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101. ПРОБЛЕМЫ И МОДЕЛИ ЭКОНОМИЧЕСКИХ СИСТЕМ
УДК: 338.242
HRONOECONOMICS AS SCIENCE FOR METHOLOGICAL JUSTIFICATION OF CONCEPT REAL TIME ENTERPRISE
Bogomolov A.I., Nevezhin V.P.
Financial University under the Government of the Russian Federation, Moscow
ХРОНОЭКОНОМИКА КАК НАУКА ДЛЯ МЕТОДОЛОГИЧЕСКОГО ОБОСНОВАНИЯ КОНЦЕПЦИИ ПРЕДПРИЯТИЯ РЕАЛЬНОГО ВРЕМЕНИ
Богомолов А.И., Невежин В.П.
Финансовый университет при Правительстве Российской Федерации, г. Москва
Abstract. It is offered to use as scientific justification of the concept of the real time enterprise a hronoeconomics, science in which wave properties of economic processes, their stochastic character and a resonance as the most effective mechanism of business management in real time are studied.
Keywords: hronoeconomics, management, real time enterprise, agents, cyclic processes, casual event.
Аннотация. Предлагается в качестве научного обоснования концепции предприятия реального времени использовать хроноэкономику, науку, в которой изучаются волновые свойства экономических процессов, их стохастический характер и резонанс, как наиболее эффективный механизм управления предприятием в реальном масштабе времени.
Ключевые слова: хроноэкономика, предприятие реального времени, агенты, циклические процессы, случайные события
Management of economic system, including: bank, branch, firm or corporation, or even economy on the scale of all national economy in real time, becomes in recent years not only the actual, but also really realized task. It is caused by the fact that control of economic system is exercised in conditions when the modern world economy is characterized by considerable complexity of the processes proceeding on her. There is a globalization of the international markets, influence on economy of political and subjective factors increases, risks increase, volatility of currencies, interest rates, rates of securities and the prices of raw materials increase. In this regard the authentic forecast and fast reaction economic systems on the taking place events, and also a right choice of a time point for implementation of this or that decision can give decisive advantages in competitive fight and provide a sustainable development of business. In the West long ago consider business in the competitive environment as conducting combat operations during which the situation constantly changes and it is necessary to imagine every minute as much as possible realistic picture of both own company, and external environment. Respectively and corporate systems according to the characteristics quickly approach the military constructed by the principles of architecture of the general information environment of a battlefield (Joint Battlespace Infosphere, JBI) improved already for a number of years [1].
Realization of such approach to business has to provide the concept "the enterprises of real time" - Real-Time Enterprise (RTE) [2]. Fundamental difference of RTE from information systems of today's enterprises is that it doesn't involve one or several auxiliary corporate information systems, but itself works under control of peculiar uniform "operational business system of real time". The main
«Хроноэкономика» № 1 (1) май 2016
characteristics of such systems are a possibility of collecting any necessary data in real time and their processing in the shortest terms (it is ideal — in real time), i.e. a delay between the registration fact in system of data on emergence of an internal or external event and by an opportunity to create response has to be minimized.
At creation of similar control systems it is supposed to store, receive and process huge data arrays by means of high-performance computers and new information technologies. Develops such technologies and the SAP [3] company, including for the developed global network of tracking and routing of goods (EPC global) in real time offers in the market, for example. Nevertheless, only increase in productivity and functionality of information systems of the enterprise isn't enough for his management according to the concept of RTE. The reliable and qualitative model considering both internal, and external factors is necessary.
The existing methods of modeling of behavior of economic systems on the basis of temporary ranks for the analysis and forecasting of the processes proceeding in them, and also for management in real time yield unsatisfactory results. Many economists and analysts note a gap between the valid economic realities and economic theories [4].
Now there were prerequisites of overcoming of the shortcomings stated above the econometrician as due to deeper understanding of essence of the processes happening in economy, main of which we consider information, and at the expense of the great opportunities of data collection and processing which are available for modern information technologies. All this gives the grounds for statement of a problem of receiving essentially new knowledge of time of adoption of the administrative
decision for the purpose of receiving the greatest effect of his realization. Science which will be engaged in it we call hronoeconomics.
Presenting in a hronoeconomics economic system and the processes happening in her in the form of model, we recognize from the fact that her key indicators, changing in time, possess wave properties and at the same time these changes have uncertain, probabilistic character. Probabilities of these or those changes of key indicators, in turn, are defined by probabilities of those essential events which can influence them. Both these events, and information signals of approach of these events influence key indicators of economic system and generate other events which can also influence economic system.
Need of taking note of information signals for models of economy of information society is conventional today. Though still in the thirties the last century Ralf Nelson Elliot [5] considered that information component of life of society is the main reason of the wave movement of the markets.
Eliot's waves are fractals or self-similar regular structures. In modern science fractality of behavior of difficult nonlinear systems is taken strictly for granted by the mathematical fact [6].
Business cycles are inherent in development and economic systems. Business cycles are understood as the fluctuations of economic activity consisting in the repeating compression and expansion of economy (economic recession and rise). Cycles carry periodic, but, usually irregular character. Usually (within neoclassical synthesis) are interpreted as fluctuations around a long-term trend of development of economy, see fig. 1 [6].
The deterministic point of view on the reasons of business cycles proceeds from predictable, quite certain factors; growth of productive forces, involvement in a turn of an increasing number of natural resources etc. The stochastic point of view recognizes from the fact that cycles are generated by factors of the casual nature and represent reaction of economic system to internal and external impulses.
Usually allocate four main types of business cycles:
• long waves of Kondratyev (the characteristic period
— 50-60 years);
• the Smith's rhythms (the characteristic period — 1520 years);
• Chizhevsky's cycles (the characteristic period-11-16 years, is attached to the period of solar activity);
• medium-term cycles of Zhyuglyar (the characteristic period — 6-13 years);
• short-term cycles of Kitchin (the characteristic period
— 2-3 years).
The theory of real business cycles explains recessions and rises with influence of real factors. In the industrial countries emergence of new technologies, the change in price for raw materials can be it. In the agrarian countries -a harvest or a crop failure. Also force majeure situations (war, revolution, natural disasters) can become a push to changes. For detection of wave properties of economic processes and use of the obtained data for the purpose of definition of a time point of decision-making it is necessary to carry out the harmonious analysis of dynamics of change
of the key economic indicator (KEI) in time to models. Separate harmonicas the CAP can correspond to quite concrete economic or social reasons.
In too time, along with deterministic processes which have cyclic character big, and sometimes and the defining role is played also by casual events which can influence, including, and parameters of these cyclic processes.
These events can be subdivided into two classes conditionally. Events which in principle can't be predicted belong to the first class. To such events, belong, for example, nuclear catastrophe in Chernobyl or falling of the passenger airbus in the Alps in 2015.
Crisis of 2008 or settlement of the Iranian nuclear problem belong to the second class of events which can in advance be predicted with some probability, for example. Events, both the first, and second class influence economic system, but the second act constantly and during the interval forecast play the most essential role.
These events can be interconnected and generate information signals which in turn influence key economic indicators (economic agents) which also form a network. As information signals of events first of all influence financial performance and streams in global economy which are interconnected, the last it is also possible to present networks of financial agents in the form. The general model of economic system, thus, can be presented in the form of the interconnected system from three networks: networks of key indicators of economic system (economic agents), networks of financial streams (financial agents) and network of information signals (Fig. 1):
Fig. 1 An example of interrelation of information, financial and economic agents in a triple network Here Y, K, L and others - economic variables (economic agents), S, R, Q, L and others - the variables characterizing financial streams (financial agents), A, B, C and others - information signals of emergence
of probable events (information agents). The presented model is characteristic of a hronoeconomics. Unlike traditional models of a temporary row in her the following conceptual prerequisites are considered.
1. The Key Economic Indicators (KEI) of economic system are considered as economic agents whose characteristics have wave properties and are subject to stochastic changes.
2. The KEI are network tops which external information and financial agents influence.
3. Information and financial networks also possess wave properties, and their agents are also subject to stochastic changes.
Agents of information and financial networks it is possible to consider as the interconnected casual events. In the virtual area in which we include the essential casual events influencing on interesting us the CAP there are ordered structures of the interconnected events, and probability of emergence of a separate event it is possible to present some count in the form, as Thomas Bayes has made.
The Bayesian network (or the Bayes network, the Bayesian network of trust) is the graphic probabilistic model representing a set of variables and their probabilistic dependences [7].
Formally, the Bayesian network is the directed acyclic count to whose each top there corresponds the casual variable, and arches of the count code the relations of conditional independence between these variables.
Tops can represent variables of any types, to be the weighed parameters, the hidden variables or hypotheses.
Bayesian networks of trust allow to solve two important problems: forecast and diagnosis. There is a set of the algorithms representing an approximate probabilistic conclusion: on the basis of a parcel of messages, transformation of the Bayesian network to a tree, stochastic selections: probabilistic weighing, selection on own importance, selections on adaptive importance, casual selection, etc. Some of these algorithms are realized in applications with an open code.
If to proceed from a fundamental hypothesis of wave properties of any processes in the nature, then and probabilities in virtual area of events represent certain "waves of probability" and the event is realized when these waves form a certain resonance. The such model still should be developed, but as already repaid approach for definition of probabilities of the interconnected events it is possible to use also a network of trust of Bayes.
Complexity of application of networks of trust to research of real economic and social processes consists in bulkiness of calculations at the big sizes of networks and in approximations of estimates of probability of emergence of the events influencing the process or an event interesting us. The task can try to be facilitated if to consider casual events as binary variables and to define their value on the basis of binary model of the choice [8].
Model of the binary choice — the model of dependence of the binary variable (accepting only two values applied in econometrics — 0 and 1) from set of factors.
Creation of usual linear regression for such variables is theoretically incorrect as the conditional population mean of such variables is equal to probability that the dependent variable will accept value 1, and linear regression allows also negative values and values above 1. Therefore some integrated functions of distribution are usually used. Are most often used normal distribution it (is punched), logistic distribution (logit), Gomperts's distribution (gompit). In logistic distribution the probability of an event is defined by function
Pi = F (Zi) = -
1
(2)
1 . -Z,
1 + e '
where Z is linear function of the explaining variables: Z = bo + biXii +... + bjXij +... + bkXik + ei (3)
The variable Z is the internal (explained) variable, and Xi - the external (explaining) variables.
The combined approach on the basis of networks of trust and binary models expands possibilities of the first and second methods and has big explanatory ability, than each of them separately. Their use is most expedient in the agent - the focused models of difficult economic systems. The Agent-focused Models (AFM) — a special class of the computable models based on individual behavior of a great number of agents, and created for computer simulations which are closely interconnected with the following concepts: computable economy, difficult systems, the Monte-Carlo method, computing sociology, systems with a great number of agents and evolutionary programming. The agent-focused models, in our opinion, have to be supplemented and integrated with models in which fundamental properties of the studied big systems are reflected.
Wave (cyclic) properties of economic and financial processes are known to scientists and practicing long ago, but in management of economic systems these properties aren't used. At the same time, oscillatory and wave properties of systems allow to use such effective mechanism as a resonance for their management.
Resonance it is accepted to call the phenomenon of sharp strengthening of a response of dynamic system x to external influence
f=fo *coswt, (4)
when the frequency of external influence of w is comparable with own frequency of wO of system, or with set of frequencies of own fluctuations of system
nw= X niwoi, where n, n - integers. (5)
At the same time the compelled fluctuations x arise and are supported in system due to the external additive, or parametrical influences (entering the equations of the movement is additive, or changing parameters of system). In the latter case the fluctuations caused by external influence are called parametrical.
It is possible to draw an analogy between model of economic system in the form of a triple network and a human body. The human body can also be presented in the form of the triple network model consisting of information network (a brain and a nervous network), blood system (analog of a financial network) and a network of bodies (heart, a liver, a stomach, etc.) - analog of a network of producers and consumers of goods and services (economic agents). And in nervous system, both in blood, and in each body there are wave processes, known, measured and studied in medicine long ago.
For example, in a human body biological rhythms — (biorhythms) periodically repeating changes of character and intensity of biological processes and the phenomena are found. Biorhythms are peculiar to live matter at all levels of her organization — from molecular and subcellular to the biosphere, and are fundamental process in wildlife. One biological rhythm is rather independent, for example, the frequency of reductions of heart, breath.
Others are connected with adaptation of organisms to geophysical cycles — daily allowance, for example, of fluctuation of intensity of cell fission, a metabolism, physical activity of animals.
Existence of oscillatory and wave properties in the biological processes happening in a human body gives the grounds to use them in the medical purposes. So, different types of vibration stimulation are applied in neurorehabilitation since the 19th century when the French neurophysiologist Jean Martin Charco could reach reduction of symptoms of an illness of Parkinson. Further it has become clear that use of oscillatory systems of various frequencies allows to influence a set of functions and human organs: muscles, bearing, blood-groove, restoration of nervous fibers, various physiological functions and so forth.
By analogy with resonant impact on a human body for the purpose of his disposal of an illness also the task of finding of a resonant method of impact on key economic and financial performance of economic system for the purpose of her conclusion from crisis or an adverse situation can be set.
In model of economic system on the basis of such fundamental property of the processes happening in her presented to a triple network their oscillatory or wave character is. Oscillatory processes in subsystems of a triple network represent combinations of the harmonicas determined by properties of elements of these subsystems.
In the conclusion it is possible to formulate the following conclusions concerning the purpose and the main objectives of a hronoeconomics.
1. The hronoeconomics purpose - research of influence of a factor of time for economic processes.
2. The main objective of a hronoeconomics as the choice of time for adoption of the administrative decision (action) for the purpose of the best change of key parameters of economic system with the smallest expenses.
3. The generalized model within a hronoeconomics for management of economic system on the basis of a triple network of economic, financial and information agents is offered.
4. The task of the analysis of wave and stochastic properties of economic, financial and information agents for effective management of key indicators of economic system is set.
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