Intelligent Integrated Systems of Automated Designing Laboratory ( IISAD )


Ready developments

  1. Conceptions of maintenance of complex systems safety: "zero risk", "non-zero risk" and mixed approach.
  2. Complex approach to problem of maintenance of safety with the decision on uniform basis of tasks of risk, diagnosing and debugging.
  3. Support system of economic models for simulation of distribution of resources in tasks of safety, diagnosing, debugging.
  4. Support system of engineering models to obtain the new facts and making decisions in tasks of safety, debugging, diagnosing, control.
  5. Support system of graphic construction and analysis of structural models in tasks of safety, debugging, diagnosing.
  6. Alhorithmic and analytic methods and appropriate software for training the models of risk on the statistical data.
  7. Program for fast orthogonalization of logic function in conujnctional or disujnctional normal form.


SOFTWARE PACKAGE (SP)
"Logic and probabilistic evaluation and analysis of risk"

We have developed new approaches and methods in modeling and analysis of risk in banking and financial sphere. Our methods based on the logical probabilistic risk evaluation models and implemented in software package (SP) LP-evaluation of risk. The distinguishing features of our methods and SP could be summarized as follows:

1. Novelty and advantages of SP "LP-evaluation of risk"

2.Comparison of different methods accuracy in credits classification

Used method

Bad credits classification
error, Eb

Good credits classification
error, Eg

The average error, Em

Linear discriminant analysis 1 (LDA)

0,26

0,279

0,273

Linear discriminant analysis 2 (LDA)

0,287

0,291

0,29

Quadratic discriminant analysis 1 (QDA)

0,183

0,283

0,253

Quadratic discriminant analysis 2 (QDA)

0,283

0,34

0,323

Cluster analysis (CART)

0,273

0,289

0,285

Neural network 1 (NN)

0,38

0,24

0,282

Neural network 2 (NN)

0,24

0,312

0.29

LP-model with GIE Var.1

0,167

0,201

0,191

LP-model without GIE Var.2

0,1433

0,190

0,176

LP-model with GIE after structural
identification - Var. 3

0,126

0,174

0,155

3. Functions of SP

4. Users of SP "LP-evaluation of risk":

Banks of all countries in the world; with the help of SP every bank does the training of its risk LP-models using statistical data on its bank.

5. Developers:

We have large experience in developing and practical application of those kind algorithms. It is the united team of qualified specialist in the area of risk-management with the western experience and has possibility to make development on Windows and Java platforms. With the low labor cost and highly productive and qualified programmers, we can keep up the low prices regarding to competitors. Within several months we could develop the commercial version our SP "LP-evaluation of risk". We offer also the maintenance and further development of SP "LP-evaluation of risk", according to the client needs and demands, the issue of ad-hoc version, reports, etc.

6. Realization:

SP "LP-evaluation of risk" will consist of modules, developed on C ++. Software core of SP "LP-evaluation of risk" will consist of about 3000 operators. At present time there are modules of various functionality in DELPHI-4, C++ and JAVA. Fragments of possible realization SP can be found in demo-version.

7.Our Suggestion

We suggest to make joint project and develop software tools, based on our LP-models and know-how for risk evaluation in banking and financial sphere. To estimate the possible cost of that job we need addition information from your side:

8.Prospect of cooperation

To adapt the SP "LP-evaluation of risk" for evaluation and analysis risk:

The list of the main publications most close relating the offered project:

1.     Modelling and Analysis of Safety, Risk and Quality in Complex Systems / Proceeding of the International Scientific School MA SRQ-2001, St. Petersburg, Russia, June 18-22, 2001 / by Editors I.Ryabinin and E.Solojentsev. - SPb.: Omega, 370 p. (in English)

2.     Modelling and Analysis of Safety and Risk in Complex Systems // Proceeding of the International Scientific School MA SR-2002, St. Petersburg, Russia, July 2-5, 2002 / by Editors B.Ivchenko, I.Ryabinin and E.Solojentsev. - SPb.: Business-Pressa, 540p. (in English)

3.     Solojentsev E.D., Karassev V.V., Solojentsev V.E. Logic and probabilistic risk models in banks, business and quality / Edited by E.Solojentsev. SPb.: Nauka, 1999.- 120 p. (in Russian).

4.     Solojentsev E.D., Karassev V.V. (2001) Risk logic and probabilistic models in business and identification of risk models. -Informatica 25 (2001)49-55 (in English).

5.     Solojentsev E.D., Karassev V.V. Identification of logic and probabilistic risk model of structure in complex systems with groups of incompatible events.- Automation and Teleautomatics, No 3 , 2002, p.p. 97-113 (in Russian and after it is translated in English in USA).


IISAD Main Page

Phone: 7(812) 321 4766
Fax: 7(812) 321 4771
E_mail:
sol@sapr.ipme.ru