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Scientific journal Vestnik NSUEM

2020 year, number 1


A.N. Kislyakov
Russian Academy of National Economy and Public Administration under the President of Russian Federation, Vladimir, Russian Federation
Keywords: , , , , information asymmetry, entropy, fractal dimension, cluster analysis


The work is aimed at solving the actual problem of analyzing the interaction of market participants. The degree of unpredictability of market participants behavior determines economic risks and manifests itself as a violation of information symmetry. Asymmetry is expressed in different degrees of awareness of groups of sellers and groups of buyers-users of the product about the state of the market, which determines the different behavioral moods and intentions of market participants. The possibility of using the Shannon entropy and fractal dimension indicators to assess the degree of ordering of relationships between groups of buyers and the results of their behavior is considered. This allows us to draw conclusions about the logic of relationships between the behavior of different clients. An iterative box-counting algorithm is used to determine the approximate value of the Minkowski fractal dimension. As a metric of distances between the signs of transactions of pairs of clients, the cosine distance can be used for the case of sparse data. It is shown how the fractal dimension will change in the case of observation of more stable relationships between groups of clients.