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.