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Identification of econometric models of simultaneous equations and control systems based on machine learning

Book Chapter
DOI: 10.31483/r-126913
Open Access
Published in:
Monograph «Effective development of the modern economy: problems and prospects»
Author:
Alina M. Minitaeva 1
Work direction:
Глава 12
Pages:
168-182
Received: 1 March 2025

Rating:
Article accesses:
107
1 FGBOU VO "Moskovskii gosudarstvennyi tekhnicheskii universitet im. N.E. Baumana"
For citation:

Abstract

The chapter proposes a method for analyzing economic systems based on the use of a model of simultaneous equations and machine learning. The architecture of a fully connected neural network capable of reflecting the structure of a discrete-time control system and allowing the identification of a system of simultaneous equations is considered. A method for training a neural network is proposed that allows estimating the coefficients of a set of simultaneous equations. A method for forecasting a multivariate time series based on the estimated structural parameters of the system using a perceptron is presented.

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