Korshevnyuk L.O.

Formalization of the Problem or Risk Management in Systems of Different Natures

The paper considers the problem of formal statement of the general problem of integrated risk management in complex systems as a whole of different nature. Relevance of such formulations caused with the fact that the existing approaches are directed to local non-systemic risk analysis that do not focus on different and often multidisciplinary nature of the risks, and are not able to overcome the problem of cascaded development of risks. The statement of the problem based on the Merton model is considered.

Effective Implementation of the EM-algorithm using GPGPU

The problem of decreasing of running time for the data processing algorithms is very important especially when they are used in real time. For example, in real time image processing, process control systems, speech recognition, etc. The paper considers the possibility of decreasing running time of the expectation maximization (EM) algorithm using modern computing systems.

Analysis of Investment and Socio-Economic Indicators Using the Methods of Modeling for the Limited Historical Data Sets

In this paper, we analyze the development of economic region of Ukraine using statistical data. Specific features of mathematical models construction techniques for analysis and short- and medium term forecasting of regional macroeconomic processes are considered. We study the approaches to constructing mathematical models with short time series and using intellectual data analysis techniques such as principal component method, Bayesian networks, and regression with lagged variables, extended autoregression and trend polynomials.

Diagnosing Technical Objects Based on Artificial Immune Systems and Bayesian Networks

A generalized information technology for building artificial immune systems for solving problems of technical diagnosis is proposed. The technology allows creating a mathematical description of the drift parameters and detecting anomalies in the operation of complex technical systems. The novel method and algorithm for detecting the location and type of failure of complex engineering system with Bayesian networks and information content criteria are created. The information technology for neural networks development based on the theory of immune systems is developed.