Home  Journals  Financial Analytics: Science and Experience  41(83) - 2011 November

Simulation dynamic model of the bank

Available online: 10 November 2011

Subject Heading: MATHEMATICAL METHODS OF THE ANALYSIS IN ECONOMY

JEL Classification: 

The article describes the simulation dynamic model of the bank. The model is based on a deterministic dynamic model of V.A. Tsar'kov, which includes a number of input parameters. Moreover, these parameters are random variables. The simulation model of the bank was created in AnyLogic. Furthermore, with help of this model the numerical experiments were conducted. Also, Raiffeisenbank data was used.

Keywords: simulation, dynamic model, bank, system dynamics, AnyLogic, probability distribution, numerical experiment

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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