N. Chernova, M. Mashchenko, O. Sergienko, Oleksandr Bilotserkivskyi, O. Shapran
{"title":"Modeling Internationally Diversified Investment Portfolio","authors":"N. Chernova, M. Mashchenko, O. Sergienko, Oleksandr Bilotserkivskyi, O. Shapran","doi":"10.1109/PICST51311.2020.9468042","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9468042","url":null,"abstract":"A diversified portfolio can deliver improved performance and lessened risk relative to not diversified one. The diversification may be achieved in different ways: an investor may allocate money in different asset classes; or in stocks of different industries; or in bonds with different maturities; or in stocks with large, middle and small market capitalization; or in different commodities and so on. Another way is international (global) diversification. The paper aim is to form an optimal investment portfolio containing assets of different countries. To achieve this the following tasks should be solved: carry out a preliminary financial analysis of assets (stock indices) of different countries and determine the set of assets that are eligible for investment; form an optimal portfolio of selected stock indices; carry out a comparative analysis of the efficiency of the obtained portfolio and the benchmark portfolio, which is domestically oriented. The proposed algorithm for modeling internationally diversified optimal portfolio includes the following core steps: forming the information base of the research; classification of assets into homogeneous groups and detecting the group that is suitable for the investment; modeling diversified portfolio and a benchmark portfolio; comparison of obtained portfolios performance.","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115283368","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
O. Hladkyi, S. Rudyk, Volodymyr Kulivnuk, T. Tkachenko, T. Shparaga
{"title":"Using of Information Environment Model for Development of Enterprises’ Economics Efficiency in Industrial Agglomeration","authors":"O. Hladkyi, S. Rudyk, Volodymyr Kulivnuk, T. Tkachenko, T. Shparaga","doi":"10.1109/PICST51311.2020.9468016","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9468016","url":null,"abstract":"Using the information environment for investigations of additional enterprises’ economics efficiency on different territories become more urgent nowadays. It correspond with current investigations of Nobel Prize winners P. R. Krugman, E. Venables, M. Fujita and other world-known scientists, specialists in economic geography and regional economy. Location of the enterprise significantly affects its economic efficiency in modern market relations with a high level of competition. The areas of industrial agglomerations show the best conditions for huge development of additional enterprises’ economics efficiency. The proposed model of using the information environment is called for simplifying the way of using information environment data while developing economic efficiency of industrial enterprises’ in the frames of industrial agglomerations.","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"56 2","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120928475","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Key Aspects of Modeling the Process of Knowledge Formation in Infocommunication Decision-Making Systems","authors":"M. Omarov, Vusala Muradova, Vyacheslav Lyashenko","doi":"10.1109/PICST51311.2020.9467986","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9467986","url":null,"abstract":"The formation of sustainable and effective knowledge, based on the development of students' competencies, is one of the tasks of modern society, the transition to modern digital technologies. It is advisable to use information and communication systems that allow to implement the computerization process of learning with remote access. This is quite relevant in modern conditions, when the possibility of training with remote access becomes a priority. At the same time, the effectiveness of using such approaches to the formation of knowledge is largely determined by model estimates, which can be obtained in the process of appropriate modeling. With this in mind, the key aspects of modeling the process of knowledge formation in infocommunication decision-making systems are considered. The following aspects were highlighted and considered: the feasibility of constructing a model for the formation of knowledge based on a sigmoid function, obtaining an assessment of conformity in changes in levels of knowledge during their accumulation and subsequent loss. Moreover, to obtain a conformity assessment in changes in knowledge levels at various stages of its formation, it is proposed to use wavelet coherence. The results are given on test examples, which confirm the possibility of implementing the relevant aspects when modeling the processes under consideration.","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114280256","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Power BI in ICT for Monitoring of Insurance Activity Based on Indicators of Insurance Portfolios","authors":"R. Pukała, S. Hlibko, N. Vnukova, O. Korvat","doi":"10.1109/PICST51311.2020.9467993","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9467993","url":null,"abstract":"The article proves the relevance of operational business intelligence in insurance in terms of VUCA-world. For this purpose, the use of Microsoft Power BI software as a method of information and communication technologies, its purpose and benefits for business monitoring are considered. Among the advantages of using Microsoft Power BI is the analysis of existing insurance contracts and current indicators of insurance portfolios. The research substantiates the feasibility of operational analysis of insurance activities based on the calculation of indicators of insurance portfolios that form insurance statistics, which provides results in real-time. This approach eliminates the shortcomings of common means of retrospective operational analysis based on financial statements. Within the research, the insurance portfolio is defined as a set of insurance contracts for a separate line of business of the insurer on a certain date. It is emphasized that for each date of insurance activity the insurance portfolio is a unique set of contracts. A positive factor in the article is the possibility of timely response of managers to fluctuations in the profitability and technical risk of insurance portfolio. The application of the studied elements made it possible to propose a method of monitoring insurance activities based on the calculation of indicators of insurance portfolios and their visualization on analytical panels (dashboards).","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122227440","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Input Flow Control Algorithms of the Trasnsport System","authors":"G. Kozhevnikov, O. Pihnastyi, Maxim Glavchev","doi":"10.1109/PICST51311.2020.9468108","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9468108","url":null,"abstract":"This article is analyzed the flow control algorithms for a conveyor system with an input accumulating bunker. For control the flow parameters of the conveyor section, the output flow is controlled by the filling of accumulating bunker, which is located on the input of the conveyor section. For the design of control algorithms, a dynamically distributed dimensionless conveyor model (PiKh-model) was used. The quality control criterion requires the minimum deviation of the output flow of the conveyor section from the planned value. The initial movement time of the conveyor line during which the output flow value is independent of control is determined. The output value material flow from a conveyor during the start period is determined by the value of the linear density of the material on the conveyor at the start of the conveyor line. When designing optimal control algorithms, limitations on the maximum value of the accumulating bunker capacity and control restrictions are taken into account. Optimal control algorithms are considered for variants with unlimited and limited accumulating bunker capacity. The synthesis of optimal controls for the limit values of controls of the material flow from the bunker has been performed.","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128255021","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Simulation of Expert’s Assessments Adjustment for Cognitive Maps Building","authors":"Oksana Pomazun, Andrii Pravdyvyi, O. Pravdyvyi","doi":"10.1109/PICST51311.2020.9467932","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9467932","url":null,"abstract":"The main chapters of the cognitive simulation and its usage in solving poorly structured problems are investigated. Proven that algorithm of building cognitive map for complicated unstructured problems and poorly structured problems require expert assessment. Algorithm of building cognitive map and adjusting expert assessment is described. Adjusting model list of concepts described by group of experts based on theory of fuzzy sets, which expands set of opportunities to build cognitive maps for cognitive model analysis in case of poorly structured or unstructured data. Group decision support system could be built by using described method of cognitive analysis of poorly structured systems.","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129138047","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Boundary Parameters for a Qualitative Assessment of Digital Communication Channels with Specified Reliability Characteristics","authors":"L. Uryvsky, B. Shmihel","doi":"10.1109/PICST51311.2020.9468045","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9468045","url":null,"abstract":"In the classical theory of telecommunications, an indicator of reliability is the probability of an information bit error. In modern international standards and recommendations, there is a hierarchy of quality indicators of the communication channel based on measurements, which is not related to the classical theory of noise immunity. The procedures for measuring the quality indicators of information transmission are possible only when using an already existing telecommunication system. The use of the classical theory of noise immunity makes it possible to provide for the correspondence of the energy parameters to the necessary quality indicators for the future communication system. The research defines the values of the characteristics of digital communication channels with the specified reliability and the boundary characteristics for quality work in multiservice networks.","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126678001","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Kovalchuk Danylo, Y. Kravchenko, O. Starkova, K. Herasymenko, N. Tarasenko, V. Riabtsev
{"title":"Development of Recommendations for the Implementation of Virtualization Concepts in Modern Networks","authors":"Kovalchuk Danylo, Y. Kravchenko, O. Starkova, K. Herasymenko, N. Tarasenko, V. Riabtsev","doi":"10.1109/PICST51311.2020.9467918","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9467918","url":null,"abstract":"The study examines the core and architecture of virtualization technology, the state of the modern infrastructure of information and telecommunications networks, as well as the use of virtualization to solve problems of traditional networks. Development of recommendations for modeling and further implementation of NFV at all stages of IT infrastructure creation. The practical significance of the work lies in the possibility of using the results of work in universities for the design and creation of information and telecommunications networks, in companies for the modernization and analysis of the existing network. The scientific novelty of the study lies in the attempt to systematically and conceptually study all the possibilities of virtualization technology and predict the possible consequences of its use, as well as in the development of recommendations for the implementation of the concept of virtualization. Areas of use: transnational telecommunications systems, computer corporate networks, high technology.","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124027288","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Features of Analytical Estimation Methodology of the Compromising Emanations Level of the Test Signal Harmonics of a Personal Electronic Computer Videotract","authors":"V. Perepadia, V. Lysko, V. Zabolotnyj","doi":"10.1109/PICST51311.2020.9468031","DOIUrl":"https://doi.org/10.1109/PICST51311.2020.9468031","url":null,"abstract":"the article shows the features of the analytical estimation methodology of the compromising emanations level of the test signal harmonics of a personal electronic computer videotract. Based on the electromagnetic field theory and the Maxwell equations, the paper describes the physical content and the way of the compromising emanations propagation into the far zone. This allows finding the dependence and methods of influence on of the test signal parameters, which represents a plurality of electrical impulses, with the change in the field strength at the point of conducting reconnaissance at the input of the receiving antenna, namely, in the distant zone of the technical channel of information leakage at the expense of compromising emanations. Particular attention is paid to the Monte-Carlo statistical test method, which is used to generate parameters of videotract signals, which determine its shape in the distant zone. Applying the Monte Carlo method for generating values and will allow reasonably to formulate the realization of random parameters of videotract signals for their correct use during the estimation of compromising emanations level and development of measures protection.","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126267484","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"[Title page]","authors":"","doi":"10.1109/picst51311.2020.9468065","DOIUrl":"https://doi.org/10.1109/picst51311.2020.9468065","url":null,"abstract":"","PeriodicalId":123008,"journal":{"name":"2020 IEEE International Conference on Problems of Infocommunications. Science and Technology (PIC S&T)","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126405284","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}