Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset
We study an optimization problem for a portfolio with a risk-free, a liquid, and an illiquid risky asset. The illiquid risky asset is sold in an exogenous random moment with a prescribed liquidation time distribution. We assume that the investor chooses an exponential ...
An optimization of FIM method for three-dimensional eikonal equations
A Fast Iterative Method (FIM) for eikonal equations  are convenient and optimal in two-dimensional and small three-dimensional models. But it takes a lot of time and random access memory for big three-dimensional models. This article describes the time and memory optimization of this method for big 3d models. The results ...
Performance optimization methods for web resources of culture organizations
Client-side optimization methods are very efficient to improve performance of web resources of culture organizations. In comparison to server-side optimization these methods are related to frontend architecture only and can’t be achieved only with additional hardware....
Client-side performance issues for web resources
reveals 2 seconds as the new threshold of acceptability for eCommerce web page response times. Business Wire. URL: http://www.businesswire. com/news/google/20090914005141/en.
top 100 weblog performance survey. Website Optimization. URL: http://www.websiteoptimization.com/speed/tweak/average-top-100-weblog.
web page size triples since 2003. Website Optimization.
URL: http://www.websiteoptimization. com/speed/tweak/average-web-page.
of the ...
Set of algorithms for constructing university timetable – part 1: system of evaluating timetable quality based on fuzzy logic and features of algorithm for searching an optimal timetable
... timetabling and highest penalty imposed on one of the constraints. The system based on a series of intelligible rules and use the algorithms of fuzzy logic for getting the final evaluation of timetabling was created. An algorithm for searching a set of Pareto optimal timetables based on the Pareto simulated annealing algorithm is constructed.
Рутковская Д., Пилиньский М., Рутковский Л.
Нейронные сети, генетические алгоритмы и нечеткие ...
Kant and the Problem of Optimism: The Origin of the Debate
Kant scholars have rarely addressed the notion of optimism as it was interpreted by the Königsbergian philosopher in the mid-18th century. The notion originates from Leibniz’s Theodicy and from debates over whether the actual world is the best of all possible worlds. The first of a two-part series,...
Development of a Method of Optimal Design of Structure and Parameters of Technical Means of Information Protection
Based on the specific features of technical means of information protection as a special class of complex systems, it is proposed the problem of synthesis of structure of means of protection to decide as a multicriterion optimization problem taking into account the influence of structure and performance on selected quality indicators.
1. Цвиркун А. Д. Основы синтеза структуры сложных систем. М., 1982.
2. Пападимитриу ...
Model studies of the optimization procedure for the design parameters of the log-periodic C-band antenna
An optimization procedure for constructive parameters of the log-periodic C-band antenna developed in the patent No. 2571607 “Microstrip logoperiodic antenna” is investigated. The electrodynamic model of the log-periodic microstrip- type antenna for ...
Finding optimal BKZ parametrs for NTRU lattice reduction
This article is devoted to selection of optimal parameters for lattice reduction attack against lattice-based cryptosystems that use lattices with low rank sublattices. It illustrates design flaws caused by current approach to buiding these types of cryptosystems. Its relevance and novelty ...
Kant and the Crusians in the Debate on Optimism
n this article, which completes a two-part series on the problem of optimism in Kant’s works, I explore in detail the arguments advanced by the Crusians A. F. Reinhard and D. Weymann against the actual world as the best of all possible worlds and in favour of the actual world as one of the good worlds, Kant’s counterarguments ...
A. About the method of optimizing the parameters of antenna systems
The article is devoted to the development of methods for optimizing the structural parameters of antenna systems, performed in order to improve the basic performance characteristics. Models are considered and estimated calculations are carried out for structures implemented using symmetric vibrators. Conclusions ...
A solution of the transport task in relation to the cargo rail transportation
A task of searching of the optimal route maximizing the carrier profits is formulated. А сomparison of several methods of this task solution is carried out.
1. Balas E., Martin G. ROLL-A-ROUND: Software Package for Scheduling the Rounds of a Rolling Mill. Pittsburgh, PA, 1986....
Examples of the mathematical model of the management company
... as an example of a managing company are considered. The first model is based on balance equations of the organization. It takes into account and systematizes income and expenses of a managing company. The second model is presented in the form of the optimal control problem. Wherein, the discounted profit of the company was selected as an optimization element, whereas the costs of housing modernization were chosen as a control element.
Бабина В. В. Проблемы развития рынка ...
Optimization of Repeatability Injured Backbone with the Help of Rigid Laminas on the Basis of a Mathematical Model of a Three-Vertebra System
For backbone complex of the human’s spine with alternative of a cuneiform strain mean backbone the stabilizing rigid lamina (for front and
back abutment complexes) holds optimization of stiffness of stabilizing of a lamina Ссt1 on an objective function of offset 2 backbone, at its sufficient mobility.
Орлов С. В., Бобарыкин Н. Д., Латышев К. С.
Математическая модель ...
Development of technology for publishing very large spatial data volumes using open source systems
The technology of large spatial data volumes pre-processing and publication using different methods to optimize access to the raw data to achieve optimal performance mapping system based on the open source software. The methods for optimizing very large scale spatial data across different scales of data generalization and publication of fragmented images
Formalization and solving optimal control technological complexes
... оптимального управления сложными технологическими объектами. М., 2004.
Rutkovsky A., Arounyants G., Kovaleva M., Tedeeva N.
automated systems, mathematical methods, plurality of interconnected paths, optimal control, finite control
Foraging strategies in the pine marten Martes martes: A model
A study based on tracking techniques showed that the foraging strategies of pine martens constitute stereotypes combining optimal foraging productivity with reducing the number of risk situations. In this species, foraging takes place in forest-grassland ecotones, which ensures a combination of foraging efficiency and risk-aversion.
1. Владимирова Э. Д. Особенности ...
Optimization of parameters of antenna systems for radiofrequency irradiation of polycrystalline compounds
... frequency methods of substance research. The operation of search and other devices in remote mode imposes certain conditions on the parameters of transmitting contours, which must be taken into account when building them. The authors outline ways to optimize a number of design characteristics of transmitting antenna systems, which will increase the efficiency of radio engineering systems used for detecting and analyzing objects that are in the volume of polycrystalline substances.
Modeling studies of filtering process of the radio pulse from noise
Presents the results of model studies of the possibilities of a filtration of pulse centered on the background frequency interference maximum likelihood method. Basis are the principles of the theory of optimal reception and submission of the linear space of signals. Shows odnosno-ness of the solution of the filtering problem in the field of orthogonality of signal and noise, and their reorthogonalize . Submitted to evaluation of the dynamic range of ...
iltering of signals from noise by maximum likelihood method
A method of filtering radar pulse on the background of the focus obtained by frequency interference. The basis of the method are the principles of the theory of optimal reception and position of the linear space of signals. Derived the basic expressions when filtering of the signal strength in the area of orthogonality of signal and noise, and their non-orthogonality. Equations for impulse and hour-tonyh characteristics ...
Multiparametrical optimization of multimodal functions
The course of development of a software for multiparametrical optimization on the basis of genetic algorithms is described. A brief description of a subject domain is given and a feature of the problem is explained. The basic development cycles and achieved on a today level of execution and structure of the program ...
On the optimal passing of distinguished points for parallelized Pollard’s rho-method
... problem (ECDLP) based on Pollard’s rho-method in the computational model SPMD using technology of message passing are considered. It is researched how many central processes are needed and what proportion of distinguished points is needed to be set to optimize an expected working time of this algorithm under the constraints of available memory; analyses the testing results of the developed program.
Van Oorschot P., Wiener M.
Parallel collision search with cryptanalytic applications
Computer modeling of magnetic systems of stationary plasma thrusters
Method of making calculations of magnetic field in application programs package NISA is presented, which makes possible to determine its parameters and topology with acceptable accuracy. Calculations allow to optimize construction of thruster’s magnetic systems, to determine electrical and life’s characteristics, anode and cathodes positions before fire tests.
Hofer R. R., Jankovsky R. S
. The influence of current density and magnetic field topography ...
Method for Calculating the Optimal Configuration of a Wind Generator
Paper is devoted to development of calculation method for optimal configuration of wind generators. Electromechanical features of permanent magnets synchronous generators with round rotor are researched, formularization is made for these features. Also mechanical properties of wind turbines with horizontal ...
To the question of control of accuracy in solving the inverse problem microseismic
Discusses the issues of control accuracy for solving the inverse kinematics problem of microseismic. This problem is to determine coordinates of acoustic emission sources. Investigate questions of constructing optimal algorithms and the influence of noise in the data on the stability of the obtained solution. Demonstrate the effectiveness of this approach in comparison with generic algorithms without estimation of optimal parameters of the solution.
1. Erokhin ...
Optimal parameters for consequences of tangential and two-frequency decompositions
. Iterative solution of large sparse systems of equations. New York, Springer-Verlag, 1993.
Buzdin A. A., Vasilieva E. A.
systems of linear equations, incomplete block-decomposition, tangential decomposition, twofrequencies decomposition, optimal parameters.
Development of electric road transport: simulation modelling
... transport is rapidly gaining popularity across the world. It is an example of technological advancement that has multiple consequences for regional economies, both in terms of the adaptation of production, transport and energy systems and their spatial optimization. The experience of leading economic regions, including countries of the Baltic Sea region, shows that electric transport can potentially substitute traditional transport technologies. Based on an authentic model of system dynamics, the authors ...
The conflicts of woodland management and the methods of these conflicts resolution in the Kaliningrad Region
The article examines the conflict situations, caused by the anthropogenic transformation of forest landscapes in some areas of the Kaliningrad region. The ways of timber exploitation optimization, including the possibilities of the development of forest bee-keeping are examined.
о состоянии и об охране окружающей среды Калининградской области в 2003 году....
About very significant and optimal status of Russian language outside Russia (on the basis of Belorussia experience)
1. Головко Ж. С. Современное языковое строительство в Восточной Славии.Харьков, 2010.
2. Літаратура і мастацтва. 2003. 31 янв.
3. Літаратура і мастацтва. 2007. 10 авг.
The features of work of the vibrator aerial in the running wave mode
Features of work of the asymmetrical vibrator are considered. The analysis of various operating conditions is made. Calculation of optimal model of the aerial is made.
Муравьев Ю. К.
Антенные устройства для радиосвязи. М., 1998.
Afanasiev M., Shpilevoy A., Popov A.
the asymmetrical vibrator, a pass-band, electric capacity of the ...
Kant and the “internal colonisation of Russia” (on the book In¬ternal Colo-nisation. Russia’s Imperial Experience by A. Etkind)
... Universität Königsberg (1720–1804) / Mit einer Einleitung und Registern hrsg. von M. Oberhausen, R. Pozzo. Bd. 1, 2. Stuttgart-Bad Cannstatt, 1999. S. 311, 318, 325-326, 346, 353
10. Sgarbi M. The Kant-Weymann Controverse. Two Polemical Writings on Optimism. Verona, 2010
11. Weymann D. Beantwortung des Versuchs einiger Betrachtungen über den Optimismus: Den 14. October, 1759. Königsberg, 1759. ND // Sgarbi M. The Kant-Weymann Controverse. Two Polemical Writings on Optimism
12. Kant I. Brief ...
The ultrasound volumetry: selecting optimal formula based on linear liver dimensions (ex vivo study)
The authors aim to identify the most optimal formula for calculating the volume of liver based on its linear size ex vivo. The authors measured liver volume in thirty-three corpses by placing the liver in water and calculating the displaced volume of the liquid. Liver was measured in each ...
Ways to optimize the characteristics of active synthesizers frequency
... statistical estimation. This work primarily deals with theoretical methods of research which were used to identify approaches to the mathematical description of atmospheric phenomena models of wind shear, turbulence. The author also analyses relevant the optimal methodology (Russian and foreign papers) for developing software products which takes into account the authors own experience obtained in the process of work at the Russian aerospace industry enterprises.
1. Campbell-Kelly M. Development and ...
Country Competitiveness: an Empirical Study
... Outlook, October 2013: Transitions and Tensions, available at:
14. Immervoll, H., Kleven, H. J., Kreiner, C. T. Verdelin, N. 2011, Optimal tax and transfer programs for couples with extensive labor supply responses, Journal of Public Economics, Vol. 95, no. 11—12, p. 1485—1500.
15. Helpman, E. 1984, A simple theory of international trade with multinational corporations, Journal ...
Model researches of a single-mirror antenna with a dual-band log-periodic irradiator directional properties in MathCAD
The results of single-mirror antenna with a dual-band log-periodic irradiator geometric parameters optimization and model researches of it’s range properties in MathCAD are presented in this article. The model of the mirror antenna radiation field used by the authors is based on the base of the surface currents method, the method of induced EMFs ...
Development of simulation model of manufacturing process of the electro-pneumatic valve control unit
... Имитационное моделирование. СПб., 2014.
2. Мезенцев К. Н. Моделирование систем в среде AnyLogic. М., 2015.
Enoyarvi S. O., Tkachenko S. N., Maklahova I. S., Karpinskaya T. A., Pets A. V.
simulation model, optimization, AnyLogic
Web resources technical availability
... словарь-справочник:введение в современные информационные и телекоммуникационные технологии в терминах и фактах. М., 2006.
website availability, client-side optimization, informational resources, web resources, web performance, technical availability
Investigation of operating modes of a mobile solar power plant with non-stationary load
... the work is an experimental study of the influence of solar radiation power dynamics on the volume of electricity generated, the study of the energy balance of the test facility, the study of the possibilities and development of recommendations for optimizing energy losses in the low-voltage mode of the equipment.
Chizhma S. N., Molchanov S. V., Matyunin P. A., Zakharov A. I., Aleshenko A. N.
mobile solar power plant, automatic trading plant, vending machine, solar panels, power consumption
Model of ionospheric signal with the multiplicate hindrance
... сигналов : курс лекций для радиофизических специальностей. Калининград, 2008.
Molostova S., Nikitin M., Vlasova K., Bessonov V., Liberman I.
ionosphere, radio wave propagation, the theory of optimal reception, the multiplicative noise, Doppler filtering.
Study of antenna of leaky waves with the slot of an arbitrary length in the waveguide by the method of equivalent circuits
... describe the electrical processes in the antenna of leaky wave. The slot of an arbitrary length in the waveguide wall is considered as non-uniformity of resistive-capacitive type with distributed parameters. The calculations are performed to determine the optimal values of the antenna parameters.
1. Захаров В. Е., Котова Д. С. Применение метода эквивалентных схем для расчета линии вытекающей волны // Вестник Балтийского ...
The ecological and biological characteristics of plants in the course of forcing
... conditions for hybrid lily bulbs in the course of forcing. The authors come to the conclusion that taller plants are obtained after a three week storage at a constant low temperature. The time span between planting and flowering is 60—75 days. The optimal temperature for plant storage during forcing rages from 18 to 20 °С.
растений в Главном ботаническом саду им. Н.
В. Цицина: к 50-летию основания / С.
Perspective heat supply operation buildings of multiple parameters
A promising concept for managing the work of heat-paragraph shall ated microdistrict from several houses is described. The possibility of an adaptive optimal control of several parameters — temperature, ambient air, the dynamics of change, direction and speed of wind, sun exposure facade.
1. Вольвач А. Ю., Нестеров С. В., Толстель О. В. Нечеткое управление ...
Mathematical processing of measurements results in a laboratory practical work
The problems connected to a technique of mathematical processing of measurements results in a laboratory practical work are considered. The purpose of measurements results processing is optimization of procedure of random error calculation.
1. Зайдель А. Н. Ошибки измерений физических величин. Л., 1974.
2. Кондратьев Е. Ф., Васильев А. С. Обработка экспериментальных ...
The mathematic modelling of the product manufacturing under heterogeneous constraints
This paper addresses the problem of optimizing a company's cost performance under heterogeneous constraints. The author proves the appropriateness and efficiency of applying the Lagrange multipliers to this end, which makes it possible to move from the conditional to the unconditional extremum....
On the strategy for power sector development in the Kaliningrad region
... исследований. 2005—2010.
: http://gnatukvi. ru/ind.html (дата обращения: 11.11.2009).
Kaliningrad regional power sector, main generation complex, backup generation complex, regional electrotechnical complex, optimal power consumption management, rank analysis, technocenosis
Search algorithms for an extremum in the maximum likelihood method
... методы оптимизации. Томск, 2012.
5. Лопатин А. С. Метод отжига. СПб., 2005.
6. Ingber L. Very fast simulated re-annealing. Monterey, 1988.
Simonov R., Pakhotin V.
simulated annealing, steepest descent, optimization algorithms, nonorthogonally of signals, optimum reception theory, maximum likelihood method
Introduction of Competence Approach and Optimization of Education Process in Professional Education Manager Training
The article considers the competence approach introduction as one of the priorities and main features of education modernisation. The author outlines methods and activities aimed at the competence approach introduction to education process, considers a model of students’ independent work. A concrete example is drawn to show the specificity of the competence training of students
of the “Business Administration” field of study in the framework of the “Fundamentals of Management” discipline.
ARFI-elastometry of the liver in healthy volunteers: standardization of methods
... existing norms are rather controversial. The article aims at standardization of techniques and the development of protocols for the AFRI elastometry of the liver. The study identifies factors for a more accurate ARFI elastometry imaging of the liver: the optimal position of the patient, access to the liver and the area of initial elastographic assessment.
1. Борсуков А. В., Крюковский С. Б., Покусаева В. Н. Эластография в клинической гепатологии ...
Efficient algorithms for computing superelliptic curves
Represents basics algorithms of arithmetics superelliptic curves and optimal parameters superelliptic curve suitable for cryptography.
1.Koblitz N. Elliptic curve cryptosystems // Mathematics of Computation. 1987. № 48 (177). P. 203–209.
2. ANSI X9.63 Public Key Cryptography for the Financial Services Industry: El-liptic ...
The maximum likelihood method as applied to chirp signals
This article presents signal processing through linear frequency modula-tion (chirp signals) using the maximum likelihood method. The authors have obtained main expressions describing the optimal algorithm for processing these signals, as well as expressions for chirp signal dispersion (Rao-Cramér dispersion). The article presents key findings of model calculations during the reception of chirp signals.
1. Перов А. И. Статистическая ...