英文标题：
《Parametric identification of the dynamics of inter-sectoral balance:
  modelling and forecasting》
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作者：
Olena Kostylenko, Helena Sofia Rodrigues, Delfim F. M. Torres
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最新提交年份：
2019
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英文摘要：
  This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is developed. A matching procedure for parameters of a linear stationary Cauchy problem with a decomposition of its upshot trend and a periodic component, is proposed. Moreover, an approach for detection of significant harmonic waves, which are inherent to real macroeconomic dynamical systems, is developed.
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中文摘要：
这项工作致力于宏观经济系统部门间平衡动态的建模和识别。提出了一种弱形式化动力系统的描述与辨识方法。提出了一种具有上升趋势分解和周期分量分解的线性平稳柯西问题的参数匹配方法。此外，还开发了一种检测真实宏观经济动力系统固有的重要谐波的方法。
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分类信息：

一级分类：Mathematics        数学
二级分类：Dynamical Systems        动力系统
分类描述：Dynamics of differential equations and flows, mechanics, classical few-body problems, iterations, complex dynamics, delayed differential equations
微分方程和流动的动力学，力学，经典的少体问题，迭代，复杂动力学，延迟微分方程
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一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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