| Metodi i modeli sistemnogo analiz |
| Sravnenie interval'nikh al'ternativ |
| | M. Yu. Sternin, G. I. Shepelev |
| Planirovanie po kriteriyu kvadratichnogo otkloneniya pri zadannoj otsenke nadezhnosti proekt |
| | V. V. Topka |
| Ekonomicheski e i sotsiokul'turnie problemi informatsionnogo obschestva |
| Mezhdunarodnie indeksi gotovnosti stran k informatsionnomu obschestvu |
| | O. N. Vershinskaya, O. A. Alekseeva |
| Reklama v deyatel'nosti operatorov shirokopolosnogo dostupa k seti Internet. Obzor metodov rascheta reklamnogo byudzhet |
| | V. O. Cheremisinova |
| Ob upravlenii vzaimodejstviem vuza s kommercheskimi firmami: kontseptsiya, printsipi, pokazateli, rejting |
| | O. S. Pigareva |
| Metodi i modeli v ekonomike |
| Modeli fondoobrazovaniya |
| | Yu. N. Ivanov, R. A. Sotnikova, E. S. Volontirets |
| Dispersionnij podkhod k optimizatsii portfelya obligatsij |
| | D. K. Mekhedov |
| Algoritm prognoza sil'nikh padenij indeksa Dow Jones Industrial Average |
| | M. Yu. Kudryavtsev |
| Abstracts |
Methods and models of systems analysis
Comparison of Interval Alternatives
M. Yu. Sternin, G. I. Shepelyov
Abstract: An approach to comparing pairs of alternatives
described by different modifications of interval estimations is
proposed at paper "Comparison of interval alternatives". Both
mono and generalized interval estimations are considered. An
expert, using methods of comparing based on the approach, may
take into account different degrees of uncertainty in compared
pairs of estimations: interval uncertainty, interval-probability
one and also point estimations. Simple but fairly accurate
empirical method of "direct" comparing pairs of mono-intervals
is discussed first. Then it gets a proper mathematical
foundation. Results received for mono case are adapted to the
generalized case.
Keywords: mono and poly interval estimations;
generalized interval estimations; comparing alternatives.
Planning by the Criterion of Standard Deviation Under Given
Estimate of Project Reliability
V. V. Topka
Abstract: An Activity-on-Nod network dependability model
is proposed as a complex technical system whose resulted secure
lower estimate is considered to be its reliability parameter. On
the basis of this model, the scheduling problem is stated not
only under resource constraints, but also in terms of project
dependability. The problem considered is minimizing a standard
deviation from the specified resource or temporal project
indices under the cost, duration and reliability estimate
constraints in a determinate disjunctive project model with the
source data known inexactly. The regularized proximal method
with penalty functions for ill-conditioned problems is
recommended to solve the stated problem.
Key words: project management, optimization,
reliability.
Economic and socio-cultural challenges of the information society
International Information Society Readiness Indexes
O. N. Vershinskaya, O. A. Alekseeva
Abstract. Well-known international indexes which assess
levels of different countries readiness to information society
are described: network readiness index, digital opportunities
index, e-readiness index, ICT development index, e-government
index. Basic parameters of each index are discussed; reasons of
low ratings of placecountry-regionRussia are analyzed.
Key words: international e-readiness indexes,
ratings of different states, e-readiness of Russia.
Advertizing in Activity of Broadband Access Operators
V. O. Cheremisinova
Abstract: In the article different methods of advertising
budget definition are represented. Their advantages and lacks,
their applicability to the companies working in sphere of
broadband access to the telecommunication services are analyzed.
The author defined criteria which optimal method of advertising
budget calculation should correspond.
Keyword: telecommunication services, advertising
budget, broadband access.
On Managing the Cooperation of the High School with Affiliated
Companies: A Concept, Principles, Indicators and Ratings
O. S. Pigareva
Abstract. An Approach for Evaluating Types and Qualities
of the High School Interaction with Affiliated Business Firms in
both the Educational Sphere and Research Area is described.
Principles of such an Interaction are considered. Basics of
Management for Cooperated Activities are presented. Findings of
this Methodology Application within the Moscow Institute of
Physics and Technology are given.
Key Words: Stakeholders, Rating, management, High
School, Interaction, Business Firms.
Methods and Models in Economics
Modeling Productive Assets
Yu. N. Ivanov, R. A. Sotnikova, E. S. Volontyrets
Abstract. It was considered in previous authors' papers
that accumulated profit or loan capital could become working
capital immediately, without any delay. In this paper is
considered productive assets with an allowance of nonzero period
of construction. Losses caused by delays in investment of
capital are considered.
Keywords: investments, original capital, circulating
capital, productive assets, losses caused by discrete capital
investment.
Dispersion Approach to Bond Portfolio Optimization
D. K. Mekhedov
Abstract. The problem of optimization of promissory
securities -- Russian state bonds -- is researched. Markowitz
average-dispersion analysis is used for this purpose. Prices of
bonds are considered as conditionally-random processes, which
are expressed by percentage rate. Vasicek parametric model based
on Ornstein-Ulenbeck process is used as the model of percentage
rate random process. Unknown parameters are valued by
statistical data by means of Kalman filtration and the method of
most probability. The way of constructing of optimal set of
tools is shown, the example of determination of necessary
parameter is given.
Keywords: bond portfolio, stochastic theory,
classical portfolio theory for bond portfolio, Vasicek
three-parametric model of percentage rate movement,
Ornstein-Ulenbeck process, Kalman filtration.
An algorithm for predicting extreme falls of the Dow Jones
Industrial Average
M. Yu. Kudryavtsev
Abstract. The work considers the problem of forecasting
extreme PlaceTypeplacefalls of PlaceNameDow Jones. Financial and
seismic time series are similar in the respect of statistic
properties. This similarity allowed to develop a predictive
algorithm based on earthquake forecasting techniques by
observing changing the empirical distribution function of
detrended index time series at the moment before crisis. The
work contains statistical and economical estimations of the
algorithm.
Key words: financial crisis, prediction, pattern
recognition, critical phenomena.
