Investigation of Financial Flows in Logistics Using Multivariate Statistical Modelling Methods
The 13rd International Conference on Harbor Maritime Multimodal Logistics Modelling & Simulation (HMS 2011) 2011
Vitālijs Jurēnoks, Vladimirs Jansons, Konstantins Didenko

Multivariate statistical modelling is used to investigate complex economic systems in cases when random values are characterized as arbitrary (nonparametric). When modelling the financial stability of the logistic firm (LF) and transport logistics system (TLS) in general, it is most essential to detect the statistical character of the interrelationships among all participants (subsystems) of TLS. In real systems these interrelationships are intercorrelated. In this case when modelling the financial stability of TLS and the statistical character of interrelationships it would be rational to use copula as a tool. Use of copula method makes it possible to approximate joint distribution of the significant factors of the TLS. On the basis of the copula model obtained it is possible to estimate the behaviour of the investigated TLS in relation to probabilities and therefore its expected values that is not possible to do with classical methods.


Atslēgas vārdi
Financial Flows in Logistics,Investigation, Multivariate Statistical Modelling

Jurēnoks, V., Jansons, V., Didenko, K. Investigation of Financial Flows in Logistics Using Multivariate Statistical Modelling Methods. No: The 13rd International Conference on Harbor Maritime Multimodal Logistics Modelling & Simulation (HMS 2011), Itālija, Rome, 12.-14. septembris, 2011. Rome: 2011, 7.-13.lpp. ISBN 9788890372469.

Publikācijas valoda
English (en)
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