Управление операционными рисками с точки зрения системного подхода к организации
Operational risk management needs to be analyzed using system approach to the enterprise management and the entropy definition. According to this approach, 4 interrelated subsystems were identified: beliefs, constraints, control and monitoring. Therefore the operational risk management is a metaprocess embedded into business processes and set requirements to the above subsystems. The article includes an example of a system approach to managing operational risk in the procurement process.
Properties of Erdos measure and the invariant Erdos measure for the golden ratio and all values of the Bernoulli parameter are studies. It is proved that a shift on the two-sided Fibonacci compact set with invariant Erdos measure is isomorphic to the integral automorphism for a Bernoulli shift with countable alphabet. An effective algorithm for calculating the entropy of an invariant Erdos measure is proposed. It is shown that, for certain values of the Bernulli parameter, the algorithm gives the Hausdorff dimension of an Erdos measure to 15 decimal places.
Properties of Erdos measure and the invariant Erdos measure for the golden ratio and all values of the Bernoulli parameter are studies. It is proved that a shift on the two-sided Fibonacci compact set with invariant Erdos measure is isomorphic to the integral automorphism for a Bernoulli shift with countable alphabet.
In this paper we propose a new machine learning concept called randomized machine learning, in which model parameters are assumed random and data are assumed to contain random errors. Distinction of this approach from "classical" machine learning is that optimal estimation deals with the probability density functions of random parameters and the "worst" probability density of random data errors. As the optimality criterion of estimation, randomized machine learning employs the generalized information entropy maximized on a set described by the system of empirical balances. We apply this approach to text classification and dynamic regression problems. The results illustrate capabilities of the approach.
A new approach to network decomposition problems (and, hence, to classification problems, presented in network form) is suggested. Opposite to the conventional approach, consisting in construction of one, “the most correct” decomposition (classification), the suggested approach is focused on construction of a family of classifications. Basing on this family, two numerical indices are introduced and calculated. The suggested indices describe the complexity of the initial classification problem as whole. The expedience and applicability of the elaborated approach are illustrated by two well-known and important cases: political voting body and stock market. In both cases the presented results cannot be obtained by other known methods. It confirms the perspectives of the suggested approach.
The author analyzes the most widely applied risk management standards in Russia, emphasizing the lack of a clear system for operational risk management. Reviewing the challenges emerging on European markets due to the introduction of the Solvency II directive, he suggests approaches to the solution of possible problems for Russian insurers.
Proceedings (ISSN 2504-3900) publishes publications resulting from conferences, workshops and similar events.
In this paper, we consider a large class of hierarchical congestion population games. One can show that the equilibrium in a game of such type can be described as a minimum point in a properly constructed multi-level convex optimization problem. We propose a fast primal-dual composite gradient method and apply it to the problem, which is dual to the problem describing the equilibrium in the considered class of games. We prove that this method allows to find an approximate solution of the initial problem without increasing the complexity.
The Working Paper examines the peculiarities of the Russian model of corporate governance and control in the banking sector. The study relies upon theoretical as well as applied research of corporate governance in Russian commercial banks featuring different forms of ownership. We focus on real interests of all stakeholders, namely bank and stock market regulators, bank owners, investors, top managers and other insiders. The Anglo-American concept of corporate governance, based on agency theory and implying outside investors’ control over banks through stock market, is found to bear limited relevance. We suggest some ways of overcoming the gap between formal institutions of governance and the real life.
At present many industries reveal tendency for setting up of vertically integrated companies (VIC) the structure of which unites all technological processes. This tendency proved its efficiency in oil industry where coordination of all successive stages of technological process, namely, oil prospecting and production -oil transportation - oil processing - oil chemistry - oil products and oil chemicals marketing, is necessary. The article considers specific features of introduction of "personnel management" module at enterprises of oil and gas industry.
vertically integrated companies; personnel management