Abstract: The problem of multicriteria fuzzy portfolio optimization is considered and investigated. This problem include two main criteria – portfolio profitableness and risk . A mathematical model
Abstract: Different methods of enterprise bankruptcy risk analysis are considered in the paper. Discriminant
analysis method of E.Altman and fuzzy method of Nedosekin are described. The method of ban
Abstract: The goal of the paper is to investigate what training sample estimate of misclassification probability
would be the best one for the histogram classifier. Certain quality criterion is sugge
Abstract: Based on J. Cl. Maxwell field theory and finite elements method a generalized mathematical model as well as its algorithm and software implementation have been developed. An anatomy (interna
Abstract: The method of logic and probabilistic models constructing for multivariate heterogeneous time series is
offered. There are some important properties of these models, e.g. universality. In t
Abstract: The grouping information problem manifests itself in two main forms. Namely these are: recovering function, represented by empirical data (observations) and problem of classification (cluste