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Моделирование ситуации распределения имущества при банкротстве
С. 12–20.
Брюхова О. О.
In book
Пермь: Пермский филиал НИУ ВШЭ, 2012.
Mamedli M., Умнов А. В., Вопросы экономики 2022 № 12 С. 118–136
The paper considers the application of the web scrapping and machine learning algorithms for the assessment of the real estate price on the secondary housing market in Moscow. For this, we collect and process the data from the CIAN website and the data from “Reforma GKH”. To evaluate real estate objects, we consider such machine ...
Added: January 11, 2023
Andreev N. A., Smirnov S. N., Computational Mathematics and Modeling 2021 Vol. 32 P. 22–44
We consider a guaranteed deterministic approach to discrete-time super-replication for guaranteed coverage of contingent claims on options for all possible asset-price scenarios. Price increases during a period are assumed to be contained in a priori specified compacta dependent on price history. A game problem is stated and reduced to the solution of the corresponding Bellman–Isaacs ...
Added: September 30, 2021
Gusev V., Математическая теория игр и ее приложения 2016 Т. 8 № 4 С. 30–42
В работе исследуется простая модель кооперативной игры патрулирования с коалиционной структурой. Показано, что векторы Шепли, Оуэна и Ауманна-Дрезе в рассматриваемой игре совпадают друг с другом при нечетном количестве патрулирующих. ...
Added: September 30, 2020
Елнова М. И., Smirnova N., , in: Contributions to Game Theory and Management Volume XI.: Saint Petersburg State University, 2018. P. 42–52.
Transport industry in economy had been studied for many years, however, only recently researchers have begun to widely apply concepts of cooperative game theory to optimize costs and profits which are incurred in hauling. Today a wide range of cost/profit allocation methods have become a trend in transport segment, particularly in logistics operations. The most ...
Added: October 1, 2018
Bronevich A., Penikas H. I., Lepskiy A. et al., / Высшая школа экономики. Серия WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2015. № 10.
There is one of the investment strategies on a stock market called a choice of securities including
its buying and sale based on financial analysts’ recommendations. The distinguishing characteristic of
these recommendations is that in each of it for the same securities there can be different recommendations
(«Buy», «Sell», «Hold») as well as for one type of recommendations ...
Added: December 2, 2015
Bronevich A., Lepskiy A., Penikas H. I., Procedia Computer Science 2015 Vol. 55 P. 1113–1122
This paper is devoted to modern approaches to the estimation of external conflict in the theory of evidence based on axioms. The conflict measure is defined on the set of beliefs obtained from several sources of information. It is shown that the conflict measure should be a monotone set function with respect to sets of ...
Added: August 16, 2015
Karpov A., Mathematical Social Sciences 2015 Vol. 74 P. 1–7
This paper studies the incentives for alliance (coalition) formation. It provides an example of an alliance
that leads to unlimited seat gains. A full description of a set that guarantees the lack of successful alliance
is found. The probability of the lack of successful alliances is evaluated. A game-theoretical approach for
alliance formation is applied. ...
Added: January 11, 2015
Karpov A., / Series 896 "KIER Discussion paper series". 2014. No. 896.
This paper provides an example of sole apparentement (coalition) that leads to unlimited seat losses. The necessary and sufficient condition of the lack of successful apparentements is discovered. A precise description of an apparentement-proof set is recognized. The probability of the lack of successful apparentement is evaluated. A game-theoretical approach for apparentement formation is applied. ...
Added: June 20, 2014
Karpov A., Journal of Informetrics 2014 Vol. 8 No. 1 P. 71–76
The publication credit allocation problem is one of the fundamental problems in bibliometrics. There are two solutions which do not use any additional information: equal weights measure and the Shapley value. The paper justifies the equal weights measure by showing equivalence with the Shapley value approach for sharing co-authors performance in specific games. ...
Added: November 23, 2013
Karpov A., / NRU Higher School of Economics. Series WP BRP "Science, Technology and Innovation". 2012. No. 03.
The publication credit allocation problem is one of the fundamental problems in bibliometrics. The solution of this problem provides the basis of further research. There are two solutions which do not require any additional information: equal weights measure and Shapley value. Until recently Shapley value is not used because of hardness of computing. The paper ...
Added: January 17, 2013
Bogoviz A. V., Лобова С. В., Понькина Е. В., Вестник Новосибирского государственного университета. Серия: Социально-экономические науки 2011 Т. 11 № 4 С. 125–131
The paper considers definition of economic clusters as system of interrelated goals of participants. Formulated generalized model of economic cluster as a purposeful system, based on which the formation of different applied mathematical models of cluster structures. ...
Added: November 25, 2012
Penikas H. I., / NRU Higher School of Economics. Series FE "Financial Economics". 2012. No. 03.
The Basel Committee of Banking Supervision initiated a discussion on the most efficient practices to prevent bank managers from excessive risk-taking. This paper proposes a game-theoretical approach, describing the decision-making process by a bank manager who chooses his own level of risk and effort. If the level of risk implies the ...
Added: May 3, 2012
Penikas H. I., Titova Y., / NRU Higher School of Economics. Series FE "Financial Economics". 2012. No. 02.
In this paper we elaborate a simple model that allows for the predicting of possible reactions from financial institutions to more stringent regulatory measures introduced by the Basel Committee on Banking Supervision (BCBS) in regard to global systemically important banks (G-SIBs). The context is framed by a 2011 BCBS document that proposes higher capital ...
Added: May 3, 2012