Integrated Systems of Automated Designing Laboratory ( ISAD )

READY DEVELOPMENTS

SOFTWARE

The computer allows to solve all those problems which did not exist before
invention of a computer.
Computer news

Software is so important for the evaluation and analysis of risk and efficiency in systems that without it problems are not existing. In other words, the computer can solve those problems, which did not exist before invention of the computer. Constructing of risk LP-model on statistical data and risk analysis has high computational complexity and can be performed with the use of computers and special Software only. We developed a set of programs for performing of these works.

- Software for "LP-classification” models class (credit risks), including problems of identification;
- Software for "LP-efficiency” models class (security portfolio risk);
- Software for "LP-modeling” models class (Software by V. Alexeev); solution of logical models with logical connections OR, AND.

TRAINING COURSE

You can leave the science, but not before you write a textbook.
The precept to Professors

The course is based on books that were be published in Russian and English, second edition.

Lectures

Foundations of logical and probabilistic (LP) theory of risk and efficiency of systems.
Representation of systems as structurally complex objects with logical (L) variables and finite set of random events.
Transition from the statistical tabular database (DB) to the knowledge base (KB) as system of L-equations.
Two types of events in the statistical data: the emergence and failure of states.
Classes of LP-models of risk and efficiency.
Boolean algebra and logical variables in LP-models of risk and efficiency.
Groups of incompatible events and Bayes' formula.
Connection of risk LP-models for different classes.
Structural, logical and probabilistic risk models.
Risk LP-models of LP-modeling class.
Risk LP-models of LP-classification class.
Risk LP-models of LP-forecasting class.
Procedures of technology of automated LP-management systems.
Dynamic and combined risk LP-models.
Databases and LP-models for identification of topologically and functionally dangerous elements of infrastructure.
Identification of models of LP-classification class under statistical data.
LP-analysis of risk and efficiency of systems.
LP-management of risk and efficiency of systems under monitoring data.
Example of risk management for goals of system's development.
Software for classes of risk LP-models.
Risk LP-models for deciding difficult economic problems.
I³ technology for management of risk and efficiency in economics.
LP-management of invalidity risk in economic processes and systems.
Classification of developments and research on LP-management of risk and efficiency in structurally complex systems.
Forecasting of risk and disasters in the economic and technical systems.
Axioms and theorems of LP-management of risk and efficiency.
LP-model of credit risk of individuals.
LP-model of credit risk of legal persons.
LP-modeling and analysis of operational risks.
Scenario risk LP-model of bribes and corruption.
LP-models of security portfolio risk.
LP-model of risk of company's management.
LP-analysis of risk and efficiency of restaurant (shop, warehouse).
Review of applications and features of LP-management of risk and efficiency.
Conseptions and subject indexes of LP-management of risk and efficiency.
Some details of the algebra of logic.

Laboratory works

We use in laboratory works special software for the training course "LP-management of risk and efficiency in the economics". Laboratory works are performed with using of classes of risk LP- models.

LP-models of efficiency. LP-models of security portfolio risk:

Work 1. LP-choice of security portfolio structure.

Work 2. LP-analysis of the portfolio and parameters of risk and yields.

Work 3. LP-optimization of security portfolio.

Work 4. Evaluation of portfolio LP-management efficiency.

LP-models of classification. LP-models of credit risks:

Work 1. Identification of the risk LP-model under statistics.

Work 2. Assessment and analysis of credit risk.

Work 3. Asymmetry of recognition of good and bad credits.

Work 4. Analysis of the LP-model of credit risk.

Work 5. Analysis of bank's credit activity.

LP-modeling

Scenarios developed by students of the 5-th course and post-graduates (specialties "Informational technologies in economics" and "Economic cybernetics") are following:

Non-success risk of economics restoration in the Russian Federation
Risk of person’s death
Non-success risk of the company’s development
Non-success risk of getting education
Risk of EURO falling
Non-success risk of the company’s functioning
Risk of the service system failure
Risk of collision of two cars at a cross-road
Risk of the company’s staff reduction
Risk of the company’s bankruptcy
Non-success risk of activity and election of the President
Risk of reduction of the enterprise’s profit
Risk of the world crisis
Risk of political non-stability in the country
Risk of public disturbances in Russian Federation
Risk of a restaurant’s ruin
Risk of a design-studio’s bankruptcy
Risk of efficiency reduction of the enterprise’s activities
Risk of the crisis in Russian Federation
Non-success risk of marketing strategy of the company
Risk of the oil prices’ falling
Risk of ill-luck in a person’s life
Risk of non-success of difficult economic problems solution
Risk of bribes and corruption in organization
Risk of the official’s bribes
Risk of bribes in service
Risk of non-success of small and medium-scale business development
Risk of non-success of bank risks management
Risk of non-validity of testing and developing of the system.

METHODICAL MATERIALS

1) Classification of developments and research in risk LP-management of structurally complex systems;

2) I³ - technologies for management of risk and efficiency in economics;

3) Non-success risk LP-model for decision of difficult economic problems;

4) LP- model of credit risk;

5) LP- model for security portfolio risk;

6) LP-model for the analysis of social economic processes;

7) The risk of invalidity in economic systems and processes;

8) Forecasting of risks and disasters in economic and technical systems;

9) Databases and LP-models for determination of topologically and functionally dangerous elements in infrastructure;

For everyone who is interested in this materials, contact the address above.

Basic publications on theme

Books

Solojentsev E. D. Management of risk and efficiency in economics. Logic and probabilistic approach. SPb.: Publish house SPb. University, 2009, 270 p.
Solojentsev E. D. Scenario Logic and Probabilistic Management of Risk in Business and Engineering. Springer: Second edition,2008,500p.
Solojentsev E.D. Scenario Logic and Probabilistic Management of Risk in Business and Engineering. SPb.: Business-pressa, Second edition, 2006, 540 p.
Solojentsev E. D., Stepanova N. V., Karasev V.V. Transparency of Methods for Assessment of Credit Risks and Ratings.Saint Petersburg.: St.Petersburg University Press, 2005. Pages - 197 p., Figures - 27; Tables - 38; Refers - 79. (In Russian)

Papers

Solojentsev E.D. Subjects of research on LP-management of risk and efficiency in structural and complex systems. In works of conference "Safety of critical infrastructure and territories". Ekaterinburg: US RAS, 2009.
Solojentsev E.D. Logic and probabilistic approach to modeling, analysis and management of risk and efficiency in social and state systems.- Problem analysis and state – management designing.- 2009, 3.
Solojentsev E.D., Karasev V.V. Management of risk and efficiency in economics on bases of I³ – technologies.- Problem analysis and state – management designing.- 2009, 2.
Solojentsev E.D. Management of risk and efficiency on the base of building knowlidge on bases of statistical data. – Economics and management. 2008, 2.
Solojentsev E.D. Д. LP-models of non-success risk of decision of difficult economical problems (in print).
Solojentsev E.D. Logic and probabilistic management of risk non-validity of testing (developing) of systems and processes (in print).

APPLICATION

1. Training course "Research of risks in economics": Lectures, 15 laboratory works, software.

2. Propagation of books, articles, conference proceedings.

3. Consultations on modeling, analysis, management and forecasting of risks in companies, banks, economic, social and technical systems.

4. Propagation of software for different classes of risk LP-models.

5. Training on the course "Managеment of risk and efficiency in structurally complex systems."

6. Holding of International Scientific Schools "Modeling and analysis of safety and risk in complex systems" (MASR).

7. Holding of monthly city seminar "Management of risk and efficiency in structurally complex systems."

ISAD Main Page

Tel.: +7(812)321-47-66; Fax: +7(812)321-47-71;

E-mail: esokar@gmail.com