2020 13th International Conference "Management of large-scale system development" (MLSD)
The paper is dedicated to contemporary developments in agent-based modeling of protest with regards to social media activity. We propose a mathematical model of user activity on Twitter, taking into account the ideology of users when sharing (retweeting) political messages and memes.
This paper explores the relationship between the characteristics of a street protest and its effectiveness. We propose a new approach to solving the problem through the use of a combination of several statistical techniques: the logistic regression models with mixed effects from the Frequentist approach, the hierarchical modeling from the Bayesian approach, the propensity score matching from the Quasiexperimental approach
It is presented results of a comparative analysis of the effectiveness of various approaches in forming an investment portfolio are presented on the example of portfolios consisting of shares of the leading IT and telecommunications companies for the period 2015-2020. It is presented the modified variant of the Markowitz portfolio optimization model using the indicator of stable growth of stock prices.
В статье представлены результаты исследования нескольких эффективных моделей прогнозирования динамики котировок акций. Данное исследование основано на анализе прогнозирующей способности пяти методов прогнозирования с использованием выборки, включающей 30 компаний из двух сегментов рынка: автомобильного и информационного.
It is proposed the model for constructing of flexible ratings by end-users and it is analyzed applying of special weights for indicating of consumer preferences by various factors depends on the considered object. There is developed an algorithm for the building of flexible ratings. Practical testing was carried out by applying of investment indicators.