Методы и модели системного анализ
|Интегрированный подход к разработке общей модели функционирования систем физической защиты объектов|
| ||А.С.Боровский, А.Д.Тарасов|
|Модели и алгоритмы стохастической микродинамики
(обзор и некоторые задачи)|
| ||М.А.Двуреченская, А.Ю.Попков, Ю.С.Попков, Е.Ю.Шкловский|
|Системный подход к моделированию конкурентоспособности|
|Энтропийные методы анализа информации|
| ||И.М.Макаров, А.А.Ахрем, В.З.Рахманкулов, Т.Л.Вашевник, Р.Ю.Филюков|
|Метод разметки стохастического временного ряд|
| ||С.И.Колесникова, А.Н.Мертвецов|
Управление рисками и безопасностью
|О классификации рисков в электроэнергетике|
|Два вида финансовых рисков|
Оценка эффективности инвестиционных проектов
|Оптимальные инвестиционные портфели с учетом групповых выплат|
| ||Е.М.Бронштейн, Г.Р.Муслимова|
|Универсальные многофакторные регрессионные модели
коммерческой результативности инноваций в России|
| ||В.А.Андреев, Д.А.Чупикин|
Methods and models of systems analysis
Integrated approach to developing a operating model systems of physical
protection of objects
A. S. Borovskiy, A. D. Tarasov
Abstract: It is describing method to creation ma-thematical models of system
of physicals defense operation as a process of integration of sets, basic on
theory of sets, fuzzy sets theory and Analytic Hierarchy Process.
Keywords: set, fuzzy set, relation of sets, fuzzy relation, composition of
relations, Analytic Hierarchy Process.
Models for stochastic microdynamics (survey and some problems)
M. A. Dvurechenskaya, A. Y. Popkov, Y. S. Popkov, E. Y. Shklovskiy
Abstract: This paper sets out the conceptual frame-work for processes of
stochastic microdynamics and establishes the technological platform which is
a tool for their research. Stochastic microdynamics is treated as
generalization of molecular dynamics to multi-particle systems with
stochastic behavior of their particles. A survey of molecular dynamics
me-thods and Monte Carlo experiments is presented. Models of stochastic
microdynamics and transformations from microstates to macrostates are
proposed. Some attention is paid to problems for further research.
Keywords: microdynamics, macrodynamics, macrosystem, stochastic processes,
molecular dynamics, Monte Carlo method, equilibrium, entropy, computer
Systematic approach to modeling the competitive
D. A. Kulitskiy
Abstract: State the mechanism of formation of comїpetitive products and
results of modeling of compeїtitiveness for the five companies on a number of
indicators using the rules of as well as calculation of
the integral index of com-peїtitiveness and its application for analysis of
com-petitive advantage. Systematic approach allows the various parties to
approach this problem, identify the main patterns and make an assessment of
com-petitiveїness, as the characteristics of enterprise pro-duction.
Keywords: model, competitiveness, system regularity, polygonal figure of
Entropy methods of analysis of information
I. M. Makarov, A. A. Akhrem, V. Z. Rakhmankulov, T. L. Vashevnick, R. U.
Abstract: Basic quantitative characteristics of alge-braic theory of
information - entropy and measure of information are studied in this paper.
The exam-ples of calculation of entropy and measure of infor-mation for
various types of information are given.
Keywords: lattices of data and knowledge, entropy, measure of lattice
Method of marking of stochastic time series
S. I. Kolesnikova, A. N. Mertvetsov
Abstract: A problem of recognition of dynamic sys-tem state is considered.
Method of marking of sto-chastic time series and according algorithm of
marking of it are given. The method in forming of features of dynamic system
state and states recognition is used. A simulation model data and data of
applied problem solution on the base of the marking method are given.
Keywords: stochastic time series, marking of sto-chastic time series,
autoregressive model, structural identification, quality of algorithm.
Risk Management and Safety
On the classification of risks in the electricity
A. S. Orlovskiy
Abstract: In the article we
identify, consider and classify general-system risks and risks specific to
generating and retail companies on Russia's power market. The goal of the
article is to mark out key risks, evaluate and justify their significance and
realization probability. The result of the article is the material applicable
for risk matrix building that could be used by persons and organisations
related to Rus-sia's power market.
Keywords: power market, risks classification, risk management.
Two types of financial risks
V. N. Kostuck
Abstract: The article differentiates between classic-al equilibrium
(efficient) market and fractal equili-brium (efficient) market. Each of them
corresponds to its type of probability distribution. This is normal
probability distribution for the classical efficient market and power
probability distribution for the fractal efficient market. The crucial
distinction be-tween these distributions is shown in the article, as well as
between the standard theory of investment in financial assets and W. Buffet
Keywords: Normal probability distribution, power probability distribution,
financial crisis of the first type, financial crisis of the second type,
fractal equilibrium of the market, Buffet investment theory, firm value
according to Modigliani-Miller.
Estimation of investment projects efficiency
Optimal investment projects portfolios with account group payments
E. M. Bronshtein, G. R. Muslimova
Abstract: The paper deals with a problem of the forming an optimal investment
portfolio consisting of investment projects, when cash flows are defined for
certain groups of projects. The opportunity of loan of means is considered.
Efficiency of applica-tion of evolutionary algorithm and the simplified
method of branches and borders in comparison with earlier considered exact
algorithms is investigated.
Keywords: optimal portfolio, investment projects, branch-and-bound algorithm,
Versatile multi-factor regression models of commercial performance of
innovation in Russia
V. A. Andreev, D. A. Chupikin
Abstract:The article is devoted to increase the com-mercial effectiveness of
innovations in the real economy in Russia, the key factors of external and
internal innovation environment that determine the success of new
developments are established. Logis-tic and linear regression models with
high accuracy of forecasting are offered in order to assess the probability
of commercial success of industrial innovations, use of which is appropriate
at the selection stage of innovative projects, or the formation of their
Keywords: performance, R&D, innovation, success factors, product development
project, forecasting models.