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Statistical detection and classification of background risks affecting inputs and outputs
Metron. 2019. Vol. 77. No. 1. P. 1-18.
Gribkova N., Zitikis R.
Systems are exposed to a variety of risks, including those known as background or systematic risks. Therefore, advanced economic, financial, and engineering models incorporate such risks, thus inevitably making the models more challenging to explore. A number of natural questions arise. First and foremost, is the given system affected by any of such risks? If so, then is the system affected by the risks at the input or output stage, or at both stages? In the present paper we construct an algorithm that answers such questions. Even though the algorithm is based on intricate probabilistic considerations, its practical implementation is easy.
Language:
English
Gribkova N., Zitikis R., Risks 2018 Vol. 6 No. 3 P. 1-11
Background, or systematic, risks are integral parts of many systems and models in insurance and finance. These risks can, for example, be economic in nature, or they can carry more technical connotations, such as errors or intrusions, which could be intentional or unintentional. A most natural question arises from the practical point of view: is ...
Added: February 28, 2020
М. : ОАО «Концерн «Моринформистема–Агат», 2014
Системные проблемы надёжности, качества, компьютерного моделирования, информационных и электронных технологий в инновационных проектах. ...
Added: October 16, 2014
Пенза : ПГУ, 2016
В сборник трудов включены доклады ХХI-го Международного симпозиума «Надежность и качество», проходившего с 23 по 29 мая 2016 г. в городе Пензе.
Рассмотрены актуальные проблемы теории и практики повышения надежности и качества; эффективности внедрения инновационных и информационных технологий в фундаментальных научных и прикладных исследованиях, образовательных и коммуникативных системах и средах, экономике и юриспруденции; методов и средств ...
Added: May 27, 2016
IEEE, 2020
Proceedings 2020 2nd International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA). Lipetsk State Technical University Lipetsk, Russia November, 10-13 2020. Organized by Lipetsk State Technical University, Lipetsk, Russia. Technically Co-Sponsored by IEEE, IEEE Industrial Electronics Society (IES), IEEE Industry Applications Society, (IAS) Lipetsk State Technical Univ, STB ...
Added: June 17, 2021
М. : МАКС Пресс, 2013
В 2013 году Московский университет проводит очередной, крупнейший в Евразии Международный молодежный научный форум, центральным мероприятием которого является юбилейная, XX молодежная научная конференция студентов, аспирантов и молодых ученых.
Сопредседателями организационного комитета Форума являются ректор Московского университета, вице-президент РАН, академик РАН В.А.Садовничий и Министр образования и науки Российской Федерации Д.В. Ливанов. Проведению Форума традиционно оказывают поддержку Исполком ...
Added: April 16, 2015
Springer, 2020
Modern cybernetics and computer engineering papers and topics are presented in
the proceedings. This proceedings is a Vol. 3 of the Computer Science On-line
Conference proceedings. Papers in this part discuss modern cybernetics and applied
informatics in technical systems.
This book constitutes the refereed proceedings of the Applied Informatics and
Cybernetics in Intelligent Systems section of the 9th Computer Science ...
Added: August 25, 2020
М. : МИЭМ НИУ ВШЭ, 2013
The materials of The Second International Scientific – Practical Conference is presented below. The Conference reflects the modern state of innovation in education, science, industry and social-economic sphere, from the standpoint of introducing new information technologies.
Digest of Conference materials is presented in 4 parts. It is interesting for a wide range of researchers, teachers, graduate ...
Added: April 18, 2013
M. : Association of graduates and employees of AFEA named after prof. Zhukovsky, 2018
The materials of The International Scientific – Practical Conference is presented below.
The Conference reflects the modern state of innovation in education, science, industry and social-economic sphere, from the standpoint of introducing new information technologies.
It is interesting for a wide range of researchers, teachers, graduate students and professionals in the field of innovation and information technologies. ...
Added: May 24, 2018
М. : Энциклопедия, Инфра-М, 2018
The New Russian Encyclopedia is a fundamental reference publication in 18 volumes that characterizes nature, population, economy, history, science, art, technology and other important aspects. Contains about 60,000 articles, about 30,000 biographies, about 15,000 color illustrations, maps, charts, diagrams, tables. Leaves since 2003. ...
Added: October 28, 2018
Litvin Y. V., Lesnykh V., Козин И., International Journal of Performability Engineering 2016 Vol. 12 No. 4 P. 305-320
Prediction of the duration of a repair and maintenance project of a gas transport system is an important part of planning activities. There exist numerous sources of uncertainties that may result in time overruns possibly leading to multiple negative consequences. Our experience in planning this work suggests that accepting the stochastic nature of the project ...
Added: August 27, 2016
M. : HSE, 2014
The materials of The Third International Scientific-Practical Conference is presented below. The Conference reflects the modern state of innovation in education, science, industry and social-economic sphere, from the standpoint of introducing new information technologies.
Digest of Conference materials is presented in 3 parts. It is interesting for a wide range of researchers, teachers, graduate students and ...
Added: April 18, 2014
Красноярск : Сибирский государственный аэрокосмический университет, 2010
Сборник содержит материалы XIV Международной научной конференции «Решетневские чтения», посвященной памяти генерального конструктора ракетно-космических систем академика М. Ф. Решетнева, в которых представлены результаты исследований ученых и специалистов предприятий и организаций аэрокосмической отрасли, преподавателей, научных сотрудников, аспирантов и студентов высших учебных заведений Российской Федерации и стран ближнего и дальнего зарубежья. Сборник рассчитан на научных сотрудников, работников ...
Added: August 31, 2015
М. : Энциклопедия, Инфра-М, 2018
The New Russian Encyclopedia is a fundamental reference publication in 18 volumes that characterizes nature, population, economy, history, science, art, technology and other important aspects. Contains about 60,000 articles, about 30,000 biographies, about 15,000 color illustrations, maps, charts, diagrams, tables. Leaves since 2003. ...
Added: October 26, 2018
Switzerland : Springer, 2020
This book comprises high-quality, refereed research papers presented at the 2019 International Symposium on Computer Science, Digital Economy and Intelligent Systems (CSDEIS2019): The symposium, held in Moscow, Russia, on 4–6 October 2019, was organized jointly by Moscow State Technical University and the International Research Association of Modern Education and Computer Science. The book discusses the ...
Added: March 15, 2020
М. : Энциклопедия, Инфра-М, 2017
The New Russian Encyclopedia is a fundamental reference publication in 18 volumes that characterizes nature, population, economy, history, science, art, technology and other important aspects. Contains about 60,000 articles, about 30,000 biographies, about 15,000 color illustrations, maps, charts, diagrams, tables. Leaves since 2003. ...
Added: October 31, 2018
M. : HSE, 2014
The materials of The Third International Scientific-Practical Conference is presented below. The Conference reflects the modern state of innovation in education, science, industry and social-economic sphere, from the standpoint of introducing new information technologies.
Digest of Conference materials is presented in 3 parts. It is interesting for a wide range of researchers, teachers, graduate students and ...
Added: April 18, 2014
Красноярск : ИВМ СО РАН, 2013
Труды Пятой Международной конференции «Системный анализ и информационные технологии» САИТ-2013 (19–25 сентября 2013 г., г.Красноярск, Россия): ...
Added: November 18, 2013
М. : Энциклопедия, Инфра-М, 2017
The New Russian Encyclopedia is a fundamental reference publication in 18 volumes that characterizes nature, population, economy, history, science, art, technology and other important aspects. Contains about 60,000 articles, about 30,000 biographies, about 15,000 color illustrations, maps, charts, diagrams, tables. Leaves since 2003. ...
Added: October 29, 2018
Деев Г., Родительская Е., / Высшая школа экономики. Серия WP2 "Количественный анализ в экономике". 2002. № 05.
The paper is focused on recommendation of the Mission of the International Monetary Fund to pass from using in Russia methodology of calculation external trade indices based on the customs declaration to a methodology based on the direct external trade price surveys. There is comparison of errors of these methodologies by means of the statistical ...
Added: March 31, 2013
Lychkina N. N., М. : ИНФРА-М, 2011
В настоящем издании приведено изложение основного теоретического материала по дисциплине «Имитационное моделирование экономических процессов», в рамках которой осваиваются метод и технология имитационного моделирования. В пособии описаны базовые концепции структуризации моделируемых сложных систем: процессно-ориентированный подход, сетевые парадигмы, агрегаты, применяемые для целей дискретного имитационного моделирования, а также модели и методы системной динамики, многоагентное компьютерное моделирование. Для целей ...
Added: October 27, 2014
Каз. : СМУиС, 2013
Вторая Всероссийская молодежная научная Интернет-конференция «Грани науки» проводится Казанским (Приволжским) федеральным университетом, Советом молодых ученых и специалистов города Казани (http://kznscience.ru) и Комитетом по делам детей и молодежи Исполкома Казани. ...
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Lapinova S. A., Saichev A., Tarakanova M., Physica A: Statistical Mechanics and its Applications 2013 Vol. 392 No. 6 P. 1439-1451
We discuss the efficiency of the quadratic bridge volatility estimator in comparison with Parkinson, Garman-Klass and Roger-Satchell estimators. It is shown in particular that point and interval estimations of volatility, resting on the bridge estimator, are considerably more efficient than analogous estimations, resting on the Parkinson, Garman-Klass and Roger-Satchell ones. © 2012 Elsevier B.V. All ...
Added: March 28, 2013
Khametov V., Vasiliev G., Shelemekh E.A., Mathematical notes 2013 Vol. 94 No. 5-6 P. 963-967
In this paper, we establish conditions for the discreteness of extremal probability measures on finitedimensional spaces. This problem appears in Choquet theory, stochastic financial mathematics, in the construction of examples of the solution of theMonge–Kantorovich problem. ...
Added: March 4, 2015
Пермь : Пермский государственный национальный исследовательский университет, 2014
В сборнике собраны статьи студентов и молодых ученых ПГНИУ, отражающие результаты научных исследований, выполняемых на базе университета. Статьи посвящены актуальным проблемам изучения естественных и гуманитарных наук.
Сборник издается по итогам конкурса научно-исследовательских работ студентов ПГНИУ (апрель – ноябрь 2014 г.), в котором принимали участие все факультеты университета. ...
Added: December 30, 2014