350 rub
Journal Highly available systems №1 for 2015 г.
Article in number:
Basic technologies for cost management of life cycle in high available organization-technical-economic systems. Part 4. Stochastic modeling on market of finances, products and services
Keywords: balance sheet profit budget politics credit institutions economical agents efficiency informational technologies investment readiness margin market of finances products and services (FPS) organization-technical-economical system (OTES) output production and distribution turnover funds
Authors:
I.N. Sinitsyn - Dr. Sc. (Eng.), Professor, Head of Department, Institute of Informatics Problems FRC IC of RAS (Moscow). E-mail: sinitsin@dol.ru A.S. Shalamov - Dr. Sc. (Eng.), Professor, Institute of Informatics Problems FRC IC of RAS (Moscow). E-mail: a-shal5@yandex.ru
Abstract:
Methodological support and stochastic modeling technologies for market of finances products and services (FTS) are considered. Special attention is paid to two probabilistic analytical models for processes: (1) credit organization; on the market of FPS; (2) orgamization-technical-economical systems (OTES) for production and realization. Main results for model (1): physical problem statement of dynamical problems; structure of regular and stochastic steams of FPS and its graphs; basic structural elements for FHS agents; algorithms of analytical modeling. Main results for model (2): physical problem statement; basic of balance sheet profit; structure of regular and stochastic streams of turnover funds and its graphs; algorithms of analytical stochastic modeling. Applications: for modern Russia the presented modeling technologies are the basis for forming strategies of investment activities for financial organizations and budget policy of production-commercial companies being OTES partners.
Pages: 61-84
References

 

  1. Pospelov I.G. Modelirovanie ehkonomicheskikh struktur. M.: Fazis: VC RAN. 2003.
  2. Pilnik N.P., Pospelov I.G. O estestvennykh terminalnykh uslovijakh v modeljakh mezhvremennogo ravnovesija // EHkonomicheskijj zhurnal VSHEH. 2007. T. 11. № 1. S. 3−33.
  3. Andreev M.JU., Pospelov I.G. Model upravlenija likvidnostju banka pri sluchajjno kolebljushhikhsja stavkakh procentov // Matematicheskoe modelirovanie. 2004. № 3. S. 3−32.
  4. Andreev M.JU., Pospelov I.G. Kapital v stokhasticheskojj dinamicheskojj modeli ehkonomicheskogo ravnovesija // Matematicheskoe modelirovanie. 2007. T. 19. № 9. S. 49−53.
  5. Andreev M.JU., Pospelov I.G., Pospelova I.I., KHokhlov M.A. Novaja tekhnologija modelirovanija ehkonomiki i model sovremennojj ehkonomiki Rossii. M.:MIFI. 2007. 262 s.
  6. Sinicyn I.N., SHalamov A.S. Lekcii po teorii sistem integrirovannojj logisticheskojj podderzhki. M.: Torus Press. 2012. 624 c.
  7. Sinicyn I.N., SHalamov A.S. Bazovye tekhnologii upravlenija stoimostju organizacionno-tekhniko-ehkonomicheskikh sistem vysokojj dostupnosti. CHast 1. Principy i podkhody // Sistemy vysokojj dostupnosti. 2014. T. 10. № 4. S. 18−47.
  8. Sinicyn I.N., SHalamov A.S. Bazovye tekhnologii upravlenija stoimostju organizacionno-tekhniko-ehkonomicheskikh sistem vysokojj dostupnosti. CHast 2. Proektirovanie integrirovannojj informacionnojj sredy // Sistemy vysokojj dostupnosti. 2014. T. 10. № 4. S. 49−87.
  9. Sinicyn I.N., SHalamov A.S. Bazovye tekhnologii upravlenija stoimostju organizacionno-tekhniko-ehkonomicheskikh sistem vysokojj dostupnosti. CHast 3. Metodicheskoe obespechenie tekhnologijj stokhasticheskogo modelirovanija stoimosti // Sistemy vysokojj dostupnosti. 2015. T. 11. № 1. S. 23−60.
  10. JAmpolskijj S.M., SHalamov A.S. Logisticheskijj podkhod k avtomatizacii upravlenija oborotnymi sredstvami torgovogo predprijatija // ZHurnal «Logistika i upravlenie cepjami postavok». 2013. № 4(57). S. 65−69.
  11. JAmpolskijj S.M., SHalamov A.S. Modelirovanie processov torgovogo predprijatija // ZHurnal «Biznes-informatika». 2014. № 1(27). S. 55−61.
  12. KHeslton B. Razumnye zakupki: podkhod k razumnojj zakupke voennojj tekh­niki s uchetom stoimosti vsego zhiznennogo cikla // Bjul. tekhn. informacii po mat. mezhdunar. konf. «Stoimost zhiznennogo cikla izdelijj oboronnojj i aviacionno-kosmicheskojj tekhniki». M. 2000.