| Vol-2018 urn:nbn:de:0074-2018-4 Copyright © 2017 for the individual papers by the papers' authors. Copying permitted for private and academic purposes. This volume is published and copyrighted by its editors.

# CMDM 2017
Computer Modelling in Decision Making

### Proceedings of the Second Workshop on Computer Modelling in Decision Making
co-located with the VI International Youth Research and Practice Conference on Mathematical and Computer Modelling in Economics, Insurance and Risk Management (MCMEIRM 2017)

### Saratov, Russia, November 9-10, 2017.

Edited by

### Abraham Althonayan, Brunel University London, United Kingdom
Tatiana A. Belkina, Central Economics and Mathematics Institute of RAS, Russia
Vladimir S. Mkhitaryan, National Research University Higher School of Economics, Russia
Dmitry Pavluk, Transport and Telecommunication Institute, Latvia
Sergei P. Sidorov, Saratov State University, Russia

## 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 Control 2-11
  Aleksandr Andreev, Sergey Bezglasnyi, Michael Geraskin, Alena Mukhametzyanova
- Association Rule Mining Methods as Means of Forming the System of Life Quality Indicators 12-22
  Luidmila Bilgaeva, Erzhena Sadykova, Gregory Badmaev
- Greedy Algorithm for Sparse Monotone Regression 23-31
  Alexey Faizliev, Alexander Gudkov, Sergei Mironov, Mikhail Levshunov
- Agents’ Interaction Algorithm in a Strongly Coupled System with a Transferable Utility 32-42
  Michael Geraskin, Olga Kuznetsova
- Process Description of Clustering Experimental Games on Allocation of Limited Resources by the Modified Groves-Ledyard Mechanism 43-49
  Vadim Glukhov, Olga Kuznetsova, Natalia Dodonova
- How Stakeholders Make Decision About Changes in Enterprise Architecture. Cases in Private Business and Public Organization 50-62
  Igor Ilin, Anastasiia Grigoreva
- Modeling of Regional Limits to the Ferrous Scrap Prices Growth in Russia Based on the Auction Pricing 63-73
  Tatiana Ivanova, Violetta Trofimova, Mariia Karelina
- The Lee-Carter Method for Mortality Forecasting: the Case of the Republic of Bashkortostan 74-82
  Irina Lakman, Denis Popov, Nailya Shamsutdinova
- Hedging and Risk Aversion on Russian Stock Market: Strategies Based on MGARCH and MSV Models 83-92
  Valeriya Lakshina
- A Study of Entrepreneurial Activity of the Population in Regions of the Russian Federation by Means of Panel Data Analysis 93-102
  Ekaterina Liskina, Olga Serova
- The Dynamic Model of Advertising Costs with Continuously Distributed Lags 103-112
  Igor Lutoshkin, Nailya Yamaltdinova
- Computer Cognitive Modeling of the Innovative System for the Exploration of the Regional Development Strategy 113-125
  Elena Makarova, Anna Firsova
- Econometric Modeling of Integration Activity in the Russian Economy 126-138
  Vladimir Mkhitarian, Mariia Karelina, Natalia Reent
- Economic Efficiency of the Mechanism for Credit Risk Management 139-150
  Ekaterina Orlova
- Study of a Spatial Structure of Urban Traffic Flows Using a Regime-Switching Vector Autoregressive Model 151-160
  Dmitry Pavlyuk
- Modeling Risks on Licensed Markets: on the Example of the Russian Alcohol Market 161-171
  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 Portfolios 184-192
  Yulia Semernina, Alla Yakunina, Ekaterina Nesterenko, Sergey Yakunin, Evgeny Korobov
- Econometric Models of Car Market Entry Games 193-199
  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 Graduation 200-212
  Marina Telezhkina, Andrey Maksimov, Nataliya Maksimova

We offer a BibTeX file for citing papers of this workshop from LaTeX.

2017-12-09: submitted by Sergei P. Sidorov, metadata incl. bibliographic data published under Creative Commons CC0
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