Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)最新文献

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Modeling of the Bond Issue Parameters for the Capital Structure Optimization 面向资本结构优化的债券发行参数建模
Yulia Semernina, K. Odinokova, E. Nesterenko, E. Korobov, A. Usmanova
{"title":"Modeling of the Bond Issue Parameters for the Capital Structure Optimization","authors":"Yulia Semernina, K. Odinokova, E. Nesterenko, E. Korobov, A. Usmanova","doi":"10.2991/ahcs.k.191206.001","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.001","url":null,"abstract":"The article proposes a computational model with eightstep algorithm for usage bond issuance as a systematic instrument to finance corporate assets by optimal capital structure. The crucial model points are methodologically accurate calculation of the average credit spread accounting the difference in maturity of marketable and modeled issues and the consideration of market factors. The model allows using debt financing as a financial manager’s tool for funding and lowering cost of capital.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"112 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132166364","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}
引用次数: 0
The Impact of Changes in Consumer Behavior on the Development of Insurance Company Risk Models 消费者行为的变化对保险公司风险模型发展的影响
Yulia A. Solovyeva, I. Khominich
{"title":"The Impact of Changes in Consumer Behavior on the Development of Insurance Company Risk Models","authors":"Yulia A. Solovyeva, I. Khominich","doi":"10.2991/ahcs.k.191206.006","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.006","url":null,"abstract":"The article discusses the specifics of building mathematical and analytical insurance company risk models when changing consumer behavior. The concept of a model is given. Various types of models for consumer market analysis developed abroad and in Russia are described in order to conduct marketing activities to stimulate demand. A comparative analysis of the methods of gathering information is carried out. The factors that influence changes in demand are displayed. On the basis of Ansoff’s matrix, an algorithm is proposed for the insurance company to choose a development strategy based on the factors identified. The universal structure of the algorithm allows to determine the strategy of any company in the developing insurance market of the insurance sector of the economy.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126536352","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}
引用次数: 0
Modeling the Spatial Effects of the Impact of Innovation on Regional Economic Growth 创新对区域经济增长影响的空间效应建模
V. Balash, O. Balash, A. Faizliev, E. Chistopolskaya
{"title":"Modeling the Spatial Effects of the Impact of Innovation on Regional Economic Growth","authors":"V. Balash, O. Balash, A. Faizliev, E. Chistopolskaya","doi":"10.2991/ahcs.k.191206.020","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.020","url":null,"abstract":"In this paper, we analyze σand β-convergence using data from the socioeconomic development of the Russian regions and reveal the role of spatial autocorrelation in regional economic development. We consider 80 regions of Russia for the period 2010–2017. We estimate spatial autocorrelation based on Moran’s coefficients. We construct a Moran scatter plot of GDP per capita and the growth rate of GDP per capita in 2017 compared to 2014. We investigate the impact on investment growth in fixed capital and the expenditure on technological innovation. We evaluate a wide range of specifications of spatial econometric models for different weight matrices. It is shown that according to the results of estimation of conditional β-convergence models, the models of 2010–2014 and 2014–2017 differ significantly. There is a statistically significant β-convergence for the period 2010–2014, as well as the presence of spatial autocorrelation. However, according to the results of estimation models constructed from data after 2014, the estimates of the coefficients for the explanatory variables are not significantly different from zero and there is no trend toward regional convergence in terms of economic development. All conclusions obtained in the work are resistant to the choice of spatial weights matrices and model specifications.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132553441","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}
引用次数: 3
Wavelet Analysis of EEG Signals in Epilepsy Patients 癫痫患者脑电图信号的小波分析
T. V. Yakovleva, I. E. Kutepov, A. Krysko, N. P. Erofeev, T. Y. Yaroshenko, O. Saltykova, A. V. Kirichenko, M. Zhigalov, I. Papkova, V. Krysko, N. M. Yakovlev, A. Karas
{"title":"Wavelet Analysis of EEG Signals in Epilepsy Patients","authors":"T. V. Yakovleva, I. E. Kutepov, A. Krysko, N. P. Erofeev, T. Y. Yaroshenko, O. Saltykova, A. V. Kirichenko, M. Zhigalov, I. Papkova, V. Krysko, N. M. Yakovlev, A. Karas","doi":"10.2991/ahcs.k.191206.015","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.015","url":null,"abstract":"The paper presents studies of electroencephalogram (EEG) signals of epilepsy patients based on wavelet transform and calculation of the total signal energy. The object of the study was a patient aged 17–22 years diagnosed with focal (structural) epilepsy, mesial sclerosis on the left and focal cortical dysplasia of the left temporal lobe, and a control group. The results were compared in the form of 3D Morle wavelets and topographic images. Topographic images of the head surface are obtained on the basis of the integral energy of brain signals. The study showed that wavelet analysis of EEG signals can be a useful tool in the study of EEG signals both in epilepsy patients and in comparison with the control group. It is assumed that such analysis will be useful for early detection of neurological changes and decision-making by doctors for further treatment.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133707347","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}
引用次数: 2
The Calculation of the Sales Volumes Flow Based on the Game-Theoretic Model 基于博弈论模型的销售量流计算
V. Abramov, E. J. Liskina, S. S. Mamonov, S. Vidov
{"title":"The Calculation of the Sales Volumes Flow Based on the Game-Theoretic Model","authors":"V. Abramov, E. J. Liskina, S. S. Mamonov, S. Vidov","doi":"10.2991/ahcs.k.191206.002","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.002","url":null,"abstract":"In this article, we have developed a formal decisionmaking model for an enterprise to market a single product in the future. The model is built in the form of an antagonistic twoperson game. The payoff function is the profit of the enterprise. We took into account the limitedness of the target segment and the supply volume of the enterprise competitors. Sales volumes were calculated by averaging the optimal risk-free and acceptable risk values. We used the forecasts of the probability distributions of competitive bids as information on the volume of such bids. As a result of the model application, we calculated the recommended sales volumes of the product and profit forecasts for the enterprise at several promising trading periods.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126892788","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}
引用次数: 0
Seasonal Adjustment Algorithm 季节调整算法
Kirill Spiridonov
{"title":"Seasonal Adjustment Algorithm","authors":"Kirill Spiridonov","doi":"10.2991/ahcs.k.191206.018","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.018","url":null,"abstract":"The paper presents an algorithm for smoothing time series with seasonality. The proposed method is based on median smoothing and the Hodrick–Prescott decomposition. Using a software implementation in the R language, the correctness of the developed algorithm is checked; it is also compared with other seasonal smoothing methods.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125961243","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}
引用次数: 0
Neuroevolution Forecasting of the Living Standards of the Population 人口生活水平的神经进化预测
L. Bilgaeva, E. Sadykova, V. Filippov
{"title":"Neuroevolution Forecasting of the Living Standards of the Population","authors":"L. Bilgaeva, E. Sadykova, V. Filippov","doi":"10.2991/ahcs.k.191206.004","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.004","url":null,"abstract":"The article is devoted to the problem of forecasting indicators of living standards using neuroevolutionary approach. The NEAT method is considered that allows generating the neural network topology automatically. The paper proposes modification of this method and its implementation based on the activation functions mutation, which enabled to expand the set of possible solutions. A comparative analysis of the training, testing, and forecasting accuracy is carried out. Target indicator forecasting was performed with preliminary forecasting of factor signs that increased forecasting accuracy in comparison to the Windows method used to forecast target indicators directly.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127824623","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}
引用次数: 0
Ball-Shrinking Genetic Search Algorithm for Finding Central Vertices in Graphs 寻找图中中心顶点的球收缩遗传搜索算法
A. Vlasov, A. Khomchenko, A. Faizliev, S. Mironov
{"title":"Ball-Shrinking Genetic Search Algorithm for Finding Central Vertices in Graphs","authors":"A. Vlasov, A. Khomchenko, A. Faizliev, S. Mironov","doi":"10.2991/ahcs.k.191206.017","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.017","url":null,"abstract":"The paper proposes a genetic algorithm (GA) for finding central vertices in a graph. The algorithm uses a different approach to the method presentation of the solution and describes a new look at the crossover process of GA. The algorithm was compared with existing exact and other genetic algorithms on various random graphs. Empirical results show that this approach can be used in applications and compete with existing algorithms.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125790275","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}
引用次数: 1
Modeling of Regional Innovation Spillover Effects Based on DEA Malmquist Index 基于DEA Malmquist指数的区域创新溢出效应建模
A. Firsova, G. Chernyshova
{"title":"Modeling of Regional Innovation Spillover Effects Based on DEA Malmquist Index","authors":"A. Firsova, G. Chernyshova","doi":"10.2991/ahcs.k.191206.019","DOIUrl":"https://doi.org/10.2991/ahcs.k.191206.019","url":null,"abstract":"The article presents the results of a study of innovative spillover effects using Data Envelopment Analysis (DEA) tools. The study is novel, in that an assessment methodology has been developed based on the Malmquist index and an output-oriented DEA model has been built to analyze the dynamics of the regional innovation system development. The development of innovative systems at the regional and national levels has been assessed, the Malmquist Index has been calculated, the characteristics of the regions have been determined taking into account the evaluation of spillover effects, and conclusions have been drawn on the dynamics of the development of innovative activities. The results of the study indicate the presence of positive innovative spillover effects over 2005–2017 in the Russian economy.","PeriodicalId":287734,"journal":{"name":"Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132664076","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}
引用次数: 5
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