Труды X-й Международной школы-семинара «Многомерный статистический анализ, эконометрика и моделирование реальных процессов» имени С.А. Айвазяна
The theses discuss the theoretical model of a shadow banking system (Ordoñez, 2018) and its assumptions. It is proposed to assess the stability of the model results when the assumptions change. Modification of the assumptions is required to reflect the current financial stability policy of the regulator (in particular, requirements for capital adequacy and risk assessment).
This work is devoted to the development of an evolutionary algorithm for fuzzy clustering of an ensemble of interacting conventional and unmanned vehicles in order to identify the relationship between stable groups of agents and initial modeling parameters.