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Savage's Solution to the Problem of Three-Currency Deposit Diversification: Program Tools and Modeling Results
Advances in Systems Science and Applications. 2024. Vol. 24. No. 2. P. 103–115.
This paper presents the development of computing tools for finding optimal structures of multi-currency deposits in terms of guaranteed risk under uncertain exchange rates. The approach utilizes Savage's minimax regret concept to calculate risk and guaranteed risk functions explicitly, assuming only the limits of possible changes in uncertain parameters are known. The Excel environment implements the algorithm for calculating the optimal solution that minimizes income loss due to incomplete information. Computational experiments analyzed the dependence of the optimal guaranteed risk on problem parameters, such as interest rates of currencies and boundaries of uncertain factors. The results can be used to analyze financial management problems in conditions of incomplete information.
Publication based on the results of:
Ivchenko A., Nigmatullin R. R., Dorokhin S. V., Mathematics 2026 Vol. 9 No. 4 Article 381
n this paper, we focus on the generalization of the Hurst empirical law and suggest a set of reduced parameters for quantitative description of long-time series. These series are usually considered as a specific response of a complex system (economic, geophysical, electromagnetic and other systems), where successive fixations of external factors become impossible. We consider ...
Added: June 27, 2026
Ivchenko A., Шестопёров А. И., Фомина Е. В., Microgravity Science and Technology 2025 Vol. 37 No. 19 P. 1–19
The paper is dedicated to the analysis of medico-biological data obtained during locomotor testing of astronauts. Accurate data interpretation plays a crucial role in locomotion system monitoring, prophylaxis of long-duration spaceflight negative effects and thus in the development of an autonomous medical support system for deep space expeditions. During the locomotor testing the astronaut changes ...
Added: June 26, 2026
Gadzhimirzaev S., Хельвас А. В., 2023 3rd International Conference on Innovative Research in Applied Science, Engineering and Technology (IRASET) Mohammedia, Morocco 2023 P. 1–6
The article proposes the architecture for eventdriven Emergency Operation Center with Machine Vision Component. Sources of information are analyzed and approaches to machine vision events for tactical situations detection and estimation are discussed. Messages from Machine Vision Components are converted to Common Alerting Protocol and processed by Operation Center environment for tactical situations recognition. ...
Added: June 26, 2026
Gadzhimirzaev S., Хельвас А. В., Лукьянченко П. П., Computer Research and Modeling 2023 Vol. 15 No. 1 P. 129–140
In this article we propose a new approach to the analysis of econometric industry parameters for the industry consolidation level. The research is based on the simple industry automatic control model. The state of the industry is measured by quarterly obtained econometric parameters from each industry’s company provided by the tax control regulator. An approach ...
Added: June 26, 2026
Gadzhimirzaev S., Хельвас А. В., International Frequency Sensor Association (IFSA) Publishing, 19-21 February 2025 Granada, Spain 2025 P. 172–176
The paper presents models for an innovative fully robotic warehouse for storing boxed goods. A discrete multiagent simulation of the movement of shuttles in a warehouse for a given sequence of pallet shipments has been implemented. Different strategies for placement of boxes in various areas of a warehouse are evaluated, as well as optimal routing ...
Added: June 26, 2026
Fedorov Timofey, Moscow Mathematical Journal 2026 Vol. 26 No. 1 P. 73–85
We obtain a complete list of smooth projective threefolds over C for which the dimension of the space of vanishing cycles (in H2(Y,Q) of the smooth hyperplane section Y) equals 2. We also obtain a complete list of rank 2 very ample vector bundles E on smooth projective surfaces with c2(E)=3. ...
Added: June 25, 2026
Воронеж: Издательский дом ВГУ, 2026.
В сборнике представлены материалы докладов и лекций, включенных в программу весенней математической школы. ...
Added: June 25, 2026
Воронеж: Издательский дом ВГУ, 2026.
В сборнике представлены материалы докладов и лекций,
включенных в программу Воронежской зимней матаматической школы С. Г. Крейна - 2026. ...
Added: June 25, 2026
Gadzhimirzaev S., Хельвас А. В., Computer Research and Modeling 2026 Vol. 18 No. 2 P. 423–438
This article presents a model of a fully automated warehouse with deep storage racks designed
for boxed goods storage. The study focuses on optimizing warehouse operations through discrete
multiagent simulation of shuttle movements for pallet loading and unloading tasks. The authors
investigate various product placement strategies, including the Nearest Channel Positioning Algorithm
(NCPA), Most Empty ChannelGroup Placement (MECGP), and ...
Added: June 24, 2026
Gaianov N., Parusnikova A., Уфимский математический журнал 2026 Т. 18 № 2 С. 14–22
We consider an algebraic 𝑞–difference equation. We propose a sufficient condition for the existence of a formal power–logarithmic expansion in the vicinity of zero of the solution to such an equation. We apply this sufficient condition to construct the formal expansion of a solution to a certain 𝑞–difference analogue of the fifth Painlevé equation for
particular ...
Added: June 24, 2026
Buryak A., Clader E., Tessler R., Journal of Differential Geometry 2024 Vol. 128 No. 1 P. 1–75
We conclude the construction of $r$-spin theory in genus zero for Riemann surfaces with boundary. In particular, we define open $r$-spin intersection numbers, and we prove that their generating function is closely related to the wave function of the $r$th Gelfand--Dickey integrable hierarchy. This provides an analogue of Witten's $r$-spin conjecture in the open setting ...
Added: June 23, 2026
Buryak A., Shadrin S., Epijournal de Geometrie Algebrique 2024 Vol. 8
We present a family of conjectural relations in the tautological cohomology of the moduli spaces of stable algebraic curves of genus g with n marked points. A large part of these relations has a surprisingly simple form: the tautological classes involved in the relations are given by stable graphs that are trees and that are decorated only by powers ...
Added: June 23, 2026
Shvedov A. S., Математические заметки 2026 Т. 119 № 4 С. 616–623
В настоящей работе изучается некооперативная игра, в которой фирмы-лидеры конкурируют между собой, выбирая объемы выпуска, и фирмы-последователи конкурируют между собой, также выбирая объемы выпуска. Информация о средних предельных затратах является общедоступной, но текущие предельные затраты фирмы известны только самой фирме. Для этой игры найдены равновесные объемы выпуска. ...
Added: April 3, 2026
Arinin O. V., Bakhmach D. M., Katsnelson A. et al., , in: 2025 Systems of Signals Generating and Processing in the Field of on Board Communications.: IEEE, 2025. P. 1–5.
This research discusses the method of dataset collection automatization for microwave filter synthesis by integrating machine learning techniques, thus reducing development time. Utilizing the 3D electromagnetic analysis software package, the study involves simulation and collecting geometric parameters and amplitude-frequency characteristics from three variants of passband highly selective microstrip tworesonator combined filters with stepped impedance resonators. ...
Added: December 6, 2025
Medvedev M., Journal of Chemical Information and Modeling 2025 Vol. 65 No. 12
Added: November 12, 2025
Molostvov V., Advances in Systems Science and Applications 2025 Vol. 25 No. 1 P. 1–11
A two-criteria vector optimization problem – finding Pareto-optimal solutions in linear systems with interval uncertainty of coefficients – is considered. The problem of resource allocation to multiple activities is investigated. The uncertainty-adjusted income is a bilinear function, linear by strategy under fixed uncertainty and by uncertain parameters under fixed strategy. Guaranteed income is a linear ...
Added: August 26, 2025
Morozov V., Башара В. О., Емельяненко М. В., В кн.: Параллельные вычислительные технологии – XIX всероссийская научная конференция с международным участием, ПаВТ’2025, г. Москва, 8–10 апреля 2025 г. Короткие статьи и описания плакатов.: Челябинск: Издательский центр ЮУрГУ, 2025. С. 193–210.
Error correction in the secret key is a mandatory step in quantum key distribution (QKD) protocols. Usually, modern error-correcting codes are used for its implementation. Imperfections of the hardware used in QKD systems lead to bit flipping errors in the channel. Moreover, such systems are characterized by an asymmetric distribution of such errors. Taking into ...
Added: June 3, 2025
Panos Pardalos, Valery Kalyagin, Mario R. Guarracino, Computational Management Science 2024 Vol. 21 No. 1 Article 35
Big data has become an integral part of modern networks. With the increasing amount of data generated by devices, machines, and applications, networks are constantly being challenged to handle and process this data in a timely and efficient manner. The size, complexity, and variety of data in networks are increasing rapidly, which requires new approaches ...
Added: February 22, 2025
Sizov M., Shushkin M., Информационное общество 2024 № 6 С. 2–15
This study investigates the influence of digital technologies on conventional business processes and the competitive advantages of Kazakhstani companies in the FMCG sector. Additionally, it explores their contribution to innovativeness and productivity. A systematic literature review was conducted to achieve the research objective. The study results indicate that digital business processes possess unique characteristics, such ...
Added: May 14, 2024
Alexey Shvedov, Economics Bulletin 2022 Vol. 42 No. 2 P. 788–792
The usual assumptions that underlie the theory of Cournot Bayesian -- Nash equilibrium under incomplete information are that the rivals' marginal costs are independently and identically distributed. Using a new mathematical method, this paper shows that the Cournot Bayesian -- Nash equilibrium exists under much more general conditions. An expression of equilibrium solutions is presented. ...
Added: April 8, 2024
Dranov E., Fedyanin D., , in: 2023 5th International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA)Vol. 5.: IEEE, 2023. P. 464–469.
The authors focus on a problem on equilibrium control in Cournout competition. Our approach uses Cognitive Approach to Reasoning. From one point of view agents plays a game with a fixed market size, and at the same time they have their own beliefs about what market size really is. It influence the equilibrium and the ...
Added: February 24, 2024
Springer, 2023.
This book constitutes the refereed proceedings of the 14th International Conference on Advances in Optimization and Applications, OPTIMA 2023, held in Petrovac, Montenegro, during September 18–22, 2023.
The 21 full papers included in this book were carefully reviewed and selected from 68 submissions. They were organized in topical sections as follows: mathematical programming; global optimization; continuous optimization; ...
Added: December 9, 2023