Интеллектуальная СППР и ее применениек задаче кредитного скрининга
The paper is devoted to the description of an intellectual decision support system. We present the algorithms used and the results achieved in applying the system to credit screening tasks.
Most of existing scoring systems are based on binary choice models with sample selection. This setting does not allow for up-to-date information about loans to be used and a lot of observations becomes lost. In the paper a model of binary choice with sample selection is extended to the case of many periods. This extension allows for defaults to be modeled for each period that solves the problem of lost observations. This setting also can be used to estimate the effectiveness of existing scoring system of a bank. The model is estimated using data granted by one of commercial banks of Nizhny Novgorod. Sample consists of observations from January 2009 to March 2012.
Abstract— In this paper a new multi-agent genetic algorithm for multi-objective optimization (MAGAMO) is presented. The algorithm based on the dynamical interaction of synchronized agents which are interdepended genetic algorithms (GAs) having own separate evolutions of their populations. This approach has some similarities with well known “island model” of GA. In both methods is used a migration of individuals from agents (“islands”) to the main process (“continent”). In contrast, the intelligent agents in MAGAMO are able to decompose the dimensions space to form evolutions of subpopulations (instead of distribution of initial population as in the standard “island model”). In the same time, the main (central) process is responsible for the coordination of agents only and their selection according Pareto rules (without evolution). Intelligent agents seek local suboptimal solutions for a global optimization, which will be completed in the result of the interaction of all agents. In the result of this, the amount of needed recalculating the fitness-functions can be significantly reduced. It is especially important for the multi-objective optimization related to a large-scale problem. Besides, the proposed approximating approach allows solving complex optimization problems for real big systems (like an oil company, plants, corporations, etc.).
In work the developed model of adaptive management by the vertically integrated companies based on the system approach supporting the mechanism of an operational management in a uniform cycle of strategic planning, within the limits of faster time is presented. Thus for a finding of optimum values of operating parameters special algorithms of a class of genetic algorithms are used, neural networks the example of the developed system of adaptive management for the vertically-integrated oil company is etc. presented.
The following topics were dealt with: human/computer interfaces; texture, depth and motor perception; neural nets; fuzzy systems; learning; product/process design; simulation; robotics; visual system cybernetics; batch processes; image compression and interpretation; AI applications; fuzzy adaptive control; decision modelling; agile manufacturing; service sector; inductive algorithms; complex systems; Petri nets; real time imaging; KBS; machine recognition; requirements engineering; inspection and shop floor control; environmental decision making; medicine; supervisory control; discrete event systems; power systems; software methods; heuristic search; vision systems; database systems; information modelling; facility design and material handling; conflict resolution; emergency management; genetic algorithms; decision making and path planning; IVHS; senses approximation; intelligent user interface; robust controllers for mechanical systems; cognitive and learning systems; command and control systems; pilot associate systems; neural net applications; real time systems; mobile robot visual processes; medical applications; utility energy systems; machine recognition; computing systems design; software engineering; military applications; data analysis; stochastic processes; guided vehicles; and stability and compensation.
The Conference is traditionally focused on the actual problems in the field of Soft Computing and Measurement. Twenty third SCM Conferences, which took place in remote format in Zoom conference room of ETU “LETI”, during the previous years revealed great interest of both Russian and international researchers in this topic. Organizing and hosting the 2020 XXIII International Conference on Soft Computing and Measurements (SCM) in Russia is of great value for exchange of research ideas and practical results in this field, for discovering new problems and development trends, for development of new effective information systems targeted on solving complex practical problems. During the SCM-2020 Conference sessions, it is expected and planned to discuss a wide range of issues: uncertainty in measurements and computations, probabilistic methods of information processing, modeling of systems, control of complex objects under uncertainty, neural computing networks, genetic algorithms and their applications, methods and tools for development of expert and decision-making support systems, intellectual measuring systems, new approaches in measurement – fuzzy and soft measurement.
This proceedings bring together contributions from researchers from academia and industry to report the latest cutting edge research made in the areas of Fuzzy Computing, Neuro Computing and hybrid Neuro-Fuzzy Computing in the paradigm of Soft Computing. The FANCCO 2015 conference explored new application areas, design novel hybrid algorithms for solving different real world application problems. After a rigorous review of the 68 submissions from all over the world, the referees panel selected 27 papers to be presented at the Conference. The accepted papers have a good, balanced mix of theory and applications. The techniques ranged from fuzzy neural networks, decision trees, spiking neural networks, self organizing feature map, support vector regression, adaptive neuro fuzzy inference system, extreme learning machine, fuzzy multi criteria decision making, machine learning, web usage mining, Takagi-Sugeno Inference system, extended Kalman filter, Goedel type logic, fuzzy formal concept analysis, biclustering etc. The applications ranged from social network analysis, twitter sentiment analysis, cross domain sentiment analysis, information security, education sector, e-learning, information management, climate studies, rainfall prediction, brain studies, bioinformatics, structural engineering, sewage water quality, movement of aerial vehicles, etc.
This research work deals with the problem formulation of control of complex organizational structures. The mechanism of functioning of such systems is described by example of a vertically integrated company (VIC). The problems of strategic and operative control of VIC are considered. The methods for solving such problems based on genetic algorithms and neural networks are suggested. A new iterative procedure for coordination of strategic and operative control goals based on the estimation of imbalance between shareholder value and net profit distributed for payment of dividends to shareholders is suggested.
The considered system is a double criterion optimization problem with complex multiparameter restrictions.