Modeling of Artificial Intelligence

187-193

Authors: Simon Zh. Simavoryan, Arsen R. Simonyan, Elena I. Ulitina, Viktor I. Samarin, Rafik A. Simonyan, Margarita A. Kardashyan

The work is devoted to the development of methods to search for a fuzzy image of the attacker based on the use of the method of iterations.The search is performed on the data from the specialized knowledge base of malicious actions (patterns) and knowledge of standard situations and values of their allowable performance.

204-209

Authors: Victor Y. Tsvetkov

The article reveals the peculiarities of the current state and development of cognitive semiotics. The article analyzes the peculiarities of cognitive semiotics in the aspect of its relation to information modeling. This article contains an attribute analysis of cognitive semiotics to compare it with the information area. The article analyzes the concept of cognitive semiotics in relation to the area of information modeling. The article shows the feasibility of transferring the methods of cognitive semiotics in the information area and vice versa. The article substantiates the introduction of the concept of "cognitive semiotic modeling".

140-150

Authors: Adnan Dželihodžić, Dženana Đonko

Assuming that the credit is one of the most important banking products it follows that the quality assessment of customer creditworthiness is an essential factor for reducing the risk. With the intention to make a good assessment of creditworthiness many models and algorithms have been developed. Data mining algorithms for classification are very suitable for determining the validity of the application for credit. This paper presents an analysis of the effectiveness of the algorithms for classification of credit applications when they are used alone (as single classifier) as well as comparison with ensemble techniques usage. The techniques used as single classifiers are Neural Networks, Decision Trees and Support Vector Machines (SVM), and ensemble techniques AdaBoost and Bagging. K-fold cross-validation is used for model validation. Experiment is conducted in the Bosnian commercial bank dataset and results according to classification parameters such as accuracy and AUC are presented.

158-165

Authors: Victoria A. Rudenko, Sergey A. Aivazyan, Mikhail Y. Afanasyev

The objective of the research is to expand the application area for the methodology of estimation of a production technical efficiency based on the stochastic frontier model. Some preliminary results show that the use of a precondition regarding the independence of random components of an error can lead to the estimates of technical efficiency that are (ranked) almost contrary to the true values under the condition that the true correlation coefficient for the components is close to 1. In this article we consider a weaker degree of dependence between the random components of an error. In this situation correlation coefficient between the estimates obtained under assumption of independent random components (e.g. by using standard software) and the estimates obtained under assumption of dependent components increases from – 1 to 1. At the same time the estimates of technical efficiency provided by using of normal copula model are directly correlated with the true values. Thus the theory of copula functions can be adequately applied for the purpose of estimation of a production technical efficiency. The use of standard statistical software requires a verification of an assumption regarding independence of random components of an error. The absence of such an argumentation can lead to significant deviations between the estimated technical efficiencies and their true values. It is also demonstrated that a confirmation of the hypothesis regarding the absence of inefficiency during the model’s parameters estimation then can be an evidence of a weak correlation between the true values of technical efficiencies and the estimates of technical efficiency obtained both by using standard software and by using theory of copula functions.

71-78

Authors: Denis S. Fedorova, Vladimir V. Kovalenko

This article provides a method for business process automation of department of claims settlement through the creation of the BPM-system, described its advantages in comparison with the development of traditional information systems. The objectives and problematic business processes were highlighted to solve this problem. As result, the new workflow has been constructed on which BPM-system launched. The project was carried out on the basis of Russian software business modeling Business Studio and ELMA.

88-93

Authors: Hagop Kechejian, Viktor K. Ohanyan, Vardan G. Bardakhchyan

In this paper we use Monte-Carlo method to price Asian options based on futures contracts with multiple maturities in the averaging period. We first derive a closed form solution for Geometric average option based on Andersen'scommodity model and then use the result as a control variate. Our methodeliminates the need for ad-hoc approximations commonly used in practicewhen pricing Asian options based on multiple future contract months.

104-116

Authors: Aleksei B. Nikolenko

This work is devoted to the formalization of iterative calculations. A first-order system intended to simulate content-rich mathematical reasoning is constructed. The chaining process of logical deductions in this system is described, so that to use these conclusions to derive iterative programs to solve some classes of problems of integer numbers array processing. Theorems on deductions constructability and correctness of the derived programs are shown.

15-23

Authors: Sergey A. Aivazyana, Mikhail Y. Afanasyeva

The approach based on the concept of stochastic frontier, to assessing of research team’s human capital, performing research with the financial support of the Science Foundation. The relevance of the problem is determined by the expansion of the use of competitive basis funding for research. As an estimate of research team’s human capital accepted the potential size of the financing in terms of effective use of research team’s human capital. Presents an econometric model, allowed to obtain estimates of the efficiency of research team’s human capital, have received financial support fund for scientific research. As a measure of efficiency is considered matching the size of the financial support of his research team characteristics of human capital. Formulated statistical hypothesis, test results which can be used to improve the competitive application forms and expert profiles, used the fund. It is noted, that when checking the hypothesis of no inefficiency of research team’s human capital, should be used the machine of copula functions, expanding the scope of the stochastic frontier methodology at the expense of rejection of the assumption of independence of the random components of the econometric model and allowing a correct estimates of the efficiency in terms of their dependence.

33-43

Authors: Igor P. Deshkoa, Konstantin G. Kryazhenkova, Evgenii E. Cheharina

The article reveals the contents of virtualization technologies. The article gives the analysis of the current development of virtual models and virtual technologies. Showing the difference between virtualization technologies and virtual simulation.The relationship between cloud computing and virtualisation technologies. The article analyzes the trends in the development of virtual technology. This article describes the cognitive characteristics of the virtual model. The article reveals the contents of the virtual simulation of synergy. This article describes the spatial aspects of virtualization. The article reveals the multiscale virtual simulation.

55-60

Authors: Pavel V. Gluschenkoa

In the article on the basis of analysis of scientific works on risk management, technical diagnostics, forecasting and standards for risk management are considered the most appropriate risk assessment methods for technical dynamic systems, especially risk occurs during the processes of diagnostics and forecasting technical condition of these systems. A brief description of each method considered.