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 Control2-11
  Aleksandr Andreev, Sergey Bezglasnyi, Michael Geraskin, Alena Mukhametzyanova
  
• Association Rule Mining Methods as Means of Forming the System of Life Quality Indicators12-22
  Luidmila Bilgaeva, Erzhena Sadykova, Gregory Badmaev
  
• Greedy Algorithm for Sparse Monotone Regression23-31
  Alexey Faizliev, Alexander Gudkov, Sergei Mironov, Mikhail Levshunov
  
• Agents’ Interaction Algorithm in a Strongly Coupled System with a Transferable Utility32-42
  Michael Geraskin, Olga Kuznetsova
  
• Process Description of Clustering Experimental Games on Allocation of Limited Resources by the Modified Groves-Ledyard Mechanism43-49
  Vadim Glukhov, Olga Kuznetsova, Natalia Dodonova
  
• How Stakeholders Make Decision About Changes in Enterprise Architecture. Cases in Private Business and Public Organization50-62
  Igor Ilin, Anastasiia Grigoreva
  
• Modeling of Regional Limits to the Ferrous Scrap Prices Growth in Russia Based on the Auction Pricing63-73
  Tatiana Ivanova, Violetta Trofimova, Mariia Karelina
  
• The Lee-Carter Method for Mortality Forecasting: the Case of the Republic of Bashkortostan74-82
  Irina Lakman, Denis Popov, Nailya Shamsutdinova
  
• Hedging and Risk Aversion on Russian Stock Market: Strategies Based on MGARCH and MSV Models83-92
  Valeriya Lakshina
  
• A Study of Entrepreneurial Activity of the Population in Regions of the Russian Federation by Means of Panel Data Analysis93-102
  Ekaterina Liskina, Olga Serova
  
• The Dynamic Model of Advertising Costs with Continuously Distributed Lags103-112
  Igor Lutoshkin, Nailya Yamaltdinova
  
• Computer Cognitive Modeling of the Innovative System for the Exploration of the Regional Development Strategy113-125
  Elena Makarova, Anna Firsova
  
• Econometric Modeling of Integration Activity in the Russian Economy126-138
  Vladimir Mkhitarian, Mariia Karelina, Natalia Reent
  
• Economic Efficiency of the Mechanism for Credit Risk Management139-150
  Ekaterina Orlova
  
• Study of a Spatial Structure of Urban Traffic Flows Using a Regime-Switching Vector Autoregressive Model151-160
  Dmitry Pavlyuk
  
• Modeling Risks on Licensed Markets: on the Example of the Russian Alcohol Market161-171
  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 Portfolios184-192
  Yulia Semernina, Alla Yakunina, Ekaterina Nesterenko, Sergey Yakunin, Evgeny Korobov
  
• Econometric Models of Car Market Entry Games193-199
  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 Graduation200-212
  Marina Telezhkina, Andrey Maksimov, Nataliya Maksimova