SAI Intelligent Systems Conference 2015 (IntelliSys 2015)
SAI Intelligent Systems Conference 2015 (IntelliSys 2015) http://www.saiconference.com/IntelliSys2015
The research concerns issues on simulation modeling of Russian Federation higher education system considering its interaction with macroeconomic and demographic factors. The proposed range of simulation models of higher education system is developed using agent-based modeling and system dynamics methods. The range of models allows strategic planning of development of Russian Federation higher education system.
The article deals with the set of simulation models of the pension system of the Russian Federation designed to support government decision-making in the pension field. The set of models is realized on the basis of the composite combination of methods of system dynamics and agent-based modeling and allows you to explore the dynamics of developmental processes in complex social and economic systems, including the cyclic transitions between individual and group behavior of economic and social agents at the micro-level and the basic processes of social and economic system at the macro-level. Stratification of socio-economic system is proposed as a tool of the ontological domain modeling. The stratified description of the pension system is formed as an example. Described agent-based models of social and economic behavior of insured persons with regard to the choice of the method of forming pension and individual pension policies allows you to explore self-organizing processes at the micro-level of the pension system.
Loan provision is associated with a credit risk. Banks assess the creditworthiness of potential borrowers to lower a credit risk. Creditworthiness assessment is carried out by credit scoring methods. Most of these methods classify individuals into two categories: `good' or `bad' creditworthiness. Decision support system for loan granting based on these methods fail to differentiate the loan price for private borrowers. In practice, banks mostly grant loans applying decision support system that makes no price differentiation for individuals according to their private information. A bank may differentiate a loan price to attract a specific group of borrowers. In this paper, loan price differentiation impact on the behaviour of banks potential borrowers in the market for consumer lending is analyzed. A concept of a decision support system for loan granting based on the use of a continuous loan price function of the borrower's creditworthiness rating is proposed. Competition between banks using different loan price function of creditworthiness rating is analyzed. Borrowers with a low credit risk are interested in switching to a bank that reflects more private information in a loan price. Application of the proposed system provides a competitive advantage for a bank to attract borrowers with a low credit risk. It is shown that fuzzy logic has a potential to be applied in a decision support system based on continuous price function for granting a credit.