Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)

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20 articles
Proceedings Article

Modeling of the Bond Issue Parameters for the Capital Structure Optimization

Yulia V. Semernina, Kristina A. Odinokova, Ekaterina A. Nesterenko, Eugene A. Korobov, Alina S. Usmanova
The article proposes a computational model with eight-step algorithm for usage bond issuance as a systematic instrument to finance corporate assets by optimal capital structure. The crucial model points are methodologically accurate calculation of the average credit spread accounting the difference in...
Proceedings Article

The Calculation of the Sales Volumes Flow Based on the Game-Theoretic Model

Vladimir V. Abramov, Ekaterina Ju. Liskina, Sergey S. Mamonov, Stanislav V. Vidov
In this article, we have developed a formal decision-making model for an enterprise to market a single product in the future. The model is built in the form of an antagonistic two-person game. The payoff function is the profit of the enterprise. We took into account the limitedness of the target segment...
Proceedings Article

Simulation of the Structure of Bond Issuer’s Obligations Fulfillment: A Case of Sub-Federal Bonds

Yulia V. Semernina, Alla V. Yakunina, Elena A. Ermakova, Sergey V. Yakunin, Elena V. Zhegalova, Eugene A. Korobov
Depreciable bonds issues can significantly expand the issuers’ abilities to manage public debt. The purpose of the study is to suggest possible options for a model for fulfilling obligations by issuers of depreciable sub-federal bonds. The study was conducted using a discrete grouping constructed according...
Proceedings Article

Neuroevolution Forecasting of the Living Standards of the Population

Liudmila P. Bilgaeva, Erzhena Ts. Sadykova, Victor A. Filippov
The article is devoted to the problem of forecasting indicators of living standards using neuroevolutionary approach. The NEAT method is considered that allows generating the neural network topology automatically. The paper proposes modification of this method and its implementation based on the activation...
Proceedings Article

System Approach and Simulation Modeling for Innovative Projects Efficiency

Ekaterina V. Orlova
The problem of a comprehensive assessment of the effectiveness of enterprises’ innovative activities is considered. The multidimensional criterion has been developed for a comprehensive assessment of innovative projects efficiency, providing a justification for the project quality and its quantitative...
Proceedings Article

The Impact of Changes in Consumer Behavior on the Development of Insurance Company Risk Models

Yulia A. Solovyeva, Irina P. Khominich
The article discusses the specifics of building mathematical and analytical insurance company risk models when changing consumer behavior. The concept of a model is given. Various types of models for consumer market analysis developed abroad and in Russia are described in order to conduct marketing activities...
Proceedings Article

Mechanism and Model for Decision-Making in Credit Risk Management

Ekaterina V. Orlova
The article deals with the problem of risk reduction of the banks’ credit portfolio. The new mechanism for credit portfolio quality management is proposed, featuring a combination of quantitative and qualitative criteria for assessing the credit portfolio quality and its monitoring. This mechanism supports...
Proceedings Article

Students’ Wage Expectations. Dynamic Analysis

Marina Telezhkina, Andrey Maksimov, Nataliya Maksimova
Factor structure of expected graduate’s wage is considered in the paper. The analysis of eight regression estimates for 2007–2009 and 2012–2016 of Russian University students’ wage expectations demonstrates consistency of estimates of all coefficients but regional dummy and wage of working students....
Proceedings Article

Statistics of Individual Tests for Market Graph Identification in Market Network

Petr Koldanov
The concept of random variables network used to model the complex system of random nature is discussed. The problem of threshold graph identification to network analysis of the complex system is considered as multiple decision statistical procedure. The properties of robustness of different tests for...
Proceedings Article

Computer Modeling Algorithm Development of the Innovative Project Effectiveness Evaluation

Elena Makarova, Anna Firsova
The main purpose of this research is to develop methodological support and economic and mathematical tools for managing and evaluating the effectiveness of innovative projects based on binomial models of real options. The subject of the study is a computer program algorithm for using the binomial model...
Proceedings Article

Risk Management of a Commercial Bank’s Project Portfolio through Simulation

Zlata Usmanova, Anna Khanova
The authors build a simulation model focused on the risk management of a commercial bank’s project portfolio with a detailed description of the relevant methodology. The paper explores the logic of the simulation algorithm, which is the logical structure of the system functioning model. It obtains insights...
Proceedings Article

Empirical Analysis of Investments on the Fine Art Market

Anna Zhukova, Valeriya Lakshina, Liudmila Leonova
The instability of the stock market spurs investors to seek alternative ways of allocating financial resources. In this case, art assets could be considered as an attractive investment. Due to the uniqueness, specific costs, and risks inherent to the artworks, the fine art market is very heterogeneous...
Proceedings Article

On Making a Decision to Correct the Learner Behavior Based on the Signals of their Electroencephalograms When Organizing Interaction with an Anthropomorphic Teacher-Assistant Robot

Mikhail Stepanov, Vyacheslav Musatov, Igor Egorov, Svetlana Pchelintzeva, Andrey Stepanov
The work discusses the method of recognizing the state of a learner using artificial neural networks based on the analysis of electroencephalogram signals during the assimilation of educational material using a hardware–software complex of a robot – an assistant teacher of anthropomorphic type.
Proceedings Article

Software and Hardware Complex of Anthropomorphic Type Robot as an Assistant for a Teacher. Decision-Making Subsystem Using Multiscale Entropy Analysis of EEG Signals

Tatyana V. Yakovleva, Ilya E. Kutepov, Anton V. Krysko, Mikhail Stepanov, Tatyana Yu. Yaroshenko, Nikolay P. Erofeev, Olga A. Saltykova, Maxim V. Zhigalov, Irina V. Papkova, Vadim A. Krysko, Nikolay M. Yakovlev, Antonina Yu. Karas
The paper presents research on the use of the results of the analysis of signals of brain activity of students for decision-making in educational robotics. Signals of brain activity were obtained using electroencephalograms (EEG). Assessment of the state of the student was carried out on the basis of...
Proceedings Article

Wavelet Analysis of EEG Signals in Epilepsy Patients

Tatyana V. Yakovleva, Ilya E. Kutepov, Anton V. Krysko, Nikolay P. Erofeev, Tatyana Yu. Yaroshenko, Olga A. Saltykova, Anastasiya V. Kirichenko, Maxim V. Zhigalov, Irina V. Papkova, Vadim A. Krysko, Nikolay M. Yakovlev, Antonina Yu. Karas
The paper presents studies of electroencephalogram (EEG) signals of epilepsy patients based on wavelet transform and calculation of the total signal energy. The object of the study was a patient aged 17–22 years diagnosed with focal (structural) epilepsy, mesial sclerosis on the left and focal cortical...
Proceedings Article

Random Graph Models and Their Application to Twitter Network Analysis

Kirill Shaposnikov, Irina Sagaeva, Alexey Grigoriev, Alexey Faizliev, Andrey Vlasov
In this paper, we conducted an experiment for comparison of the graphs generated by Erdős-Rényi, Barabási-Albert, Bollobás-Riordan, Buckley–Osthus, Chung-Lu models and a web graph constructed using real data. Twitter data have been employed to construct social network, and C++ has been used for network...
Proceedings Article

Ball-Shrinking Genetic Search Algorithm for Finding Central Vertices in Graphs

Andrew Vlasov, Andrew Khomchenko, Alexey Faizliev, Sergei Mironov
The paper proposes a genetic algorithm (GA) for finding central vertices in a graph. The algorithm uses a different approach to the method presentation of the solution and describes a new look at the crossover process of GA. The algorithm was compared with existing exact and other genetic algorithms...
Proceedings Article

Seasonal Adjustment Algorithm

Kirill Spiridonov
The paper presents an algorithm for smoothing time series with seasonality. The proposed method is based on median smoothing and the Hodrick–Prescott decomposition. Using a software implementation in the R language, the correctness of the developed algorithm is checked; it is also compared with other...
Proceedings Article

Modeling of Regional Innovation Spillover Effects Based on DEA Malmquist Index

Anna Firsova, Galina Yu. Chernyshova
The article presents the results of a study of innovative spillover effects using Data Envelopment Analysis (DEA) tools. The study is novel, in that an assessment methodology has been developed based on the Malmquist index and an output-oriented DEA model has been built to analyze the dynamics of the...
Proceedings Article

Modeling the Spatial Effects of the Impact of Innovation on Regional Economic Growth

Vladimir A. Balash, Olga S. Balash, Alexey Faizliev, Elena V. Chistopolskaya
In this paper, we analyze σ- and β-convergence using data from the socioeconomic development of the Russian regions and reveal the role of spatial autocorrelation in regional economic development. We consider 80 regions of Russia for the period 2010–2017. We estimate spatial autocorrelation based on...