Abstract: This paper is dedicated to description of method of the maturity estimation of startup and spin-off IT-companies created with the help of University Business Centers as an approach for cooperation between universities and industrial companies. The control loop, based on the formation and subsequent evaluation of organizational maturity of IT-start-up based on CMMI model is shown. The conception of tool for assessment of IT companies maturity is proposed and theoretical ground for implementing it on the basis of the apparatus of fuzzy logic is provided.

Keywords: academic IT entrepreneurship, IT start-up, maturity of IT companies, fuzzy logic, CMMI.

ACM Classification Keywords: K.6.1 Management of Computing and Information Systems - Project and People Management

Link:

THE MODEL OF IT-STARTUP THAT GROWS IN UNIVERSITY ECOSYSTEM AND APPROACH TO ASSESS ITS MATURITY

Maxim Saveliev, Vitalii Lytvynov

http://www.foibg.com/ijima//vol05/ijima05-03-p03.pdf

Abstract: This paper describes an intelligent framework for the recommendation of mobile services to users, based on a combination of two different approaches. The first one utilizes Wireless Billboard Channels (WBCs) to push (by broadcasting) service advertisements to mobile users/devices in order to enable them to discover and associate with the ‘best’ service instances under the Always Best Connected and best Served (ABC&S) communications paradigm. The second approach uses a dedicated service recommendation system, which finds and suggests to each individual user the ‘best’ service instances, depending on the current user-, network-, and service context. The main parts of the proposed framework are explained and the key technological solutions required to support it are outlined.

Keywords: Ubiquitous Consumer Wireless World (UCWW), Always Best Connected and best Served (ABC&S), Wireless Billboard Channels (WBCs), Advertisement, Discovery and Association (ADA), mobile services, service recommendation system, intelligent framework.

ACM Classification Keywords: C.0 GENERAL – System architectures, C.2.1 Network Architecture and Design – Wireless communication, C.2.4 Distributed Systems – Client/server, D.2.2 Design Tools and Techniques – Evolutionary prototyping.

Link:

INTELLIGENT FRAMEWORK FOR RECOMMENDATION OF MOBILE SERVICES TO CONSUMERS

Ivan Ganchev

http://www.foibg.com/ijima//vol05/ijima05-03-p02.pdf

Abstract: Enhancing the hardware power does not cause linear enhancing of the informational services’ performance. To discover the value of growth one has to test both source and enhanced systems running equal or similar services. If we need to discover the growth of services’ performance for different computers’ configurations we have to have common basis for comparing one software service with those of other systems which are tested on different computer configurations. In paper Ivanova et al 2016 the first step of a method for solving such problem was presented. In this paper we outline the second step of the method. This step consists of computing the informational services’ performance proportionality constants. Further paper will present the last step of the method. All examples in the paper are based on results from real experiments presented in the Markov et al, 2015.

Keywords: Evaluation of informational services; computing the software systems’ performance proportionality constants.

ACM Classification Keywords: H.3.4 Systems and Software - Performance evaluation (efficiency and effectiveness); H.3.5 Online Information Services.

Link:

A METHOD FOR EVALUATION OF INFORMATIONAL SERVICES - STEP 2: COMPUTING THE INFORMATIONAL SERVICES’ PERFORMANCE PROPORTIONALITY CONSTANTS

Krassimira Ivanova, Ivan Ivanov, Mariyana Dimitrova, Krassimir Markov, Stefan Karastanev

http://www.foibg.com/ijima//vol05/ijima05-03-p01.pdf

Abstract: The advantages of optical technologies' usage for information transfer by telecommunication networks are researched. The analysis of methods for increasing the switching speed of optical signals with optical management usage is done. The analysis of the eleven types of optical switching elements’ characteristics, using electronic and optical management, is carried out. Two-criterion problem of choice of optical switching elements implementation at the usage of six acceptability indicators (performance, cost, power consumption, reliability, switching management type and noise sensitivity) is solved. Hasse diagrams for the quality indicators of optical switching elements’ selected variants are given. Optical switching element, based on the Fabry-Perot? interferometer, is selected according to the results of the problem of choice solution.

Keywords: Optical telecommunication networks, optical switching element, optical signals’ switching system.

ACM: B.4 INPUT/OUTPUT AND DATA COMMUNICATIONS - B.4.3 Interconnections (subsystems ), H.4.3 Communications Applications.

Link:

PROBLEM OF CHOICE OF SWITCHING ELEMENT FOR OPTICAL TELECOMMUNICATION NETWORK

Galina Gayvoronska, Borys Rybalov

http://www.foibg.com/ijima//vol05/ijima05-01-p08.pdf

Abstract: Fact extraction from the text is one of the most important areas of Natural Language Processing (NLP). Majority of existing approaches allows extracting facts from structured textual information of the specific subject areas. This paper proposes a logical-linguistic model extracting facts from semi-structured texts in English, which belong to unlimited subject areas. A fact is written in the form of a triplet: Subject - Predicate - Object, in which the Predicate defines the relations and Subject and Object define the subjects, objects or concepts. Our model defines meaning relations via grammatical and semantic features of the words in English sentences. In order to formalize and represent the participants of the fact triplet explicitly, we identify subject variables. The subject variables define a finite set of morphological and syntactic features of the words in sentences. The model was successfully implemented in the system of extraction and identification of a few types of the facts: the fact of lacking, the fact of ownership, the fact of transferring, and the fact of the presence of the attribute of time, location, and belonging for the first three fact actions. We estimated the effectiveness of our model via the coefficients of precision and recall. Results оf the paper show that using of the model lets increase the numerical values of these coefficients.

Keywords: facts extraction from the text, Natural Language Processing, semantic relations, the algebra of finite predicates, recall and precision.

ACM Classification Keywords: H.3.3 .Information Search and Retrieval, I.2.4. Knowledge Representation Formalisms and Methods

Link:

Facts extraction from the semi-structured text information

Nina Khairova, Nataliya Sharonova, Ajit Pratap Singh Gautam

http://www.foibg.com/ijima//vol05/ijima05-01-p07.pdf

Abstract: The article discusses the possibility of rapid deployment in the educational system of Ukraine mobile learning technologies, taking into account the peculiarities of development and implementation of information and communication technologies in the state. Conducted analysis of statistical data that reveal the results of mobile marketing in Ukraine through questionnaires of social networks users. The results of pilot experiments to create micro lessons for the mobile platform Android and the use of podcasting technology in the structure of distance learning courses, demonstrate loyalty to the chosen strategy of developing multi-platform applications for educational purposes.

Keywords: podcasting, mobile learning, LMS MOODLE, interface, multi-platform, native applications, Information Technology, infrastructure

ACM Classification Keywords: K.3.1 Computer Uses in Education - Collaborative learning; Distance learning

Link:

ESTABLISHING MOBILE LEARNING IN THE UKRAINE: PROBLEMS AND PROSPECTS

Oleksiy Voychenko, Nazar Mykhailiv, Larysa Savyuk

http://www.foibg.com/ijima//vol05/ijima05-01-p06.pdf

Abstract: This paper solves the problem of the efficiency of multifunctional centers providing services (MFC) in Russia. It is used the method of process modeling and improvement to business-processes for solving this problem and for improvement of quality of service provision in MFC. It has been indicated key indicators influenced at the efficiency, identified risks and correlation of risks and indicators. The paper considers priority risks, which should be minimized and organizational measures for current risks minimization.

Keywords: business-process, efficiency, improvement, government services, multifunctional center

ACM Classification Keywords: G.2.2 Graph Theory, H.1 Models and Principles, K.4.3 Organizational Impacts

Link:

THE IMPROVEMENT OF THE PROCESS OF PROVIDING GOVERMENT SERVICES IN MULTIFUNCTIONAL CENTRES IN RUSSIA

Stepan Kovalev

http://www.foibg.com/ijima//vol05/ijima05-01-p05.pdf

Abstract: The article considers the problems of configuring grid resources to perform computational tasks in the grid environment. The technology of automated configuration environment to perform tasks in the grid environment using virtualization was proposed. The results of the evaluation of the effectiveness of the proposed technology based on the developed simulation model were presented.

Keywords: grid-computing, virtualization, effectiveness, simulation.

ACM Classification Keywords: C.2.4 Distributed Systems, D.4.1 Process Management.

Link:

BUILDING OF THE VIRTUAL ENVIRONMENT FOR GRID APPLICATIONS

Volodymyr Kazymyr, Dmytro Melnychenko, Olga Prila, Mykola Kryshchenko

http://www.foibg.com/ijima//vol05/ijima05-01-p04.pdf

Abstract: The paper is devoted to comparative analysis of performance the modern methods of statistical steganalysis in case of message hiding in digital images with usage of multidomain and multistage embedding methods. It is considered the case of applying of statistical models of cover images in spatial (SPAM model) and frequency (CC-PEV model) domains, as well as universal CDF model for revealing the stego image with messages, embedded with usage of standard (Discrete Cosine and Wavelet Transforms) and special (Singular Value Decomposition) transforms of cover images and stegodata. It is shown that applying of modern methods of statistical steganalysis allows reliably revealing stego images, formed according to multistage embedding methods. Usage special transforms of cover images, for instance Singular Value Decomposition, allows significantly decrease the performance of statistical steganalysis, which requires development of new statistical models of cover images for steganogram detection.

Keywords: statistical steganalysis, multidomain embedding methods, multistage embedding methods, digital images.

ACM Classification Keywords: D.4 Operating Systems – Security and protection – Information flow controls.

Link:

STATISTICAL STEGANALYSIS OF MULTISTAGE EMBEDDING METHODS

Dmytro Progonov

http://www.foibg.com/ijima//vol05/ijima05-01-p03.pdf

Abstract: In the article the application of fuzzy neural network NefClass? with Gaussian and triangular membership functions to pattern recognition of objects on medical images obtained by colposcopy. The characteristics of each group of diseases of cervix uterus are analyzed. Using the values of features by the color model RGB the class of the input sample is determined. Received samples are processed using fuzzy neural network RBF and a class of sample is determined. A comparative analysis of the recognition results using the fuzzy network with obtained results of crisp RBF neural network is performed.

Keywords: medical images, pattern recognition, fuzzy neural network

Link:

RECOGNITION OF OBJECTS ON OPTICAL IMAGES IN MEDICAL DIAGNOSTICS USING FUZZY NEURAL NETWORK NEFCLASS

Yuriy Zaychenko, Vira Huskova

http://www.foibg.com/ijima//vol05/ijima05-01-p02.pdf

Abstract: We consider the application of fuzzy sets theory to classical rationing problem. Fuzzy generalizations of classical methods are proposed, the theory is illustrated by a numeric example. The fuzzy methods are compared with their crisp analogs using the inequality measures.

Keywords: rationing problem, rational distribution, fuzzy models and methods, inequality measures.

ACM Classification Keywords: H.4.2 Information Systems Applications - Types of Systems - Decision Support

Link:

FUZZY MODELS AND METHODS OF RATIONAL RESOURCE ALLOCATION

Olexii Voloshyn, Vasyl Laver

http://www.foibg.com/ijima//vol05/ijima05-01-p01.pdf

Abstract: Analyzed impact of throughput on demands satisfaction of users of different services with different types of information transmition with the purpose to include throughput in a number of quality of service parameters of user of telecommunication network.

Key words: telecommunication network, quality of service, throughput, correlation, quality index

ACM Classification Keywords: C.4 Performance of systems, С.2. Computer-communication networks, H. Information Systems - H.1 Models and Principles

Link:

Analysis of Usage of Throughput as a Parameter of Quality of Service of User of Telecommunication Network

Yevhen Kushnirenko, Galyna Gayvoronska

http://www.foibg.com/ijima/vol04/ijima04-04-p07.pdf

Abstract: An approach to the optimum switching scheme’s choice is proposed. It is based on the scalar choice criteria. Problem of the multistage switching system's structure's determination is solved. Such system is characterized by strict non-blocking and doesn't require rerouting at the usage of any connection establishment procedure. Obtained results can be applied at the design of spatial optical signals' switching systems, allowing improvement of the optical telecommunications networks' functioning by increasing the performance of switching operations in these networks.

Keywords: optical signals’ switching, optical signals' switching system, switching scheme, scalar choice criteria.

ACM: B.6 LOGIC DESIGN – B.6.3 Design Aids, B.4 INPUT/OUTPUT AND DATA COMMUNICATIONS - B.4.3 Interconnections (subsystems). Conference topic: Informational Modelling.

Link:

SCALAR CHOICE CRITERIA'S USAGE FOR DETERMINATION OF THE OPTIMUM SWITCHING CIRCUIT FOR OPTICAL SIGNALS' SWITCHING SYSTEM

Galina Gayvoronska, Borys Rybalov

http://www.foibg.com/ijima/vol04/ijima04-04-p06.pdf

Abstract: Using the methods of the theory of decision-making to optimize the synthesis of access networks. Analyzed the synthesis of access networks and the use of decision theory for optimization. Choose the optimum method of decision theory, which may be used to facilitate the synthesis of access networks.

Keywords: access network, synthesis access networks, decision theory, decision theory methods.

ACM Classification Keywords: H. Information Systems – H.1 Models and Principles, E. Data – E.0 General.

Link:

Using Decision Theory Methods to Optimize the Access Networks Synthesis Process

Galina Gaivoronskaya, Maria Hilchyk

http://www.foibg.com/ijima/vol04/ijima04-04-p05.pdf

Abstract: Peer-to-peer architectures are designed for the sharing network, storage and computing resources solving a scalability problem. At the same time they lack capabilities for creating private groups that are necessary for a limited access data exchanging – a common task for e-learning systems. In this paper proposed a new peer-to-peer system that is able to create private groups that is built on top of WebRTC stack and thus is capable to run in modern browsers without additional software installation. It solves problems of authentication, data validity, management control and secure peer discovery in distributed network systems by using private and public keys as well as data exchanging rules that provide same level of data dissemination security as in client-server applications. This system provides ability of creating closed groups of students, where teacher is able to transmit data securely and combine low operational cost of video streaming and file sharing advantages of Tailcast topology. Moreover teacher’s capabilities are not limited to only data dissemination process, this application gives additional functions like banning and kicking users as well as a secure access promoting to other participants of the network. While proposed techniques are designed and implemented for the Tailcast topology, it’s shown that it is possible to apply these recommendations in most peer-to-peer applications including other video-streaming topologies, distributed hash tables and file sharing.

Keywords: peer-to-peer, security, distributed systems, e-learning

ACM Classification Keywords: C.2.4 Distributed Systems

Link:

PRIVATE GROUPS IN PEER-TO-PEER NETWORKS

Oleh Hordiichuk, Oleksiy Bychkov

http://www.foibg.com/ijima/vol04/ijima04-04-p04.pdf

Abstract: Smartphones for last five-ten years had become ubiquitous. Despite the fact, that these small devices are very widespread around the world - security are still being understood. As a result, the security is extremely vital. Basically security area is very underdeveloped and still vulnerable. On the one hand this article is an investigation of existing pros and cons of android security system. On the other hand it is an example of how to improve current mobile security state.

Keywords: security model, OS Android, functional security.

ACM Classification Keywords: D.4.6 Access controls

Link:

IMPROVING OF EXISTING PERMISSION SYSTEM IN ANDROID OS

Volodymyr Kazymyr, Igor Karpachev

http://www.foibg.com/ijima/vol04/ijima04-04-p03.pdf

Abstract: This paper presents an approach to cyber security research project management. The paper includes the Project Management Office model and conception that can be created in educational and research institution like University. The organization structure of the cyber security research project and the peculiarities of university team organization on cyber security research project are shown.

Keywords: project management, cyber security, educational and research projects.

ACM Classification Keywords: K.6.1 Management of Computing and Information Systems - Project and People Management

Link:

PROJECT MANAGEMENT IN CYBERSECURITY RESEARCH IN UKRAINE

Maria Dorosh, Vitalii Lytvynov, Maxim Saveliev

http://www.foibg.com/ijima/vol04/ijima04-04-p02.pdf

Abstract: Problem comparing alternatives under interval uncertainty is studied. It is assumed that the compared alternatives have indicators of quality in the form of interval estimates. It is shown that mentioned problem cannot be unambiguously resolved by purely mathematical methods and requires using of decision maker’s preferences. From two possible situations of comparing, situation of unique choice and situation of repeated one, the first situation, which is typical for problems of forecasting, is analyzed. Quantitative measure of plausibility of implementation for tested hypothesis about preference of an alternative in comparison with others in their set and measure of risk connected with possible falsity of such hypothesis are introduced. It is shown that this risk is increased with increasing number of compared alternatives. Some methods to calculate risks as well as procedure of decision-making in the framework of a set of alternatives are proposed.

Keywords: comparing interval alternatives, dependence of the risk on number of alternatives, probability logic in comparing interval alternatives, methods and procedures of decision-making for the problem.

ACM Classification Keywords: H.1.2 Human information processing. G3 Distribution functions. I.2.3 Uncertainty, “fuzzy”, and probabilistic reasoning.

Link:

RISK BEHAVIOUR IN A SET OF INTERVAL ALTERNATIVES

Gennady Shepelev

http://www.foibg.com/ijima/vol04/ijima04-04-p01.pdf

Abstract: Huge amounts of statistical information, which has become available at the information society creation, have led to the increase of number of this information analysis methods’ incorrect usage. This often entails erroneous conclusions that may lead to negative consequences. Some guidance on the conditions of data analysis methods’ usage are given in the work in order to avoid such a situation as well as electronic communications statistics’ stepwise analysis method is formed.

Keywords: statistical information, information and communication technology, information and communication services

ACM Classification Keywords: G.3 Mathematics Of Computing – Probability And Statistics – Statistical Computing, Time Series Analysis, Correlation and Regression Analysis; C.2 ComputerCommunication? Networks.

Link:

Peculiarities Analysis of Statistical Information in ICT

Galina Gayvoronska, Petro Yatsuk, Yulya Kazak

http://www.foibg.com/ijima/vol04/ijima04-03-p04.pdf

Abstract: This paper describes the problem of automated pollen grains image recognition using images from microscope. This problem is relevant because it allows to automate a complex process of pollen grains classification and to determine the beginning of pollen dispersion which cause an the allergic responses. The main recognition methods are Hamming network Korotkiy, 1992 and structural approach Fu, 1977. The paper includes Hamming network advantages over Hopfield network Ossowski, 2000. The steps of preprocessing (noise filtering, image binarization, segmentation) use OpenCV Bradsky et al, 2008 functions and the feature point method Bay et al, 2008. The paper describes both preprocessing algorithms and main recognition methods. The experiments results showed a relative efficiency of these methods. The conclusions about methods productivity based on errors of type I and II. The paper includes alternative recognition methods which are planning to use in the follow up research.

Keywords: image recognition, OpenCV, Hamming network, feature points method, pollen-grains, structural pattern recognition.

ACM Classification Keywords: I.5.1 Pattern Recognition Model - Neural nets, Structural, I.5.4 Pattern Recognition Applications - Computer vision

Link:

POLLEN GRAINS RECOGNITION USING STRUCTURAL APPROACH AND NEURAL NETWORKS

Natalia Khanzhina, Elena Zamyatina

http://www.foibg.com/ijima/vol04/ijima04-03-p03.pdf

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 models of diverse notations (diagrams in notations of visual modeling languages) one can exploit visual modeling software tools and language workbenches, DSM platforms. Domain specific modeling tools allow simplifying model design process, to involve domain experts (they are not masters of information technologies and have not programming skills) to formal model development. Newly-created models can be converted into simulation models or specific analytical models with the model transformation tools. Therefore, at new task solving process with modeling tools modelers have not to duplicate model development with new tools in new language notation. Model designers can use most suitable tools and most expressive languages for models development in their domain to solve their tasks. Obtained models after transformation can be examined with means of specific simulation modeling systems including, for instance, AnyLogic?, or with mathematical software packages such as Mathcad, Maple or Mathematica. The visual business process modeling notation choice is substantiated. Mathematical model named DFD-graph is used as mathematical basis of model generation tools. The normalization rules form the backbone to the DFD business process model normalization. This algorithm is the basis of automating model generation software implementation.

Keywords: business process modeling, visual modeling languages, business process analysis, mathematical modeling, model development automation, model transformations, model reusing.

ACM Classification Keywords: D.2 SOFTWARE ENGINEERING: D.2.2 Design Tools and Techniques – Computer-aided software engineering (CASE), Programmer workbench; D.2.13 Reusable Software – Domain engineering, Reuse models. I.6 SIMULATION AND MODELING: I.6.2 Simulation Languages; I.6.3 Applications; I.6.4 Model Validation and Analysis; I.6.5 Model Development. G.4 MATHEMATICAL SOFTWARE: Algorithm design and analysis, User interfaces.

Link:

AN APPROACH TO MULTIFACETED BUSINESS PROCESS MODELING WITH MODEL TRANSFORMATION TOOLS

Roman Nesterov, Lyudmila Lyadova

http://www.foibg.com/ijima/vol04/ijima04-03-p02.pdf

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 convergence and divergence with the need 1 for systems of finite-element sequences of fuzzy perceptive elements are obtained in this paper. Theorems about failing of the theoretic-possibility analogue of the law of large numbers for converge with the opportunities and the converge with need 1 are proven.

Keywords: theory of possibility, fuzzy logic, convergence of fuzzy perceptive elements.

ACM Classification Keywords: G.3 – Probability and Statistics; I – Computing Methodologies, I.6 – Simulation and Modeling.

Link:

About convergence of fuzzy perceptive elements sequences, defined on different opportunities spaces

Alexei Bychkov, Eugene Ivanov, Olha Suprun

http://www.foibg.com/ijima/vol04/ijima04-03-p01.pdf

Abstract: For educational organizations offering e-learning, intensive flow of technological innovations may be considered as both blessing and curse at the same time. On the one hand, many challenging tasks, such as creation of multimedia content, become easier with new technologies and tools, so e-learning creation, support and delivery is currently affordable in sense of investments and human resources as a part of common educational practice. On the other, large scale technological changes, such as transfer to a new platform, require meticulous analysis of potential benefits and drawbacks due to the need for personnel training, compatibility problems or unexpected development costs. Introduction of mobile learning as an option for distance learning delivery is a typical example. Nowadays e-learning services are available globally, so high technical quality and pedagogical soundness of learning offers are the issue of survival for educational organization. Technology innovations, as m-learning, cannot be ignored, taking into account wide availability of not only mobile devices but also mobile applications and services. Smartphone’s and tablets are widely used by the youth for various forms of communication, including email, Skype and specific apps, for playing games, or for internet access to news, data and content - browsing/skimming, listening to favorite music or watching HD video. Therefore, e-learning organizations have no other choice than offer m-learning for their customers - a learning content in a mobile-accessible mode - as it enhances flexibility, extends "learning hours" by time spent on commuting, waiting, and unexpected breaks, and thus makes e-learning offer more attractive. Several approaches to introduce m-learning are known, and each of them has both benefits and drawbacks further discussed in the paper. Thus each organization has to make its own decision based on short- and long-term analysis of its resources, personnel skills and qualifications, potential audience, and many other factors. There is no universal method to evaluate all of them, and related error cost may be significant. Moreover, due to specifics of mobile devices and environment in which mobile learning takes place, as well as some implementation issues, mobile mode may be rather an option for e-learning delivery and cover some but not all learning experiences offered in a course. Therefore, introduction of m-learning should not be costly or time-consuming, and should not require changes of the established e-learning International Journal "Information Models and Analyses" Volume 4, Number 2, 2015 193 processes. Considering that m-learning is a new delivery method, we decide to offer it in a trial mode to evaluate customers' readiness and preferences and adjust related mechanisms and resources accordingly. Based on the analysis of the approaches and requirements to mobile delivery, we suggest generating of podcasts as a first step in m-learning implementation. Further, the implementation of podcasts is described and its relevance is discussed.

Keywords: e-learning, m-learning, podcasting, LMS, content

ACM Classification Keywords: D. m Miscellaneous

Link:

PODCASTS: A BRIDGE FROM E-LEARNING TO M-LEARNING

Larisa Savyuk, Oleksiy Voychenko

http://www.foibg.com/ijima/vol04/ijima04-02-p07.pdf

Abstract: This paper discusses the problems of the agent-based simulation system design. It is well known that agent models extend the capabilities of simulation for solving some problems that can’t be solved by the methods of system dynamics and discrete event simulation. Particular attention in the design and the implementation of agent-based simulation authors pay to the problems of distributed simulation and the problems of intelligent agent’s implementation and the use of ontologies at all stages of the simulation experiments.

Keywords: simulation, agent-based model, distributed simulation, intelligent agent

ACM Classification Keywords: I.6 SIMULATION AND MODELING I.6.8 Types of Simulation - Distributed : I.2 ARTIFICIAL INTELLIGENCE I.2.5 Programming Languages and Software - Expert system tools and techniques

Link:

THE EXPERIENCE OF THE AGENT-BASED SIMULATION SYSTEM DEVELOPING

Elena Zamyatina, Danil Karimov, Artiem Mitrakov,

http://www.foibg.com/ijima/vol04/ijima04-02-p06.pdf

Abstract: The problem of constructing an optimal portfolio of securities under uncertainty was considered. The global market crisis of recent years has shown that the existing theory of optimization of investment portfolios and forecasting stock indices exhausted and the revision of the basic theory of portfolio management is strongly needed. Therefore the fuzzy sets theory was used for getting an optimal portfolio. In this paper direct, dual and multicriteria problems with the use of triangular membership functions work were considered. The problem of portfolio optimization during the time period also was described in this article. In direct task we define structure of a portfolio, which will provide the maximum profitableness at the set risk level. In dual task we define structure of a portfolio, which will provide the minimum risk level at the set level of critical profitableness. In multicriteria problem we simultaneously maximize profitability and minimize risk level. The input data for the optimization system were predicted by using the Fuzzy Group Method of Data Handling (FGMDH). The optimal portfolios for assets were determined. The comparative analysis of optimal portfolios obtained by different methods and approaches was fulfilled.

Keywords: membership function, fuzzy sets theory, optimal portfolio, investments, stock securities, fuzzy number, FGMDH

ACM Classification Keywords: G.1.0 Mathematics of Computing– General – Error analysis; G.1.6 Mathematics of Computing – Numerical Analysis – Optimization - Gradient methods, Least squares methods; I.2.3 Computing Methodologies - Artificial Intelligence - Uncertainty, “fuzzy”, and probabilistic reasoning.

Link:

CONSTRUCTING AN OPTIMAL INVESTMENT PORTFOLIO BY USING FUZZY SETS THEORY

Yuri Zaychenko, Inna Sydoruk

http://www.foibg.com/ijima/vol04/ijima04-02-p05.pdf