S. M. Borodachev

Retired Academic / Economic Systems Modeler
620072, Ekaterinburg, Russian Federation.

About

Seasoned academic and researcher with extensive expertise in economic systems modelling, having dedicated a distinguished career at Ural Federal University. Possesses a profound understanding of complex economic dynamics and a proven ability to develop theoretical frameworks and analytical tools. Seeking opportunities to apply advanced analytical insights to strategic challenges or contribute to specialized research initiatives.

Work

Ural Federal University (UrFU)
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Professor Emeritus

Yekaterinburg, Sverdlovsk Oblast, Russian Federation

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Summary

Led comprehensive research and academic programs in economic systems modelling, shaping advanced theoretical understanding and practical applications within the field at Ural Federal University.

Highlights

Developed and refined innovative economic models, contributing to a deeper understanding of complex system behaviors and predictive analytics.

Authored and co-authored numerous research publications, disseminating key findings and methodologies to the academic and professional communities.

Mentored and guided a significant number of graduate and postgraduate students, fostering the next generation of economic researchers and analysts.

Designed and delivered specialized courses on economic systems and quantitative analysis, enhancing curriculum and student engagement.

Collaborated on interdisciplinary projects, applying economic modelling expertise to address real-world challenges and inform policy discussions.

Skills

Economic Systems Modelling

Macroeconomics, Microeconomics, Econometrics, Quantitative Analysis, Predictive Analytics, Simulation Modelling.

Research & Analysis

Academic Research, Data Interpretation, Methodology Development, Problem Solving, Critical Thinking.

Teaching & Mentoring

Curriculum Development, Student Supervision, Lecturing, Academic Guidance.

Academic Writing

Publication, Peer Review, Grant Writing, Technical Documentation.

Publications

Введение в теорию систем и фильтр Калмана

Published by

LitRes

Summary

Дано введение в общую теорию систем. Рассматривается вход-выход системы и системы в пространстве состояний. На простых примерах показаны методы анализа и синтеза систем. Фильтр Калмана используется для рекуррентного оценивания состояния системы и прогноза выхода по известным управлениям и зашумлённым наблюдениям выхода. Пособие содержит теоретический материал, упражнения и задания для самостоятельной работы. Предназначено для студентов экономических, управленческих и информационных направлений всех форм обучения.

Physics-Economics interdisciplinary analogies in modelling of Russian financial system

Published by

CEUR Workshop Proceedings

Summary

The purpose of this paper is to construct a model for real time forecasting of ruble liquidity in Russia. The influence of both the absolute values of the dollar/ruble exchange rate (rate) and its changes per day on the balance of the Bank of Russia operations for ruble liquidity provision and absorption (saldo) was investigated. Daily data was used from January 2015 to April 2018. It was found that the change in the rate 6 days ago is the cause (according to Granger) of the saldo value. For the saldo dynamics, an oscillatory model with an external force-a change in the rate-is proposed. Using the Kalman filter, the model parameters were estimated and saldo forecasted. Found period of self-oscillation is 4.218 days and attenuation of the amplitude per day is 2.179 times. The rate growth of 1 RUB, after 6 days, causes saldo increase of approximately 20 billion rubles. In fact, the changes in rate cause the variability of the saldo not more than for found coefficient of determination (26.7%), but the" change in the rate-liquidity saldo" system during the crisis-free period has a high" Q-factor," and changes in the rate, repeated with a period close to self-one, can cause large-amplitude fluctuations in saldo. The demonstrated fruitfulness of interdisciplinary analogy must be accentuated in higher education.