Abstract: Shocks and jumps of different funds' functions bring extreme negative values of great consequences to
investors. There is always a factor of uncertainty in any economic situation, and in o
Abstract: Estimating of the Hurst exponent for experimental data playas a very important role in research of
processes which show properties of self-affinity. There are many methods for estimating th
Abstract: In this paper, combined exterior penalty function-conjugate gradient algorithm for a constrained optimal
control problem for the coefficients of a quasilinear equation is applied. The const
Abstract: We consider an improved model of the empirical risk minimization problem and its continuous
relaxation. The continuous relaxation of the formulated problem is compared with the mathematical
Abstract: This paper discusses the problem of determining the longest common subsequence (LCS) of two
sequences. Here we view this problem in the background of the well known algorithm for the longes
Abstract: One of the main problems in the statistical analysis of Evolutionary Computation (EC) experiments is the ‘statistical personality’ of data. A main feature of EC algorithms is the samplin
About convergence of fuzzy perceptive elements sequences, defined on
different opportunities spaces
Alexei Bychkov, Eugene Ivanov, Olha Suprun
Abstract: Criteria for the existence of a model of con
Abstract: In the problem of optimal estimation of model parameters using risk criteria we propose an approach of
separation of linear parameters from the nonlinear ones. In the problem of finding a
Abstract: In the article the methods of estimation of solution’s distribution for a new class of uncertain
differential equations which contain a possibilistic process in right part are developed.
Abstract: In that paper problems that arising in seismic data processing for real time are considered. The main issue is defects in investigation of mathematical and physical model of object. The stat
Abstract: This work deals in the usage of fractal analysis to determine the trend of dynamic
characteristics of chaotic series based on R/S-analysis. We propose an algorithm using the method of
dyna
Abstract: The fractional Fourier transform (FrFT) is used for the solution of the diffraction integral in optics. A
scanning approach is proposed for finding the optimal FrFT order. In this way, the
Abstract: The approach to models generation automation and implementation of multifaceted business
process modeling on the basis of graphical model transformation is described. To create graphical
m
Abstract: The concept of fuzzy perception roaming process is entered. A new integral is built by the
fuzzy perception roaming process. Properties of this integral are studied. The new class of differ
Abstract: Given paper shows the importance of analyzing the banks performance in the process of their
operation and development. The place and the role of researching of stochastic frontiers method f
Abstract: The work proposes a method for estimating the stability index of alpha-stable distributions by using
moments of fractional order. Provided numerical modeling has fully justified all of the
Abstract: In this paper we study the problem of multi-item capacitated lot-sizing from the point of commercial
enterprises. We consider profit as the main criteria. This dynamic problem belongs to th
Abstract: In this paper we study the problem of multi-item capacitated lot-sizing from the point of commercial
enterprises. We consider profit as the main criteria. This dynamic problem belongs to th
Abstract: Methods for calculation of quality indexes for automatic control systems are presented. For the
optimization of quality indexes defined only in a stability domain a vector objective functio
Abstract: Methods for calculation of quality indexes for automatic control systems are presented. For the
optimization of quality indexes defined only in a stability domain a vector objective functio
Abstract: An application of the heterogeneous system prediction method to solving the problem pattern
recognition with respect to the sample size is considered in this paper. The criterion of multiva
Abstract: An approach to solving the problem of heterogeneous multivariate time series analysis with respect to
the sample size is considered in this paper. The criterion of prediction multivariate h
Abstract: The complex of questions connected with the analysis, estimation and structural-parametrical
optimization of dynamic system is considered in this article. Connection of such problems with t