联盟组成对抵押贷款参数的影响

2020 13th International Conference "Management of large-scale system development" (MLSD) Pub Date : 2020-09-28 DOI:10.1109/MLSD49919.2020.9247709

A. Chursin, I. Promakhina

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引用次数: 0

摘要

这项工作继续对借款人联盟的自我融资进行研究。工作的主要阶段是:问题定义、可能的策略示例和计算实验。目前正在考虑一个借款人联盟，其组织结构看起来像一家传统银行。我们建立了一个离散时间模型，相应的控制问题可以归结为求解一个双层优化问题。利用参数空间调查方法，提出了最优存贷款利率的选择方法。给出了计算实验结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Effect of Coalition Compositions on Mortgage Lending Parameters

The work continues researches on self-financing of the coalition of borrowers. The main stages of work are stated: problem definition, examples of possible strategy, and computing experiments. A coalition of borrowers is being considered, which in its organizational structure looks like a traditional bank. We formulate a discrete-time model, and the corresponding control problem boils down to solving a bilevel optimization problem. The choice of optimal deposit and loan rates is proposed using the parameter space investigation method. The result of a computational experiment is given.

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2020 13th International Conference "Management of large-scale system development" (MLSD)

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