F |
Generalization of VaR-Criteria on Option Market |
G.A. AGASANDIAN |
N |
Guarantee of Survivability of Symmetrical Hierarchical Networks |
M.B. AHMADI |
CIFER |
Optimization of Transfer Distribution |
YU.K. ALEXANDROV and A.P. CHERENKOV |
CIFER |
Guarantee Fund of Futures Exchange: the Sufficiency Estimation with the Aid of Kinetic Models |
S.A. AMOSSOV |
E |
Tax Policy Influence on Investment under Uncertainty |
V.I. ARKIN and A.D. SLASTNIKOV |
E |
The Model of Industry under Working Capital Deficit |
E.V. AVTUKHOVICH and A.A. SHANANIN |
M |
A Model for the Vortex Forecasting System PeCIFERormance |
A.S. BELOTSERKOVSKY, T.V. KALYADINA, and V.V. MOROZOV |
F |
Construction of the Optimal Surrender Charge System for Endowment Zero Loading Policy |
G.A. BELYANKIN and A.YU. SEMENOV |
S |
New Optimization Problems for Large Socio-Economical Models |
M.S. BERADZE, A.S. MAKARENKO, and M.R. MNATSAKANIANI |
MDM |
Experimental Software of Nonlinear Feasible Goals Method |
V.E. BEREZKIN, G.K. KAMENEV, and A.V. LOTOV |
G |
A game of spatial competition on the line |
V.M. BOURE |
MDM |
Application of Edgeworth-Pareto Hull Approximation Techniques in Water Quality Planning |
L.V. BOURMISTROVA |
CIFER |
The Technologies of Financial Engineering for the Reception of the Investments to the Russian Enterprises |
M.V. CHEKOULAEV |
E |
Homogeneous Problem of Dynamic Stochastic Programming for Investment Strategy of a Proprietor |
S.V. CHUKANOV |
MDM |
Selecting Effective Points by Means of Aspiration Level Metod |
S.YU. CHURKINA |
F |
Power Energy Wholsale Market Model |
M.R. DAVIDSON |
F |
Ruin in Dynamic Risk Model |
D.V. DENISOV |
F |
Assets-Liabilities Management of Commercial Bank Based on Statistical Analysis of Financial Markets |
V. DOMRACHEV, V. NORKIN, and V. KIRILYUK |
MDM |
Problem-Independent Estimate of Asymptotic Efficiency for Polyhedral Approximation of Convex Feasible Sets in Criterion Space |
R.V. EFREMOV and G.K. KAMENEV |
CIFER |
A Control System for Commercial Bank (BCS) |
A.I. EKUSHEV |
CIFER |
Formation of Financial Engineering in Russia and Computational Intelligence |
F.I. ERESHKO |
CIFER |
Computaional Experiments with Models of Passive Evolution for Commercial Bank Process |
ANT. F. ERESHKO |
CIFER |
Local-Optimal Strategies in a Problem of Security Portfolio Management |
ART. F. ERESHKO |
LSO |
Mathematical Model of Conversion |
M.V. EVDOKIMOV |
F |
Monotone Numerical Methods for the Option Pricing and Hedging Models |
A. FAVORSKY, P. MIKHAILOVA, and S. SMIRNOV |
N |
Network Routing Model with Vector Cost Criteria |
V.V. FEDOROV and N.S. VASILYEV |
N |
Operations Research for Queuing Systems |
A.S. FOMIN |
N |
The Solution of a Problem of Resources Distribution under Uncertainty |
M.G. FOUROUGIAN, D.R. GONCHAR, and I.V. LEDAK |
MDM |
Human Choice with Individually Difficult Tasks |
E. FUREMS, O. LARICHEV, A. LOTOV, K. MIETTINEN, and G. ROIZENSON |
CIFER |
The Model of the Buffer Company That Actualizes the Trading by Small and Super Small Lots on the Russian Shares Market |
I.I. GASANOV |
G |
The game of quality in |
S. A. GETMAN |
CIFER |
Solving Certain Problems of Cancelling Mutual Debts |
E.KH. GIMADI and N.I. GLEBOV |
M |
Universal Mathematical Model for Optimal Configuration of the Blood Microvascular Junction |
V.A. GLOTOV |
CIFER |
Financial Optimization |
D.J. GOLEMBIOVSKI |
S |
Equilibrium in a Model of Endogenous Political Party Formation |
ANDREI M. GOMBERG, FRANCISCO MARHUENDA, and IGNACIO ORTU~NO-ORT´IN |
O |
Correcting the System of Constraints of a Linear Program with the Aid of Minimax Criterion |
V.A. GORELIK and R.R. IBATULLIN |
O |
Problem of Approximation with Variation of All Data |
V.A. GORELIK and O.V. MURAVYOVA |
M |
Some Approaches to Simultaneous Use of Forecasts based on a Mathematical Modeling and Expert Forecasts |
GURIN L.G. |
N |
The Choice of the Net Structure and User Strategies in the Internet |
DAM QUANG HONG HAI |
S |
A Bayesian Approach to Uncertainty Aversion |
YORAM HALEVY and VINCENT FELTKAMP |
CIFER |
Financial Design Subject to Regulative Instructions of the Bank of Russia |
YU.N. IVANOV |
MDM |
Dual Algorithms for Polyhedral Approximation of Convex Feasible Sets in Criterial Space |
G.K. KAMENEV |
LSO |
Architecture of Self-Learning Controller |
P.S. KANTOR, S.N. TKACH, D.G. TKACHENKO, and V.N. ZAKHAROV |
CIFER |
Hedging of Prices on Commodity Markets with the Use of Put Options |
A.E. KARPOV and E.V. MELOKUMOV |
M |
Models of Bioelectric Processes in the Myocardium on the Basis of Autoregression at Availability of Martingale-Difference-Type Hindrances |
O.A. KATSYUBA, A.N. PESHEKHONOV, and K.A. UGNICH |
M |
Picture State Parameters in the Monitored Space Estimation |
A.N. KATULEV, M.F. MALEVINSKY, and G.M. SOLOMAKHA |
E |
Modeling and Optimization of Interaction between the Investor and Several Regions Taking Into Consideration Their Investment and Financial Policy |
R.V. KHACHATUROV |
O |
Global Optimization in Several Operations Research Problems |
O. KHAMISOV |
O |
Optimization of Estimates for Characteristics of Dynamical Systems Based on 2nd Lyapunov Method |
D.YA. KHUSAINOV, A.F. IVANOV, A.M. RUBINOV, A.S. BYCHKOV, and V.P. MARTSENYUK |
CIFER |
Optimal Strategies in the Problem of Allocating State Production Orders |
G.V. KOLESNIK |
S |
Scenario Calculus as Effective Tool for Scenario Analysis |
D.A. KONONOV |
N |
Management Controls in Telephone Networks |
M.G. KONOVALOV |
E |
The Equivalence of Different Formulations for the Problem of Constructing Economic Indices |
D. S. KORNYUSHINA |
N |
Methods of Schedule Construction at Joint Hardware and Software Design of Computing Systems |
V.A. KOSTENKO |
M |
Rational Decision Making Procedure for a Clinical Task |
YU.B. KOTOV |
N |
Some Algorithms for Multiprocessor Scheduling Problems |
V.P. KOZYREV |
M |
Computational Technology ``Key To Text" for Semantic Search and Retrieval of Textual Information |
M.G. KREINES |
M |
Physicians' Decision Making Model and Living Knowledge Technology |
M.G. KREINES |
G |
Cournot Tâtonnement in Finite Games with Additive Aggregation |
N.S. KUKUSHKIN |
E |
Model of Traditional Agricultural Production Sector |
DIABATE LASSINA |
G |
The Complexity of the Computation of Maximin for Square Function |
V.N. LEBEDEV |
F |
Hedge Portfolio for Option Pricing with Different Share Prices for Selling and Buying |
DMITRY LEVCHENKOV |
N |
Error Bounds for the Aggregation in the Generalized Transportation Problem |
IGOR LITVINCHEV, DMITRY KOVKOV, and SOCORRO RANGEL |
G |
Optimization of a Guarantee for a Class of Differential Games |
L.N. LOUKIANOVA |
G |
OR in Parameter Estimation of Discrete Distribution |
M.M. LUTSENKO and S.G. MALOSHEVSKII |
G |
Minimax Problem of Control of a Parabolic Variational Inequality |
V.I. MAKSIMOV |
N |
Mathematical Methods for Maximizing Survivability of Multiuser Systems with Network Structure |
YU.E. MALASHENKO |
G |
Nondominated Solutions of Noncooperative Differential Games |
M.B. MAMEDOV |
S |
More on the Sequential Generalized Lorenz Dominance |
FRANCISCO MARHUENDA and VITO PERAGINE |
N |
Fast Method for Finding an Optimal Architecture for a Neural Network Approximator |
M.I. MARKIN |
S |
House-Selling Problem in Game-Theoretic Way |
V.V. MAZALOV and I.A. FALKO |
LSO |
Decomposition of Linear Programs with Binding Constraints and Variables |
V.G. MEDNITSKY and YU.V. MEDNITSKY |
F |
Models for Market Risk Measurement |
I.S. MENSHIKOV and D.A. SHELAGIN |
F |
Informational Effectiveness of Double Auction |
I.S. MENSHIKOV and A.V. PERSHIN |
CIFER |
Evolution of the Securities Market in Russia |
YA. M. MIRKIN |
LSO |
To the Theory of Kernels and Hulls in Transportation Polyhedrons |
A.A. MIRONOV |
G |
Hierarchical Repeated Game with Restriction on the Time of Observation |
E.Z. MOKHONKO |
MDM |
Kyoto Index for the Power Plants in the USA |
VLASTA MOLAK, VSEVOLOD SHAKIN, and VADIM STRIJOV |
S |
On the Optimal Organization of the Tax Service |
HAMIDREZA NAVIDI and ALEXANDER VASIN |
N |
Branch-and-Bound Method for the Network Vulnerability Problem |
I.A. NAZAROVA |
M |
About Flexibility of Linear and Nonlinear Control Systems |
M.S. NIKOLSKII |
MDM |
Two Models for Multicriterial Games |
N.M. NOVIKOVA, I.I. POSPELOVA, and E.M. KREINES |
MDM |
Dynamic Multicriterial Antagonistic Games with Fixed Order of Moves |
N.M. NOVIKOVA and A.S. SEMOVSKAYA |
E |
The Andronov-Hopf's Bifurcation in Price Formation Models of Walras Type with Delay |
N.K. OBROSOVA |
CIFER |
A Simplified Model for the Simulation of Oligopolistic Markets |
V.V. OKHRIMENKO |
S |
An Ecological Demographic Economic Model |
N.N. OLENEV and N.V. BELOTELOV |
O |
An Implementation of the Parallel Continuation Algorithm for Global Optimization |
I.V. ORLYANSKAYA, Y.N. PERUNOVA, and S.K. ZAVRIEV |
O |
A Method of Computing the Best Approximations in Classes of Distributions |
V. P. PANTELEEV |
M |
On Structure Preservations of Complex Control Systems |
YU.N. PAVLOVSKY and G.I. SAVIN |
MDM |
Aggregation of Multi-Attribute Objects in Multiset Metric Spaces |
A.B. PETROVSKY |
O |
Two-Model Quadrature Formulas in Numerical Integration |
N.M. POPOV |
LSO |
On Expansion of Exponential Complexity of Algorithms of Discrete Optimization into a Succession of Polynomials, Corresponding to Local Algorithms, Based on the Imbedded Partial Order Relations and Semi-Groups of Transformations |
S.F. ROGOV |
N |
Greedy Algorithms for Schedules Constructions with Minimization of Processor Number |
V.G. ROMANOV |
M |
Conditional Strategic Equivalence and Frame Restricted Choice with Applications to Regulatory Risk and Uncertainty: Some Further Results |
M. J. RYAN |
M |
Fiducial Evaluation of the Mean Residual Discrete Useful Life of Furnishing Items of Flight Vehicles |
G.S. SADYKHOV, N.A. SEVERTSEV, and A.V. GERASIMOV |
CIFER |
The System-Scenario Analysis of Global Financial Strategies |
V.N. SARAEV and I.V. PODOLYAK |
MDM |
The Assessment of Ordering of the Multi-Dimentional Alternatives under the Condition of Limited Information |
I.F. SHAKHNOV and S.P. MAKEEV |
S |
Intermediation and the Poor Property Rights Protection |
D.V. SHAPOSHNIK |
F |
Cooperative Allocation of Risk Capital |
D.A. SHELAGIN |
M |
Orbital Modular Constructions: Evaluation and Visualization of Control Processes |
D. SILAEV |
LSO |
Branch and Bound Method for a Problem of Optimal Allocation of Funds |
S.K. SKRIPOV |
G |
On Information Structure in Games with Separate Dynamics |
N.M. SLOBOZHANIN |
N |
Mathematical Models and Optimal Algorithms of Dynamic Data Structure Control |
A.V. SOKOLOV |
G |
Characterization of Competitive Resource Allocations through the Local Bargaining |
A.I. SOTSKOV |
CIFER |
A New Approach for Estimation of the Risk in the Financial Engineering |
E.M. STOLYAROVA, L.N. STOLYAROV, and A. BERSHADSKY |
O |
D.C. - Programming: Theory and Algorithms |
A. STREKALOVSKY |
E |
Computer Business Games BUSINESS COURSE |
D.A. TIMOKHOV |
N |
Genetic Algorithms for Shedule Construction that Minimizes Number of Processors |
A.G. TREKIN |
F |
Binomial Model for Option Value for a Portfolio of Capital Projects under Uncertainty |
A.A. VASIN, V.V. MOROZOV, and D.A. SAPOZHNIKOVA |
S |
Tax Optimization under Tax Evasion: the Role of Informational Asymmetries |
A.A. VASIN |
S |
A Model of Tax Enforcement Optimization with Two Possible Levels of Income |
P.A. VASINA |
N |
Research of Possibility to Apply Hopfield Neural Net for Solving Schedule Construction Problem |
A.V. VINOKUROV and V.A. KOSTENKO |
MDM |
Intercoalition Multiple Objective Decision Making for Linear Problems |
V.L. VOLKOVICH and G.A. DOLENKO |
G |
A Space Model of War Attrition |
A. A. VYSELKA and O. A. MALAFEYEV |
MDM |
Web Implementation of the Multi-Attribute Graphic Search for Preferable Decision Alternatives Given in Large Lists |
A.D. ZAITSEV, A.A. KISTANOV, and A.V. LOTOV |
LSO |
Knowledge Base Update in the Decision Making Process |
V.N. ZAKHAROV and T.A. STEFANYUK |