Modeling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Eleventh International Scientific School MA SR - 2011 (Saint-Petersburg, Russia, June 28 - July 02, 2011) / SPb.: SUAI, SPb., 2011, 426 p.
ISBN 978-5-8088-0627-6

CONTENTS

CHAPTER I. PLENARY SESSION

Ryabinin I.A.
HISTORY OF APPEARANCE, ESTABLISHMENT AND DEVELOPMENT OF LOGICAL AND PROBABILISTIC CALCULATION IN THE WORLD
(In Russian)

Shorikov A.F.
ALGORITHM FOR SOLVING OF MINIMAX TERMINAL CONTROL PROBLEM IN TWO-LEVEL HIERARCHICAL DISCRETE-TIME DYNAMICAL SYSTEM WITH RISK AND UNCERTAINTY

Hovanov N.V., Yudaeva M.S.
THE USE OF RANDOMIZED PROBABILITY METHOD FOR ESTIMATION OF EXPECTED VALUES AND VARIATIONS OF FINANCIAL AND ECONOMIC INDICATORS
(In Russian)

Mellios C.
THE TRADITIONAL HEDGING MODEL REVISITED WITH A NON OBSERVABLE CONVENIENCE YIELD

Sokolov B.V., Ptushkin A.I., Potryasaev S.A., Okhtilev M.Yu., Maydanovich O.V.
ORGANIZATIONAL AND SCIENTIFIC-METHODOLOGICAL FOUNDATIONS TO REDUCE THE RISK OF ACCIDENTS AT INDUSTRIAL FACILITIES THROUGH THE INTRODUCTION OF A CLOSED CONTROL SYSTEM OF THEIR LIFE CYCLE
(In Russian)

Giannopoulos K.
A MARKET RISK MODEL FOR ASYMMETRIC DISTRIBUTED SERIES OF RETURN

Solojentsev E.D.
I3-TECHNOLOGIES FOR ECONOMICS
(In Russian)

Biell E., Muller A.
SUDDEN CRASH OR LONG TORTURE: THE TIMING OF MARKET REACTIONS TO OPERATIONAL LOSS EVENTS

Sigal A.V.
MODELING OF CREDIT RISK ON BASIS OF JOINT APPLICATION OF GAME THEORY AND FUZZY MATHEMATICS

Karaseva E.I.
DEVELOPMENT OF METHODS OF ESTIMATION AND ANALYSIS OF OPERATIONAL RISK IN ECONOMIC SYSTEMS ON BASIS OF LOGICAL AND PROBABILISTIC MODELING
(In Russian)

Mondello G.
RISKY ACTIVITIES AND STRICT LIABILITY RULES: DELEGATING SAFETY

Rogov M.A.
KEY RISK INDICATORS (KRI) AS AN INTERNAL REPRESENTATION (HIDDEN LAYER NEURINS) OF NEURAL NETWORKS

Bogatyrev V.A., Bogatyrev S.V., Bogatyrev A.V.
VECTOR OPTIMIZATION OF THREE-LEVEL TREE FAILURE-STABLE COMMUNICATION SYSTEM
(In Russian)

Grabusts P., Polaka I.
ESTIMATION OF THE EFFICIENCY OF KNOWLEDGE ACQUISITION TECHNIQUES USING CLUSTERING

Grigoriev Yu.D., Mityagin S.A.
INFLUENCE OF MUTUAL DISPOSITIONS OF LIGHTHOUSES ON NAVIGATION RELIABILITY UNDER CORRELATED MEASURES
(In Russian)

Utklin L.V., Zhuk Yu.A.
A NEW CLASSIFICATION METHOD BY KNOWN MEANS OF UNOBSERVED FEATURES
(In Russian)

Vitlinsky V.V.
OBJECTIVE AND SUBJECTIVE RISK STRUCTURE IN ECONOMICS
(In Russian)

Skvortsov M.S.
METHOD OF RELIABILITY SIMULATION AND CALCULATIONS FOR THE RELIABILITY OPTIMIZATION OF TECHNICAL NETWORK SYSTEMS
(In Russian)

Berkovich E., Shachmurove Yo.
FRAMING COLLATERAL PROBLEMS FOR TRADING

Novosyolov A.A.
MEASURING RISK AVERSION IN NON-LINEAR PREFERENCE MODELS

Madsen H., Velter V., Albeanu G., Popentiu-Vladicescu F.
RECENT SOFT COMPUTING TECHNIQUES IN SOFTWARE RISK MANAGEMENT


CHAPTER II. RISK MODELS IN FINANCE

Pantina I.V.
INTEREST RATE RISK: MODIFIED ESTIMATION MODEL

Vitlinsky V.V., Piskunova E.V.
MODELLING OF RISK OF A MANAGERIAL DECISION RELATING TO DEVELOPMENT OF A SMALL ENTERPRISE WITH A GLANCE OF COMPOSITION UNCERTAINTY
(In Russian)

Vitlinsky V.V., Makhanets L.L.
ASSESSMENT OF INVESTMENT RISK BY TENSOR ANALYSIS
(In Russian)

Stefanishina Yu.D., Stefanishin D.V.
A METHOD OF SELECTION OF INVESTMENT PORTFOLIO IN NATURAL RESOURCES USE MANAGEMENT WITH TAKING INTO ACCOUNT OF RISK OF LOST OPPORTUNITIES

Babenko D.A.
THE FUZZY SET APPROACH TO ASSET PORTFOLIO OPTIMIZATION
(In Russian)

Pesikov E.B.
ANALYTICAL TOOLKIT OF RISK-MANAGEMENT FOR THE VIRTUAL ENTERPRISE
(In Russian)

Kaminsky A.B., Lomovatskaya Ya.V.
MODELING RISKS OF INFORMATION ASYMMETRY IN COLLECTIVE INVESTMENT SCHEMES
(In Russian)

Solojentsev E.D.
RISK OF FAILURE OF DECISION OF DIFFICULT ECONOMIC PROBLEMS AND SYSTEM FOR ESTIMATION OF PROBABILITIES OF EVENTS UNDER EXPERT INFORMATION
(In Russian)

Sokolov M.V.
ON SCALE-INVARIANT PARAMETRIC FAMILIES OF FUNCTIONS

Karasev V.V.
I3-TECHNOLOGIES AS OBJECT FOR BUSINESS
(In Russian)

Stepanenko O.P.
RISK MANAGEMENT SYSTEM IN THE BANKING SECTOR OF UKRAINE
(In Russian)

Babenko V.A.
PROCEDURE OF THE ECONOMIC AND MATHEMATICAL SIMULATION OF THE OPTIMIZATION OF CONTROL OF INNOVATION PROCESSES IN ENTERPRISES OF THE AGRIBUSINESS
(In Russian)

Orlovskaya Yu.N., Pernarivsky A.
PROGNOSTICATION OF SYSTEM RISKS BY METHOD OF EXPERT ESTIMATIONS
(In Russian)

Udovenko V.A., Zhuk V.V.
MATHEMATICAL MODELING OF QUANTITATIVE RISK ESTIMATION IN INVESTMENT ACTIVITY OF THE ENTERPRISE
(In Russian)

Zaytseva I.V.
OPTIMUM CONTROL OF DYNAMIC ECONOMIC SYSTEM
(In Russian)

Hrytsyuk P.M.
PROFITABILITY FORECASTING AS THE TOOL FOR ESTIMATION OF RISKS OF GRAIN PRODUCTION
(In Russian)

Gvazava V.I.
SPEECH COMPETENCE OF PERSONNEL AS FACTOR FOR RISK REDUCTION
(In Russian)


CHAPTER III. RISK IN ENGINEERING AND ECOLOGY

Uzhga-Rebrov O., Kuleshova G.
A COMPARATIVE ANALYSIS OF TWO ALGORITHMS FOR BICLUSTERING GENE EXPRESSION DATA

Afanasiev V.V., Danilaev M.P., Polsky Yu.E., Loginov Yu.E., Usanov A.I.
APPLICATION OF THE MULTIMODE MODELS IN THE DEVELOPMENT OF MEANS OF INCREASING RELIABILITY AND DEPENDABILITY OF COMPLEX NONLINEAR SYSTEMS
(In Russian)

Shitikova E.V., Tabunschik G.V. Mitin V.P., Morozov V.I.
RISKS RANGES ESTIMATES FOR GAS TURBINE UNIT FOR TERRESTRIAL USING
(In Russian)

Albu R.-D., Popentiu-Vladicescu F., Ildiko M.P.
A MODEL FOR LEARNING EFFICIENCY IMPROVEMENTS

Zolotarev V., Bondar I., Gumennikova A., Verevkin R.
ANALYSIS OF STABILITY INFORMATION SECURITY SYSTEMS TO THE NEGATIVE IMPACTS
(In Russian)

Grigoriev Yu.D.
RISK OPTIMIZATION IN TASK OF SHIP?S ORIENTATION DETERMINATION
(In Russian)

Alexeev V.
FORECASTING ON BASIS OF LOGICAL AND PROBABILISTIC APPROACH. PROBLEMS AND RESEARCH TRENDS
(In Russian)

Vyatchenin D.A., Semenkov O.I., Lapitskaya N.V., Sokolov B.V., Pavlov A.N.
COMBINED METHODS FOR THE RISKS CLASSIFICATION OF EMERGENCIES AND MULTYSTRUCTURAL MACROSTATES IN INFORMATION SYSTEMS
(In Russian)

Pavlov A.N., Kokorin S.V., Sokolov B.V.
CONCEPTUAL MODEL AND METHODOLOGICAL BASES RECONFIGURATION OF COMPUTER INFORMATION SYSTEM
(In Russian)

Bogatyrev V.A.
EXCHANGE IN FAILURE-STABLE SYSTEMS OF DOUBLE COMPUTING COMPLEXES
(In Russian)

Romanchuk K.G., Stefanishin D.V.
PROBABILISTIC SIMULATION OF TWO UNTYPICAL ACCIDENTS OCCURRED AT HYDROPOWER PLANTS

Asanovich V.Ya., Kholod N.I., Potryasaev S.A.
MODELLING OF NEGATIVE INFLUENCE OF MEANS OF MASS COMMUNICATION ON SAFETY OF SOCIAL AND ECONOMIC SYSTEMS
(in Russian)

Kustitskaya T.A.
ACCEPTANCE CONE IN THE MODEL OF GENERALIZED COHERENT RISK MEASURES
(In Russian)

Zelentsov V.A., Kussul N.N., Sokolov B.V., Shelestov A.Yu.
INTEGRATING DISPARATE GEOSPATIAL INFORMATION FOR RISK ASSESSMENT OF NATURAL DISASTERS
(In Russian)

Buts Yu.V., Kraynyuk E.V.
MODELLING OF THE EMERGENCY SITUATION OCCURRENCE WITH USE OF RISK-FOCUSED APPROACH
(In Russian)

Tikhonov M.N., Muratov O.E.
ANALYSIS AND ESTIMATION OF NUCLEAR POWER STATION RISK
(In Russian)

Pustilnyk P.N.
LOGICAL AND PROBABILISTIC MODEL OF THE RISK ASSESSMENT OF THE LACK OF SUCCESS DEVELOPMENT OF THE INDUSTRY
(In Russian)

Kirillov N.P.
THE ANALYSIS OF PROBLEMS OF CONSTRUCTION OF SITUATIONAL MODELS FOR DECISION-MAKING AT MANAGEMENT OF FUNCTIONAL STATES OF TECHNICAL SYSTEMS
(In Russian)

Naumov I.S., Pushkarev A.M.
MODELLING OF THE SCENARIO OF PLACING OF RESOURCES, INTENDED FOR LOCALIZATION AND LIQUIDATION EMERGENCY ON OBJECTS
(In Russian)

Ryabinin I.A., Strukov A.V.
BRIEF ANNOTATED LIST OF PUBLICATIONS OF ABROAD PERIODICAL PUBLISHING ABOUT QUESTIONS OF ESTIMATION OF STRUCTURAL COMPLEX SYSTEMS RELIABILITY
(In Russian)

Tsivirko E.G.
ANALYTICAL-SIMULATION MODELING OF COMPLEXITY OBJECTS AUTOMATED MANAGEMENT FOR ESTIMATION THEIR FUNCTIONAL EFFECTIVENESS
(In Russian)

Polenin V.I., Gladkova I.A.
LOGIC-DETERMINATED METHODS OF STRUCTURAL AND LOGICAL ANALYSIS OF COMPLEX SYSTEMS
(In Russian)

Losev E.A.
LOGICAL AND PROBABILISTIC ANALYSIS OF RELIABILITY OF ELECTRIC POWER SYSTEMS FOR INDUSTRIAL ENTERPRISES
(In Russian)


CHAPTER IV. RISK IN MEDICINE

Tsurko V.V., Mikhalsky A.I.
RESEARCH OF CANCER DEATH RISK IN THE COMORBIDITY CASE

Osipov P.A., Borisov A.N.
eHEALTH SYSTEM ANOMALY ACTIVITY DETECTION, BASED ON USER BEHAVIOR MODEL
(In Russian)

Levitskaya S.
THE SINGLE NUCLEOTIDE GENE POLYMORPHISM OF IL-4 AND IL-1ß AS RISK MARKER OF THE DEVELOPMENT OF THE CHRONIC INFLAMMATORY PROCESSES OF PARANASAL SINUSES
(In Russian)

Mityagin S.A.
ABOUT CALCULATION OF LEVELS OF INDICATORS OF DRUG ADDICTION FROM VIEWPOINT OF REGION SAFETY
(In Russian)

AUTHORS INDEX



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