method is an effective tool to study and assess consumer sentiment in the given territory by calculating the aggregated consumer sentiment indices based on sociological data. Our paper discusses methodological approaches used in international practice to measure and evaluate consumer sentiment with the help of integrated indices; we also consider trends in the consumer sentiment index of residents of Russia and the Vologda Oblast. Using multiple regression analysis, we investigate the impact of macroeconomic indicators on consumer sentiment. The information base of the research is presented by the results of the public opinion monitoring conducted by Vologda Research Center of RAS (VolRC RAS), all-Russian analytical centers (Levada-Center, International Institute for Marketing and Social Research GfK Rus), as well as by the data of the Federal State Statistics Service (Rosstat) and the territorial office of the Federal State Statistics Service for the Vologda Oblast (Vologdastat)...
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Assessing population's quality of life on the basis of intelligent algorithms and dynamic modeling
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The article deals with the issues of research, modeling and management of society as a societal system. The authors propose a methodology for studying society based on the system composition of the main structures of activities organization, as well as the integration of general scientific laws and approaches. The peculiarity of the methodology is that society is represented as system integrity and a unity of economic, political, social, spiritual, and cultural sub-systems. Improving population’s quality of life is considered a criterion for society’s development and, at the same time, the effectiveness of its management. The paper proposes the models for assessing the quality of life as an integral indicator of the society’s quality of functioning and development, which allow evaluating this indicator, studying its structure, and the dynamics of its changes. An algorithm for managing the functioning quality of the societal system, based on the assessment of the integral index, is developed. A special feature of the algorithm is the complex application of data mining and dynamic modeling methods. The algorithm includes two main stages. At the first stage, data mining is performed on the quality of the system functioning in the selected area in the regional context. The results of the analysis allow identifying the clusters of regions and determining their characteristic features. The second stage involves developing the integral index structure and a dynamic model for assessing the functioning quality of the societal system on the basis of the integral index calculation, producing control actions in the form of changes in the volume of investments taking into account the characteristics of the constructed clusters. The authors consider the case of the developed algorithm implementation for quality management of social infrastructure in the regions of the Russian Federation, which allowed determining the recommended change in the level of investment in social infrastructure development by the regional clusters.
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COVID-19 epidemic modeling - advantages of an agent-based approach
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The article presents the authors’ approach to creating a model tool for predicting epidemiological development depending on quarantine measures with an assessment of peak loads on the health system. An agent-based model is proposed as such a tool, where agents-people go through the stages of disease from infection to recovery or death. The difference of an agent-based epidemiological model from the classical one is that these transitions are modeled not at the group level but at the individual one, which makes it possible to account for the heterogeneity of the population by the characteristics related to people’s sensitivity to the infection and their involvement in the spread of the disease. Thus, the probability of the agents’ severe disease complications depends on the individual basic level of health, and the infection spread is simulated taking into account the agents’ social (family) relationships. The novelty of the presented agent-based model of epidemics lies in the use of the mechanism of family formation, which makes the simulation of contacts at the level of an individual agent as close to reality as possible. The model was tested on the example of the COVID-19 epidemic in the city of Moscow. For a plausible simulation of the agents’ disease, the epidemiological characteristics of COVID-19 were used, set by expert practitioners involved in the examination and treatment of patients. Using computer simulations, the researchers obtained estimates of the epidemic course for various values of the model parameters, including the impact of quarantine measures on such characteristics as the number of infected and dead over the entire period of the epidemic, the date of the infection peak and its scope, and the peak need for beds, including intensive care. The used socio-demographic structure of the population and epidemiological characteristics of a specific infection are the parameters of the model, which allows it to be adjusted to the particular qualities of other regions and infections for its further practical use as a tool for supporting management decisions in regional and sectoral situation centers. A supercomputer version of the model is planned to be developed for this purpose.
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Статья научная
The goal of the present paper is to develop a special methodology for analyzing and forecasting mass social interactions; the methodology can be used in various studies of how social positions and opinions of the population are formed. The paper proposes a technique of mathematical modeling of mass social interactions in the context of a comprehensive interplay of social contacts, under the impact of information channels and the external environment. The model is based on substantial ideas about cause-effect relationships between the size of social groups and their changes as a result of mutual transitions, the ideas about how the views of other participants and various media influence socio-psychological attitudes, and about possible external impact on the effectiveness of propaganda. In contrast to commonly used differential equations focusing on the analysis of the stationary state, we propose to analyze the group size dynamics with the use of simple modifications of Markov chains when participants do not move from one group to another uniformly, but are distributed through several time periods, and the probabilities of such a transition depend on the current state...
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Статья научная
The relevance of the study is due to the fact that the process of import substitution, which is on the rise in the country, requires a reliable and accurate quantitative assessment of its effectiveness. The main idea of the study is to assess the effectiveness of import substitution as a complex multidimensional phenomenon characterized by multidirectional and contradictory dynamics of its processes in their unity, relationship and mutual influence. The goal of the study is to develop a method for integrated assessment of import substitution effectiveness on the basis of theoretical substantiation of its principles and provisions. To achieve the goal we use such methods as analysis and generalization of existing methodological approaches to its assessment. The hypothesis of the study is based on the fact that the method we have developed allows us not only to make a reliable assessment of the effectiveness of import substitution, but also to predict the directions of its increase. Our research develops the works of other authors in the field of integrated assessment of import substitution effectiveness: we elaborate a comprehensive system of target performance indicators (the system has not been used before) and assess the trends in the development of import substitution processes structured in the context of domestic production, export and import of goods subject to import substitution, according to the degree of achievement of these indicators. The study was carried out with the use of methods such as factor determinant and structural-dynamic analysis, and multi-criteria optimization method. The technique was tested on the example of food products - the flagship of domestic import substitution. We reveal the processes that hinder import substitution in the food industry and some positive trends in import substitution that confirm its effectiveness. We calculate an optimal structure of commodity resources, which ensures the achievement of import substitution effectiveness in the food industry to the fullest extent. It is advisable to apply our technique in the field of import substitution in individual commodity groups, each of which has its own features in the formation of imports, exports, domestic production and their specifics in the context of research tasks. We plan to continue our research in the development of methods for a comprehensive assessment of the impact of import substitution on economic growth in the country.
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Experience in agent-based modeling of interregional value chains
Статья научная
Solving the problem of implementing powerful socio-economic breakthrough in Russia requires the formulation and implementation of the latest practices for the development of the corporate sector, civil society, and state institutions. In theory, these practices should be the product of some innovative activity in the management sphere. However, world experience shows that initiatives correlating with the current development paradigm and are its logical continuation can provide no less effective results. In particular, we are talking about the Russian policy of industrial diversification and import substitution. The country is definitely making progress in these areas, but it is too early to talk about confident results. Meanwhile, a reasonable and, most important solution of the issue, which is not contrary to the interests of the elite, has been in the focus of the scientific community for several years, this is the value chains. Handled properly, they can act as a driver for the development of territories, business, and the social sphere. The purpose of the research is the formulation and testing the tools for value chains modeling. In turn, the novelty of the tools lies in the possibility of taking into account the interregional factor of interaction and the availability of functionality for the implementation of variable calculations of the developing phenomena in the economy. The model peculiarity is provided by the synthesis of methods of intersectoral balance and agent-based modeling which, according to other research teams, provides greater accuracy and realism of modeling. In the course of the study, the authors analyze domestic and foreign experience in designing value chains, and present their characteristics in the regional context. The researchers represent a consequence assessment associated with stimulating consumer demand and the expected effect that can be caused by the value chains value chains development.
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Integrated agent-based model of labor potential reproduction of a municipal formation
Статья научная
The article presents the author’s developments in the field of agent-based modeling of labor potential reproduction that help build scenario forecasts of labor potential dynamics and test various options of management actions, choosing the optimal ones. The model simulates processes of the formation, distribution and use of labor potential of a municipal district, taking into account activities of the agents of three levels: individuals (carriers of labor potential, agents-people), legal entities (employers, agents-firms), municipal authorities. Agents-people and agents-firms are present in the model explicitly as separate types of agents. The starting number of agents-people is determined at the rate of one person from each ten. “Firms” are considered in aggregate due to available statistical data: each corresponds to one type of economic activity. Thirteen agents-firms are presented as a total. Agents-authorities are present in the model implicitly and form the functioning environment of agents of other types...
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Mathematical simulation modeling of the income taxation system with the use of Tukey's q-test
Статья научная
The study deals with the development of a mathematical simulation models for the income taxation system. The paper uses general scientific research methods (analysis, synthesis), mathematical simulation modeling techniques and substantiation of statistical hypotheses. This comprehensive approach is carried out in two stages; this fact distinguished our present study from previously published works on the subject. Flat personal income tax rate is assumed as a basic condition of the system. An effective system of income taxation should take into account two mandatory conditions. The first condition relates to the budget and consists in the non-reduction of tax revenues of the consolidated budget of the Russian Federation. The second - social - condition is to eliminate excessive social inequality in the first five decile groups of citizens by income. In order to fulfill the first condition, we create a mathematical simulation model, which includes non-taxable minimum and tax deductions...
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Статья научная
When it comes to the development of industrial enterprises, there is always the possibility of a crisis; therefore, for continuous sustainable operation it is necessary to develop preventive tools to predict the crisis processes in advance. The present paper covers the objective of developing and testing models for estimating the probability of bankruptcy based on logistic regression for sustainable development of domestic industrial enterprises. The study was conducted within the pharmaceutical industry, yet the methods of development and the testing technique can be applied in other industries. The paper presents the stages of model development (predictor formation, correlation and regression analysis) and its testing (evaluation of statistics parameters, comparative analysis with existing models). The use of the logistics model of bankruptcy assessment helps analyze the correlation between the indicators of enterprise’s economic condition and its degree of bankruptcy. Moreover, such a model can quantify the probability of bankruptcy at an industrial enterprise. The reliability and validity of the presented results is confirmed by the generalization of theoretical and methodological studies of experts in this field, the applied results are based on a large amount of financial information of domestic pharmaceutical enterprises and confirmed by the use of algorithms of economic and mathematical modeling recognized in the scientific community. The study used indicators of economic condition based on public reporting of 266 pharmaceutical companies, where one hundred companies were engaged in model development and the rest - its testing. The developed model is able to predict the probability of bankruptcy of pharmaceutical enterprises two years ahead. The small amount of calculations and lack of highly technical calculations helps quickly obtain information about the economic condition and versatile calculation makes it possible to conduct a comparative analysis of enterprises in the context of one industry.
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Modeling complex financial sustainability of a corporation in the age of global economic crises
Статья научная
Currently, the socio-economic content of the concept of sustainable development in relation to enterprises and corporations is actually replaced by a system of managing financial risks of investment, the effect of which aims to prevent a financial crisis. Major financial strategies ceased to be functional; they acquired a role comparable to the corporate economic strategy, and began to control the establishment of criteria of risks and the feasibility of enterprise’s existence. The goal of the present research is to provide methodological support to the process of returning the priority of the financial concept of sustainable development from the sphere of financial growth (permanent capital growth) to the sphere of financial and economic development, by offering a new analytical tool of strategic level that does not contradict the interests of large businesses in its application. Taking into account the great contribution of transnational corporations to the initiation of global crises implemented with the help of stock market tools, the version of the financial-analytical method (visual modeling), which we present in the paper, reduces the dependence of corporate governance on the financial market assessment and directs risk management process in the field of real capital management of associations of enterprises...
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Статья научная
The relevance of the work is due to the increased need to improve the efficiency of the state investment policy against the background of limited external sources for financing investment processes. The goal of the paper is to develop methodological tools for assessing the impact of changes in the volume of investments in fixed capital on the economic growth of the regions for the purpose of identifying the types of economic activities that have the greatest impact in terms of national economic development. The novelty of our approach consists in the fact that we integrate two tools for assessing investment effectiveness: the Cobb-Douglas production function, which is used to calculate the growth of gross output as a result of commissioning of fixed assets; and the balance model, which shows the movement of financial flows in the region (matrix of financial flows) and which is used to calculate direct and indirect economic effects arising from investment activities. We calculate and analyze sectoral production functions for four regions with different specialization and level of socio-economic development - the Sverdlovsk, Vologda, Chelyabinsk and Kurgan oblasts; we also calculate the marginal return on capital in 16 types of economic activity. We build matrices of financial flows for the regions under consideration for the year 2016, on the basis of which we calculate four groups of sectoral multipliers, reflecting the impact of the growth of gross output in individual industries on the aggregate growth of gross output (in the economy of the region as a whole), value added, household income and consolidated regional budget revenues. The paper shows that the cumulative effect manifested in growing GRP and tax revenues of the regional budget due to the growth of fixed capital, depending on the industry, may differ several times. Our study identifies statistical anomalies that indicate significant flaws in the data available; this fact prevents us from obtaining more accurate results. The approach we have developed and the results we have obtained can be used by the authorities to work out investment policy, taking into account the regional sectoral specifics of multiplicative economic effects.
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Статья научная
The experience of effective forest management in the most developed forest countries proves the important role of the institutional environment in this process. Taking into account the territorial specifics is a necessary condition for its formation. In the Russian Federation, there has been a long-standing controversy about the ineffectiveness of the institutional environment existing in forest management. First of all, this applies to the institution of forest plots lease defined in the Forest code. As a rule, the discussions are based on the general indicators of forest development reducing the objectivity of individual elements evaluation. In this regard, one of the most important tasks at the moment is creating a methodology and tools allowing to obtain the estimates related to the development of individual elements of the forest management institutional environment, in particular, the elements of the forest lease system. The main purpose of the research is to develop the general approaches in order to analyze the dynamics of the environment elements formation associated with the lease of forest plots in the region of the Russian Federation and obtain the appropriate models on this basis. To achieve this goal, the system of forest lease in the Vologda region was studied and the models for the development of its main elements were formed. The methods of system approach, analysis and synthesis, generalization and comparison, classification and systematization, mathematical statistics were used. The scientific novelty of the research involves developing approaches to creating the models describing the dynamics of the forest lease system elements development in the Russian Federation using linear approximation of time series of their parameters. The theoretical significance lies in the development of a methodology for studying the dynamics of the institutional environment formation associated with the system of forest lease in the region of the Russian Federation. In practical terms, the research findings will allow to determine the main trends in the development of the forest lease system at a higher quality level for further comprehensive analysis, as well as to make short- and medium-term forecasts.
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Статья научная
The article addresses the issue of neural network forecasting of human capital size, structure, and dynamics. The object of the research is the socio-economic system. The subject of the study is the practice of applying neural network models to forecasting socio-economic indicators, human capital in particular. The purpose of this work is to apply neural network modeling and adapt its algorithms to build a forecast of the studied indicator for the future. The statistical base is data on demography, the investment volume in human capital of the regional economic system, as well as the indicators of socio-economic development. The investment volume in human capital is determined by budget and private citizens’ expenditures. To forecast the human capital dynamics the authors used the values of investment volumes the forecast of which, in turn, is built using a neural network modeling. The neural network model used in this study is a multi-layer fully connected perceptron with a sigmoid logistic activation function. Neural network modeling of forecast values of investment volumes has shown its effectiveness. Human capital assessment for the period of 2000-2018 and its forecast for the period of 2019-2023 are based on the example of the regional economic system of the Udmurt Republic. Our calculations show that the highest growth rate of the studied indicator has been demonstrated since 2013, and its further increase is predicted. The results obtained correlate qualitatively with the dynamics of changes in the Russian human development index, determined by the UN experts. The proposed method of calculating and forecasting human capital can be used to assess and compare the socio-economic situation of Russia’s regions.
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Opportunities to promote economic growth in Russia at a rate not lower than the world average
Статья научная
The article considers economic growth in Russia in the context of fundamental concepts that include the formalization of the mechanisms of economic development from the standpoint of determining the relationship and substantiating the optimal ratio of production factors for Russia’s GDP. In the framework of the study, we address four problems. First, we substantiate the model of production of Russia’s GDP, expressing the functional relationship between the volume of GDP, on the one hand, and the production factors such as labor (number of people employed in the Russian economy) and capital (investment in fixed capital). The model is consistent with the initial statistical data, so that the coefficient of determination between the model data and real data is more than 99%. Second, we substantiate the optimal ratio between investment and employment for the purpose of increasing Russia’s GDP. Third, we analyze in detail how these optimal ratios correspond to the real processes of GDP production...
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Статья научная
The paper estimates the dynamic investment function on the basis of the flexible accelerator model according to the data for 2000-2016 for the Far Eastern Federal District and its constituent entities. In general, the dynamics of investment in the Far Eastern Federal District are significantly influenced by the change in expected demand with an average investment accelerator value of 1.78. Having assessed the partial adjustment parameter, we see that on average per year, investments cover 40% of the difference between the actual and desired capital stock in the Far East, and the parameter increases over time. This indicates that the gap between the desired and actual capital stock in the economy of the Far Eastern Federal District increased during the study period due to the growth in demand. This gap is larger for the resource-based regions like the Republic of Sakha (Yakutia) and the Sakhalin Oblast; it is due to a higher level of expected output driven by high external demand...
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Regulation of industrial emissions based on the agent-based approach
Статья научная
The article demonstrates one of the most advanced methods for regulation of industrial emissions, which is used by governments of different countries - an emissions trading system based on the bubble principle. This method is a tool for incentive-based control to encourage businesses to reduce the burden on the environment, providing emissions limits of harmful substances, but at the same time giving them some freedom to choose the methods to achieve the specified emission standards. To create a domestic comprehensive system for emissions regulation it would be useful to use the instruments for preliminary evaluation of effects from the implementation of various control measures. One of such instruments may be the agent-based regional model developed by the authors in the present paper. The model will help test different combinations of control measures - both administrative and market - with the use of computer experiments in order to find a balanced combination. The model simulates production activity of agent enterprises which employ agent people...
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Статья научная
The article provides an overview of the mechanisms of integration of agent-based models and GIS technology developed by Russian and foreign researchers. The basic framework of the article is based on critical analysis of domestic and foreign literature (monographs, scientific articles). The study is based on the application of universal scientific research methods: system approach, analysis and synthesis, classification, systematization and grouping, generalization and comparison. The article presents theoretical and methodological bases of integration of agent-based models and geographic information systems. The concept and essence of agent-based models are explained; their main advantages (compared to other modeling methods) are identified. The paper characterizes the operating environment of agents as a key concept in the theory of agent-based modeling. It is shown that geographic information systems have a wide range of information resources for calculations, searching, modeling of the real world in various aspects, acting as an effective tool for displaying the agents' operating environment and allowing to bring the model as close as possible to the real conditions...
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Simulation of structural changes in the region's economy based on the matrix of financial flows
Статья научная
The article is devoted to the improvement of instruments assessing the impact of exogenous factors on the structure of the regional economy. In distinction from previous studies, the analysis is carried out not only on the basis of short-term multiplier effect, but also changes the values of multipliers, demonstrating the sensitivity / elasticity of the economic system in the region to exogenous influences in the long term. Structural changes are analyzed by the example of assessing the impact of the financial measures of the state policy of import substitution. The article presents a method of estimating the multiplicative effects, based on the balance sheet approach and the methodology of the system of national accounts. A distinctive feature of the methodology is to reflect the reproductive structures of institutional sectors in the region in relation to the import and export flows. On an example of the Sverdlovsk Oblast the authors demonstrate the possibility of using methods in predicting changes in key economic indicators in the region (wages, gross profit, tax revenues of the consolidated regional budget, final consumption expenditure, etc.)...
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Social policy in a multi-regional agent-based model
Статья научная
In the modern scientific and technological development, the role of the welfare state and the importance of solving the problem of inequality as a manifestation of social injustice is increasing. The purpose of the work is to develop a spatial agent-based model (ABM) in the direction of a detailed representation of social transfers block and the study of the economic agents’ behavior in response to the changes of the state’s social policy parameters. The isoelastic function of social welfare (FSW), which is based on the households’ utility functions with correction factors reflecting the degree of social insecurity, is used to include ethical considerations in the economic analysis and formalize the goals for social justice. The novelty of the work is associated with the study of the dependence on different variants of the benefits structure, taking into account the agents’ heterogeneity. The proposed ABM takes into account five main types of monetary transfers: pensions, unemployment benefits, child benefits, poverty benefits, and other social transfers. In addition, the experimental calculations consider two additional social benefits: the proportional transfer and basic income. The experimental calculations results show that social benefits are quite successfully integrated into the original ABM, and the main effects of these benefits are fully manifested in it. The relative characteristics of individual benefits differ significantly from the point of view of certain concepts of social justice and the corresponding changes in the FSW. By the example of the ratio of child benefit to the poverty benefit, it is shown that the effect in terms of the FSW at high levels of inequality rejection is achieved only through the complex use of transfers.
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