Cognitive Model of Financial Stability of the Domestic Economy Based on Artificial Intelligence in Conditions of Uncertainty and Risk.

Autor: Lomakin, Nikolay, Maramygin, Maxim, Kataev, Alexander, Kraschenko, Sergey, Yurova, Olga, Lomakin, Ivan
Předmět:
Zdroj: International Journal of Technology; 2022, Vol. 13 Issue 7, p1588-1597, 10p
Abstrakt: The study's relevance lies in the fact that the important problem is ensuring the sustainability of the development of the Russian economy. Its financial system is influenced by many factors, among which are increased risks and market uncertainty, aggravation of the global military-political confrontation between the largest world powers, and technological innovations associated with the emergence of a new technological order "Industry 4.0". The purpose of the work is to study the financial stability of the state as a complex system based on a cognitive model that involves the use of an artificial intelligence system and a VaR model. The novelty of the study lies in the proposed approach, which involves the formation of a cognitive model of economic processes, which includes the Decision Tree artificial intelligence system and the VaR model, both generate GDP forecasts, then their forecast values are compared. A hypothesis has been put forward and proved that with the help of a cognitive model that includes an A.I. system and a VaR model, it is possible to obtain a forecast of the volume of Russia's GDP, the dynamics of which allows us to assess the sustainability of the development of the country's economy. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index