Proceedings of the Third Workshop on Computer Modelling in Decision Making (CMDM 2018)
12 articles
Proceedings Article
Classifying the Sectors of the Russian Economy by the Level of Integration Activity Based on the Use of the Model for the Splitting of Probability Distributions
Mariia Karelina
Statistics of mergers and acquisitions is a traditional direction for Western and international statistics and a new direction for the Russian statistical science. In accordance with the recommendations of Eurostat and the Organization for Economic Cooperation and Development, in order to improve business...
Proceedings Article
The Simulation of Oligopoly Information Equilibria with Agents' Capacity Constraints
Mikhail Geras'kin
The game model of the oligopoly under the linear demand function and the non-linear functions of agents’ costs is considered, taking into account the capacity constraints of the agents. The simulation of optimal strategies for unlimited agents is carried out. The Pareto-efficient information equilibria...
Proceedings Article
Analysis of the Dynamics of Market Graph Characteristics
Alexey Faizliev, Vladimir Balash, Andrey Vlasov, Tatiana Tryapkina, Sergei Mironov, Ivan Androsov, Vladimir Petrov
In recent years the network models have been successfully employed for the analysis of the stock market. The network model of the stock market is defined as a full weighted graph, which vertices correspond to the returns of market assets, and the weights of the edges are determined by the measure of...
Proceedings Article
The Clusterization of Geo-Tagged Data for Finding City Sights with Use of a Modification of k-MXT Algorithm
Anastasia Stepanova, Sergei Mironov, Eugene Korobov, Sergei Sidorov
The paper considers the task of detection of the most attractive for tourists city sights using the database with geo-tagged data of photographs.We form a graph on the basis of the geo-tagged spot coordinates and rewrite the problem as the graph clusterization task. In our work we use two clustering...
Proceedings Article
Optimization of Costs Function for Prevention of Firms' Industrial Risks With Penalties
Elena Rostova, Mikhail Geras'kin
The paper investigates the problem of searching for firm's costs function which minimizes the industrial risk of the firm. The framework considers the fiscal penalties for the environmental damage and the civil action penalties for individuals’ property damages. We analyze an influence of the production...
Proceedings Article
A Complex Algorithm for Selecting Instruments to~Finance Mergers and Acquisitions
Alla Yakunina, Sergey Varygin, Ekaterina Nesterenko, Eugene Korobov, Yulia Semernina, Sergey Yakunin
The study suggests formalized algorithm that allows to make an informed choice of instruments for financing M&A transactions. This algorithm includes following several stages: identification of the limiting factor; determination of the anticipated structure of settlements for the M{\&}A transaction;...
Proceedings Article
Analysis and Forecasting of Management Decisions in Commercial Real Estate Management
Varvara Spirina, Alexander Alekseev, Alexandra Andronova
The relevance and necessity of the problem of forecasting management decisions in the field of commercial real estate management is shown. A modified Huff model which is used to predict attendance commercial real estate and consumer appeal is shown. The main feature of the proposed model is its versatility...
Proceedings Article
Approach for Economic Risks Modeling and Anti-risk Decision Making in a Transport Company
Ekaterina Orlova
The article discusses economic risks as a form of uncertainty actualization that characterizes the management decisions quality. An approach to modeling and managing the company's risks which is based on a step-by-step process of identifying the most significant risks and their factors on the basis of...
Proceedings Article
Estimation of Fuzziness for Respondents' Quantitative Data on Income
Viacheslav Sirotin, Ksenia Alexeeva
The problem of impreciseness of data from different sources is in the focus of the research. While values of income based on diary notes may be considered as relatively exact measuring results, the values of income in other surveys founded on memory of respondents are rather ambiguous. The ambiguity...
Proceedings Article
Economic Consequences of the Development of Digital Technologies in Russia
Marina Arkhipova, Julia Serbova
The article examines the literature, which determinates the factors affecting Gross Regional Product as well as broadens the analysis to different regions of the Russian Federation. The regressions modeling and cluster analysis is used for the issue. Two linear regression models are constructed based...
Proceedings Article
New Applications of the Annual Fiscal Accounting Analysis at the Risk Assessment
Alexander Alekseev, Irina Alekseeva, Alexandra Noskova, Victoriya Kylosova, Alena Knyazeva
The new applications of annual fiscal accounting analysis at the risk assessment are discussed in this paper. The system analysis methods that can be used to identify the industry or sector of the companies based on their annual fiscal accounting are described. All necessary calculations and computer...
Proceedings Article
Modeling of Regional High Education Systems' Efficiency by Data Envelopment Analysis
Anna Firsova, Galina Chernyshova
The article presents a study of the functioning of higher education systems at the regional level in terms of their productive efficiencies. The purpose of this research is to determine the regional higher education systems' effectiveness using a Slack-Based Measure of efficiency (SBM), which is a variant...