CMDM 2017
Computer Modelling in Decision Making

Table of Contents

• Preface
  
  

• The Volatility Surface Arbitrage in Stress Testing Framework: Review and Current Practice (invited paper) 1 - 1
  Suren Islyaev
  
• Equilibrium State Stabilization of the Hamilton Systems with Quality Estimate of Control 2 - 11
  Aleksandr Andreev , Sergey Bezglasnyi , Michael Geraskin , Alena Mukhametzyanova
  
• Association Rule Mining Methods as Means of Forming the System of Life Quality Indicators 12 - 22
  Luidmila Bilgaeva , Erzhena Sadykova , Gregory Badmaev
  
• Greedy Algorithm for Sparse Monotone Regression 23 - 31
  Alexey Faizliev , Alexander Gudkov , Sergei Mironov , Mikhail Levshunov
  
• Agents’ Interaction Algorithm in a Strongly Coupled System with a Transferable Utility 32 - 42
  Michael Geraskin , Olga Kuznetsova
  
• Process Description of Clustering Experimental Games on Allocation of Limited Resources by the Modified Groves-Ledyard Mechanism 43 - 49
  Vadim Glukhov , Olga Kuznetsova , Natalia Dodonova
  
• How Stakeholders Make Decision About Changes in Enterprise Architecture. Cases in Private Business and Public Organization 50 - 62
  Igor Ilin , Anastasiia Grigoreva
  
• Modeling of Regional Limits to the Ferrous Scrap Prices Growth in Russia Based on the Auction Pricing 63 - 73
  Tatiana Ivanova , Violetta Trofimova , Mariia Karelina
  
• The Lee-Carter Method for Mortality Forecasting: the Case of the Republic of Bashkortostan 74 - 82
  Irina Lakman , Denis Popov , Nailya Shamsutdinova
  
• Hedging and Risk Aversion on Russian Stock Market: Strategies Based on MGARCH and MSV Models 83 - 92
  Valeriya Lakshina
  
• A Study of Entrepreneurial Activity of the Population in Regions of the Russian Federation by Means of Panel Data Analysis 93 - 102
  Ekaterina Liskina , Olga Serova
  
• The Dynamic Model of Advertising Costs with Continuously Distributed Lags 103 - 112
  Igor Lutoshkin , Nailya Yamaltdinova
  
• Computer Cognitive Modeling of the Innovative System for the Exploration of the Regional Development Strategy 113 - 125
  Elena Makarova , Anna Firsova
  
• Econometric Modeling of Integration Activity in the Russian Economy 126 - 138
  Vladimir Mkhitarian , Mariia Karelina , Natalia Reent
  
• Economic Efficiency of the Mechanism for Credit Risk Management 139 - 150
  Ekaterina Orlova
  
• Study of a Spatial Structure of Urban Traffic Flows Using a Regime-Switching Vector Autoregressive Model 151 - 160
  Dmitry Pavlyuk
  
• Modeling Risks on Licensed Markets: on the Example of the Russian Alcohol Market 161 - 171
  Olga Pisareva , Anna Denisova
  
• The Application of Methods of Semantic and Correlation Analysis Through Studies of the Annual Reports of Russian Companies According to the Principle of Integrated Reporting "Reliability and Completeness" 172 - 183
  Vera Plotnikova , Maria Shilovskaya , Anton Dvorak
  
• Evaluation of Reinvestment Risk for Bond Portfolios 184 - 192
  Yulia Semernina , Alla Yakunina , Ekaterina Nesterenko , Sergey Yakunin , Evgeny Korobov
  
• Econometric Models of Car Market Entry Games 193 - 199
  Bulat Sultanov , Railya Bahitova , Elvira Shakirova
  
• Do Students Expect Any Returns on Effort Applied to Studying? An Econometric Analysis of Determinants of the Amount of Expected Wage after Graduation 200 - 212
  Marina Telezhkina , Andrey Maksimov , Nataliya Maksimova