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Semenova N.V.,Ukrainian Academy of Sciences | Kolechkina L.N.,Poltava University of Economics and Trade | Nagirna A.M.,Ukrainian State University of Finance and International Trade
Cybernetics and Systems Analysis | Year: 2011

Vector optimization problems over a fuzzy combinatorial set of permutations are investigated. Based on the properties of the convex hull of a fuzzy combinatorial set of permutations, modifications of multicriteria choice methods are developed and substantiated for a fuzzy feasible combinatorial set. Mathematical models of some application problems are presented. © 2011 Springer Science+Business Media, Inc. Source


Babich M.D.,Ukrainian State University of Finance and International Trade | Getsko A.M.,Uzhgorod National University
Cybernetics and Systems Analysis | Year: 2014

We consider the estimation of the accuracy and computational complexity of the combined s-algorithm of the separation of all the solutions in a given bounded domain and their iterative correction up to the required accuracy in the approximate computational solution to multiextremum problems of global optimization of twice continuously differentiable functionals. © 2014 Springer Science+Business Media New York. Source


Kotlyar V.Yu.,Ukrainian State University of Finance and International Trade | Smyrnova O.V.,Taras Shevchenko National University
Cybernetics and Systems Analysis | Year: 2012

An arbitrage practice and its various applications to the betting market are considered. The ratio of profit and commitments and brake-even value of the market are proved. The concepts of speculative and systematic probabilities, conditional profit and conditional loss from a market event, and the efficiency of game strategies are analyzed. A typical two-position model of trading at an exchange is considered. © 2012 Springer Science+Business Media New York. Source


Kuznichenko V.M.,Ukrainian State University of Finance and International Trade | Lapshyn V.I.,Ukrainian State University of Finance and International Trade
Naukovyi Visnyk Natsionalnoho Hirnychoho Universytetu | Year: 2015

Purpose. Construction of a deficit-free model of exchange for continuous processes with an external management. Methodology. Based on the Markov Chain theory, methods of the Laplace transform and Z-transformation the intensity matrix and the corresponding transition matrices were determined. The transformation of matrices function into polynomials was done using the Cayley-Hamilton theorem. Findings. The methodology of construction of the deficit-free model of exchange based on the Markov Chain theory for continuous processes with an external management was developed. The results of the continuous and discrete models coincide. A deficit-free model assumes that in the process of exchange and when entering the stationary mode its participants have zero balance. Control force as an action of administration due to the redistribution can correct the results of exchange between the participants of the process. The model allows determining the control force (influence) for the processes of realization of a certain program of exchange. Originality. Earlier, the deficit-free model of exchange that is based on the Markov Chain theory with an external management was constructed and used only for discrete processes. Practical value. The model may be used in the different economic systems for the study and planning of exchange processes taking into account an external management continuous in time. Such systems can exemplify the linear model of international trade, money and commodity streams between the performers of regional budgetary projects. Further development of the research supposes the construction of a deficit model. In the deficit model, the processes of receipt and transmission of elements of exchange are divided. This can result in a negative or positive balance of some participants. © 2015 V.M. Kuznichenko, V.I. Lapshyn. Source


Koliechkina L.N.,Poltava University of Economics and Trade | Dvernaya O.A.,Poltava University of Economics and Trade | Nagornaya A.N.,Ukrainian State University of Finance and International Trade
Cybernetics and Systems Analysis | Year: 2014

We propose an approach to solve a multicriteria optimization problem on combinatorial configuration of permutations by using graph theory, taking into account the properties and structure of the set of permutations. The subprogram of the method of searching for configuration points that uses the coordinate method in the proposed modified approach is described. © 2014 Springer Science+Business Media New York. Source

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