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Savage's Solution to the Problem of Three-Currency Deposit Diversification: Program Tools and Modeling Results
Advances in Systems Science and Applications. 2024. Vol. 24. No. 2. P. 103–115.
This paper presents the development of computing tools for finding optimal structures of multi-currency deposits in terms of guaranteed risk under uncertain exchange rates. The approach utilizes Savage's minimax regret concept to calculate risk and guaranteed risk functions explicitly, assuming only the limits of possible changes in uncertain parameters are known. The Excel environment implements the algorithm for calculating the optimal solution that minimizes income loss due to incomplete information. Computational experiments analyzed the dependence of the optimal guaranteed risk on problem parameters, such as interest rates of currencies and boundaries of uncertain factors. The results can be used to analyze financial management problems in conditions of incomplete information.
Publication based on the results of:
М.: Наука и технологии, 2026.
«Телекоммуникации» ежемесячный рецензируемый производственный, информационно-аналитический и учебно-методический журнал выходит в свет с июля 2000 г.
Для руководителей и работников промышленности, научно-исследовательских и проектно-конструкторских институтов, высших учебных заведений, аспирантов и студентов, а также для специалистов, разрабатывающих, выпускающих и эксплуатирующих средства телекоммуникаций.
Новости разработок и производства, прогнозы развития, защита информации, Нормативные, справочные, аналитические и учебно-методические материалы.
Переход к глобальному информационному ...
Added: July 4, 2026
МФТИ, 2025.
абота редакции научного журнала «Труды Московского физико-технического института» (кратко «Труды МФТИ»), редакционной коллегии и редакционного совета осуществляется в соответствии с Положением, утвержденным ректором института. В состав редакционной коллегии входят руководители института, факультетов, институтских и факультетских кафедр. Главный редактор журнала —президент МФТИ, член-корр. РАН Кудрявцев Н.Н.
Журнал «Труды МФТИ» входит в базу данных РИНЦ (Российский Индекс Научного Цитирования) и доступен в электронной ...
Added: July 4, 2026
Springer, 2026.
This book presents established and new research on the close connections between graph games and systems of logic, particularly existing and newly designed modal logics. The volume utilizes two graph games – the sabotage game and the hide-and-seek game – to demonstrate the natural interplay between designing new graph games and exploring new kinds of ...
Added: June 30, 2026
Pochinka O., Barinova M., Journal of Geometry and Physics 2026 Vol. 228 P. 1–8
In the present paper we consider an Ω-stable 3-diffeomorphism with a solid or thickened surfaced non-trivial basic set. Such basic sets include, for instance, all one-dimensional expanding attractors and those two-dimensional basic sets that are not expanding. We prove that the chain recurrent set of every such a diffeomorphism necessarily contains at least two non-trivial ...
Added: June 30, 2026
German O., Illarionov A., Известия РАН. Серия математическая 2026 Т. 90 № 3 С. 3–18
Пусть симплекс с целочисленными вершинами - содержащий ровно одну целочисленную точку, отличную от своих вершин. В работе доказывается, что если точка находится во внутренности симплекса или в относительной внутренности некоторой гиперграни симплекса, то объем симплекса ограничен величиной, зависящей только от размерности, в противном случае объем симплекса может быть сколь угодно большим. Этот результат применяется для вывода асимптотической формулы для среднего числа вершин полиэдров ...
Added: June 29, 2026
Ivchenko A., Nigmatullin R. R., Dorokhin S. V., Mathematics 2021 Vol. 9 No. 4 Article 381
n this paper, we focus on the generalization of the Hurst empirical law and suggest a set of reduced parameters for quantitative description of long-time series. These series are usually considered as a specific response of a complex system (economic, geophysical, electromagnetic and other systems), where successive fixations of external factors become impossible. We consider ...
Added: June 27, 2026
Ivchenko A., Shestoperov A. I., Fomina E. V., Microgravity Science and Technology 2025 Vol. 37 No. 19 P. 1–19
The paper is dedicated to the analysis of medico-biological data obtained during locomotor testing of astronauts. Accurate data interpretation plays a crucial role in locomotion system monitoring, prophylaxis of long-duration spaceflight negative effects and thus in the development of an autonomous medical support system for deep space expeditions. During the locomotor testing the astronaut changes ...
Added: June 26, 2026
Gadzhimirzaev S., Хельвас А. В., 2023 3rd International Conference on Innovative Research in Applied Science, Engineering and Technology (IRASET) Mohammedia, Morocco 2023 P. 1–6
The article proposes the architecture for eventdriven Emergency Operation Center with Machine Vision Component. Sources of information are analyzed and approaches to machine vision events for tactical situations detection and estimation are discussed. Messages from Machine Vision Components are converted to Common Alerting Protocol and processed by Operation Center environment for tactical situations recognition. ...
Added: June 26, 2026
Gadzhimirzaev S., Хельвас А. В., Лукьянченко П. П., Computer Research and Modeling 2023 Vol. 15 No. 1 P. 129–140
In this article we propose a new approach to the analysis of econometric industry parameters for the industry consolidation level. The research is based on the simple industry automatic control model. The state of the industry is measured by quarterly obtained econometric parameters from each industry’s company provided by the tax control regulator. An approach ...
Added: June 26, 2026
Gadzhimirzaev S., Хельвас А. В., International Frequency Sensor Association (IFSA) Publishing, 19-21 February 2025 Granada, Spain 2025 P. 172–176
The paper presents models for an innovative fully robotic warehouse for storing boxed goods. A discrete multiagent simulation of the movement of shuttles in a warehouse for a given sequence of pallet shipments has been implemented. Different strategies for placement of boxes in various areas of a warehouse are evaluated, as well as optimal routing ...
Added: June 26, 2026
Shvedov A. S., Математические заметки 2026 Т. 119 № 4 С. 616–623
В настоящей работе изучается некооперативная игра, в которой фирмы-лидеры конкурируют между собой, выбирая объемы выпуска, и фирмы-последователи конкурируют между собой, также выбирая объемы выпуска. Информация о средних предельных затратах является общедоступной, но текущие предельные затраты фирмы известны только самой фирме. Для этой игры найдены равновесные объемы выпуска. ...
Added: April 3, 2026
Arinin O. V., Bakhmach D. M., Katsnelson A. et al., , in: 2025 Systems of Signals Generating and Processing in the Field of on Board Communications.: IEEE, 2025. P. 1–5.
This research discusses the method of dataset collection automatization for microwave filter synthesis by integrating machine learning techniques, thus reducing development time. Utilizing the 3D electromagnetic analysis software package, the study involves simulation and collecting geometric parameters and amplitude-frequency characteristics from three variants of passband highly selective microstrip tworesonator combined filters with stepped impedance resonators. ...
Added: December 6, 2025
Medvedev M., Journal of Chemical Information and Modeling 2025 Vol. 65 No. 12
Added: November 12, 2025
Molostvov V., Advances in Systems Science and Applications 2025 Vol. 25 No. 1 P. 1–11
A two-criteria vector optimization problem – finding Pareto-optimal solutions in linear systems with interval uncertainty of coefficients – is considered. The problem of resource allocation to multiple activities is investigated. The uncertainty-adjusted income is a bilinear function, linear by strategy under fixed uncertainty and by uncertain parameters under fixed strategy. Guaranteed income is a linear ...
Added: August 26, 2025
Morozov V., Башара В. О., Емельяненко М. В., В кн.: Параллельные вычислительные технологии – XIX всероссийская научная конференция с международным участием, ПаВТ’2025, г. Москва, 8–10 апреля 2025 г. Короткие статьи и описания плакатов.: Челябинск: Издательский центр ЮУрГУ, 2025. С. 193–210.
Error correction in the secret key is a mandatory step in quantum key distribution (QKD) protocols. Usually, modern error-correcting codes are used for its implementation. Imperfections of the hardware used in QKD systems lead to bit flipping errors in the channel. Moreover, such systems are characterized by an asymmetric distribution of such errors. Taking into ...
Added: June 3, 2025
Panos Pardalos, Valery Kalyagin, Mario R. Guarracino, Computational Management Science 2024 Vol. 21 No. 1 Article 35
Big data has become an integral part of modern networks. With the increasing amount of data generated by devices, machines, and applications, networks are constantly being challenged to handle and process this data in a timely and efficient manner. The size, complexity, and variety of data in networks are increasing rapidly, which requires new approaches ...
Added: February 22, 2025
Sizov M., Shushkin M., Информационное общество 2024 № 6 С. 2–15
This study investigates the influence of digital technologies on conventional business processes and the competitive advantages of Kazakhstani companies in the FMCG sector. Additionally, it explores their contribution to innovativeness and productivity. A systematic literature review was conducted to achieve the research objective. The study results indicate that digital business processes possess unique characteristics, such ...
Added: May 14, 2024
Alexey Shvedov, Economics Bulletin 2022 Vol. 42 No. 2 P. 788–792
The usual assumptions that underlie the theory of Cournot Bayesian -- Nash equilibrium under incomplete information are that the rivals' marginal costs are independently and identically distributed. Using a new mathematical method, this paper shows that the Cournot Bayesian -- Nash equilibrium exists under much more general conditions. An expression of equilibrium solutions is presented. ...
Added: April 8, 2024
Dranov E., Fedyanin D., , in: 2023 5th International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA)Vol. 5.: IEEE, 2023. P. 464–469.
The authors focus on a problem on equilibrium control in Cournout competition. Our approach uses Cognitive Approach to Reasoning. From one point of view agents plays a game with a fixed market size, and at the same time they have their own beliefs about what market size really is. It influence the equilibrium and the ...
Added: February 24, 2024
Springer, 2023.
This book constitutes the refereed proceedings of the 14th International Conference on Advances in Optimization and Applications, OPTIMA 2023, held in Petrovac, Montenegro, during September 18–22, 2023.
The 21 full papers included in this book were carefully reviewed and selected from 68 submissions. They were organized in topical sections as follows: mathematical programming; global optimization; continuous optimization; ...
Added: December 9, 2023
Cham: Springer, 2023.
This book presents the state of the art in the emerging field of data science which includes models for layered security, protection of large gathering sites, cancer diagnostics, self-driving cars and other applications with catastrophic consequences of wrong decisions. The manipulability of aggregation procedures for the case of large numbers of voters is analyzed from ...
Added: November 3, 2023
Altukhov D., Kleeva D., Ossadtchi A., Neuroimage 2023 Vol. 280 Article 120333
Functional connectivity is crucial for cognitive processes in the healthy brain and serves as a marker for a range of neuropathological conditions. Non-invasive exploration of functional coupling using temporally resolved techniques such as MEG allows for a unique opportunity of exploring this fundamental brain mechanism.
The indirect nature of MEG measurements complicates the estimation of functional coupling due to the volume ...
Added: September 24, 2023