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ELEVENTH INTERNATIONAL SCIENTIFIC SCHOOL
in SAINT-PETERSBURG, RUSSIA, JUNE 28 - JULY 2, 2011


"MODELLING and ANALYSIS of SAFETY and RISK
in COMPLEX SYSTEMS" (MA SR 2011)


STATUS

The year 2011 International Scientific School "Modeling and Analysis of Safety and Risk in Complex Systems (MASR - 2011)" will be held in Saint-Petersburg, Russia, June 28 - July 2, 2011. The School will be organized by Institute of Problems of Mechanical Engineering of Russian Academy of Sciences (RAS), Saint-Petersburg Institute of Informatics and Automation of RAS and Bureau of Credit Risk Estimation and Analysis "INO_TEL" Ltd. with the support of the Russian Foundation for Basic Research.

Leading and well-known scientists will give lectures in the field of financial, social, informational and technical risks. The scientific program includes reports and software demonstrations. All participants will have the possibility to see the wonderful city Saint-Petersburg.

The official languages of the School are English and Russian.

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AREAS of INTEREST

The main research areas to be discussed at the School in the year 2011 are:

1.

The consideration of methods of quantitative estimation, analysis, forecasting and management of risk and efficiency in economics, engineering and medicine;

2.

Development of bases of I3 - technologies (intellectual, informational, innovative) for management of risk and efficiency in social and economic systems;

3.

Development of logical and probabilistic (LP) models for successful decision of complex problems;

4.

Consideration of classes of LP-models of risk and efficiency and procedures of I3 - technologies;

5.

I3 - technology software;

6.

Applications of I3 - technologies in economics and engineering;

7.

The development of relations between different areas of risk theory application.



TOPICS

These following more specific topics will be discussed at the School:

a) Risk Models in Economics and Finance

 Market Risk;
 Operational Risk;
 Credit Risk;
 Security Portfolio Risk;
 Risk of Investments;
 Risk in Leasing Operations;
 Classes of LP Risk Models for I3 - Technologies: LP-modeling, LP-classification, LP-efficiency, LP-forecasting;
 Procedures of I3 - Technologies: Construction, Identification, Analysis, Forecasting and Risk Management, Software Development and Adaptation;
 Operative and Strategic Management of Risk and Efficiency in Complex Systems;
 Forecasting of Risk and Crisis in Economic Systems;
 I3 - Technology Applications;
 Training, Testing and Accuracy of Risk Models;
 LP-Analysis of Risk and Efficiency in Social and Economics Systems;
 Risk Models in Macro- and MicroEconomics.

b) Risk Models in Engineering and Ecology

 Risk Models in Nuclear Power Engineering;
 Scenarios and Models of Safety and Risk of Failure in Technical Systems;
 LP Risk Models of Invalidity in Systems and Processes;
 Forecasting of Risk and Accidents in Technical Systems;
 Identification and Optimization in Risk Problems;
 Analysis and Management of Risk and Efficiency under Statistical Data;
 Software for Modeling and Analysis of Risk and Efficiency;
 Software Reliability.

c) Risk Models in Medicine

 Safety and Risk Models in Medicine
 Hospital Risk Management;
 Models of Patient Safety Estimation;
 Clinical Risk Assessment Methods;
 Information Systems for Risk Management in Hospitals;
 Methods of Estimation of Medical Staff Mistakes Probability;
 Medical Equipment Reliability.

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INTERNATIONAL PROGRAM COMMITTEE



PRESIDIUM

Chairman:
N. Machutov, corresponding member RAS (Russia, IME RAS),

Co-chairmen:
A. Agarwal, Professor (India, IIF & IIFBS),
K. Giannopoulos, Professor (Cyprus, Neapolis University),
V.I. Khimenko, Professor (Russia, SPbSUAI),
P.M. Pardalos, Professor (USA, University of Florida),
I.A. Ryabinin, Professor (Russia, Naval Academy),
E.D. Solojentsev, Professor (Russia, IPME RAS),
R.M. Yusupov, corresponding member of RAS (Russia, SPII RAS).


SECTION "RISK in ENGINEERING & ECOLOGY"


I.A. Ryabinin, Professor (Russia, Naval Academy) - chairman

Bochkov A.V. (Russia, VNIIGAZ)

Popentiu F. (UK, City University, UNESCO Chair)

Finkelstein M.S. (S. Africa, University of Free State)

Righini R. (ENEA, Italy)

Indeitsev D.A. (Russia, IPME RAS)

Rotshtein A. (Israel)

Kumamoto H. (Japan, Kyoto University)

Tsiramua S.G. (Georgia, Tbilisi University)

Morosov N.F.(Russia, SPSU)

Volik B.G. (Russia, IPC RAS)

Mozhaev A.S. (Russia, Naval Academy)




SECTION "RISK in ECONOMICS & FINANCE"


E.D. Solojentsev, Professor (Russia, IPME RAS) - chairman

Barone-Adesi (Switzerland) G.

Novoselov A.A. (Russia, ICM SB RAS)

Clark E. (UK, Journal "Frontiers in Finance and Economics")

Odinets V.P. (Russia)

Gallais-Hamonno G. (France, French Finance Association)

Peaucelle I. (France, CNRS/CEPREMAP)

Gallo G. (Italy, University of Florence)

Rogov M. (Russia, "Dubna" University)

Golembiovsky D.Yu. (Russia, Bank "ZENIT")

Roy N. (USA, Education Committee of PRMIA)

Hovanov N.V. (Russia, SPSU)

Rutkauskas A.V. (Lithuania, VGTU)

Kibzun A.I. (Russia, MIA)

Sorwar G. (UK, The University of Nottingham)

Lenz H.-J., (Germany, Freie Universitat)

Stepanov A.G. (Russia, SPbSUAI)

Lesnykh V.V. (Russia, VNIIGAZ)

Tzavalis E. (Greece, Athens University of Economics & Business)

Sarbesh M. (India, NICMAR's CISC)

Uryasev S. (USA, University of Florida)Vitlinsky V.V.(Ukraine, KNEU)

Nikulin M.S. (France, University Bordeaux)

Vitlinsky V.V.(Ukraine, KNEU)



SECTION "RISK in MEDICINE"


L.A. Bezrukov, Professor (Ukraine, BSMA) - chairman

Djuk V.A. (Russia, SPII RAS)

Ramaswamy M. (Oman, Royal Court Affairs)

Rahim Y. (Italy, University of Torino)

Trehan N. (India, Escorts Research Institute)


 

NATIONAL ORGANIZING COMMITTEE

E.D. Solojentsev, Professor, (Russia, IPME RAS) - chairman,
V.V. Karasev (Russia, IPME RAS) - secretary,
B.V. Sokolov (Russia, SPII RAS),
E.I. Karaseva (Russia, SPbSUAI).

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PARTICIPATION

Authors who wish to participate in the School should send a paper or brief thesis of lecture to adm@inotel.org or inorisk@gmail.com, before April 15, 2011 as Microsoft Word file (not more 6 pages, type 11pt). Prior publication all papers will be peer refereed. We will send the invitation to authors of accepted papers before May 1, 2011 by E_mail.
Please, download the rules of paper's writing for publication in MA SR - 2011 Proceedings (MS WORD file, 26.0 kb).
Please, fill in and send us registration form (MS WORD file, 26.0 kb).

 

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PUBLICATIONS

The accepted papers will be published as Proceedings of the School by support of Russian Foundation for Basic Research and sponsors. Detailed information about participants, sponsors and the program of the School will be posted on http://www.inotel.org/masrconference/ .

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SPONSORS

The Organizing Committee is inviting any other interested parties to support financially the School. Sponsors will be honorary guests of the School. Sponsors may place their logotypes and advertising in School's exhibition hall, School's website and all printing materials.

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PROGRAM


___________________________________________________________________
Tuesday, June 28
__________________________________________________________________

Plenary session 1, Conference Hall, IBI
Chairman N.V. Hovanov

1000- 1030

Opening of the International Scientific School MA SR - 2011.
Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy). History Of Appearance, Establishment And Development Of Logical And Probabilistic Analysis In The World.

1030 - 1100

- Berkovich E.(USA, Manhattanville College), Shachmurove Yo. (USA, New York, City College of New York). Framing Collateral Problems For Trading.

1100 - 1130

- Mondello G. (France, Nice, University of Nice Sophia Antipolis). Risky Activities and Strict Liability Rules: Delegating Safety.

1130 - 1200

- Sokolov B.V., Ptushkin A.I., Potryasaev S.A., Okhtilev M.Yu., Maydanovich O.V. (Russia, Saint-Petersburg, SPII RAS). Organizational And Scientific-Methodological Foundations To Reduce The Risk Of Accidents At Industrial Facilities Through The Introduction Of A Closed Control System Of Their Life Cycle.

1200 - 1220

- Coffee

1220 - 1250

- Giannopoulos K. (Cyprus, Neapolis University). A Market Risk Model for Asymmetric Distributed Series of Return.

1250 - 1320

- Biell E., Muller A. (Belgium, Liege, HEC Management School of the University of Liege). Sudden Crash Or Long Torture: The Timing Of Market Reactions To Operational Loss Events.

1320 - 1350

- Blavatskyy P.R. (Austria, Innsbruck, Institute of Public Finance, University of Innsbruck). Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance.

 

Section "Risk in Finance", Conference Hall, IBI
Chairman V.V. Vitlinsky

1500-1520

- Pantina I.V. (Russia, Moscow, Moscow Financial Industrial Academy). Interest Rate Risk: Modified Estimation Model.

1520 - 1540

- Vitlinsky V.V., Piskunova E.V. (Ukraine, Kiyv, Kiyv National Economic University). Modelling Of Risk Of A Managerial Decision Relating To Development Of A Small Enterprise With A Glance Of Composition Uncertainty.

1540 - 1600

- Stefanishina Yu.D., Stefanishin D.V. (Ukraine, Rovno, Institute of Telecommunications and Global Information Space of the NAS of Ukraine). A Method Of Selection Of Investment Portfolio In Natural Resources Use Management With Taking Into Account Of Risk Of Lost Opportunities.

1600 - 1620

- Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS). Risk Of Failure Of Decision Of Difficult Economic Problems And System For Estimation Of Probabilities Of Events Under Expert Information.

1620 - 1640

- Break

1640 - 1700

- Babenko D.A. (Ukraine, Kiev, Kiev National University). The Fuzzy Set Approach To Asset Portfolio Optimization.

1700 - 1720

- Hrytsyuk P.M. (Ukraine, Rovno, National University of Water Management and Nature Resources Use). Profitability Forecasting As The Tool For Estimation Of Risks Of Grain Production.

1720 - 1740

- Pesikov E.B. (Russia, Saint-Petersburg, North-West Institute of North - Western Institute of Print of St. Petersburg State University of the Technology and Design). Analytical Toolkit Of Risk-Management For The Virtual Enterprise.

1740 - 1800

- Orlovskaya Yu.N., Pernarivsky A. (Ukraine, Melitopol, National University of Ukrainian Tax Administration). Prognostication Of System Risks By Method Of Expert Estimations.

 

Section "Risk in Engineering and Ecology", Auditorium 22, IBI
Chairman I.A. Ryabinin

1500-1520

- Afanasiev V.V., Danilaev M.P., Polsky Yu.E., Loginov Yu.E., Usanov A.I. (Russia, Kazan, Kazan State Technical University). Application Of The Multimode Models In The Development Of Means Of Increasing reliability and dependability of complex nonlinear systems.

1520 - 1540

- Grigoriev Yu.D. (Russia, Saint-Petersburg, State Electrical University). Risk Optimization In Task Of Ship?s Orientation Determination.

1540 - 1600

- Zelentsov V.A. (Russia, Saint-Petersburg, SPII RAS), Kussul N.N. (Ukraine, Institute of Space Research of NASU), Sokolov B.V. (Russia, Saint-Petersburg, SPII RAS), Shelestov A.Yu. (Russia, Saint-Petersburg, SUAI). Integrating Disparate Geospatial Information For Risk Assessment Of Natural Disasters.

1600 - 1620

- Albu R.-D., Popentiu-Vladicescu F., Ildiko M.P. (Romania, Oradea, University of Oradea). A Model For Learning Efficiency Improvements.

1620 - 1640

- Break

1640 - 1700

- Shitikova E.V., Tabunschik G.V. (Ukraine, Zaporozhye, Zaporozhye National Technical University); Mitin V.P., Morozov V.I. (Ukraine, Zaporozhye, OAO "Motor Sich"). Risks Ranges Estimates For Gas Turbine Unit For Terrestrial Using.

1700 - 1720

- Vyatchenin D.A., Semenkov O.I. (Belarus, Minsk, United Institute of Problems of Informatics of NASB), Lapitskaya N.V. (Belarus, Minsk, BSEU), Sokolov B.V., Pavlov A.N. (Russia, Saint-Petersburg, SPII RAS). Combined Methods For The Risks Classification Of Emergencies And Multystructural Macrostates In Information Systems.

1720 - 1740

- Naumov I.S. (Russia, Perm, Perm State Technical University), Pushkarev A.M. (Russia, Perm, Perm Military Institute of IT). Modelling Of The Scenario Of Placing Of Resources, Intended For Localization And Liquidation Emergency On Objects.

1740 - 1800

- Buts Yu.V. (Ukraine, Kharkiv, Kharkiv National Economic University), Kraynyuk E.V. (Ukraine, Kharkiv, Kharkiv National Autotraffic University). Modelling of the Emergency Situation Occurrence with Use of Risk-Focused Approach.

 

___________________________________________________________________
Wednesday, June 29
__________________________________________________________________

Plenary session 2, Conference Hall, IBI
Chairman I.A. Ryabinin

1000 - 1030

- Hovanov N.V., Yudaeva M.S. (Russia, Saint-Petersburg, Saint-Petersburg State University). The Use Of Randomized Probability Method For Estimation Of Expected Values And Variations Of Financial And Economic Indicators.

1030 - 1100

- Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS). I3-Technologies For Economics.

1100 - 1130

- Bogatyrev V.A., Bogatyrev S.V., Bogatyrev A.V. (Russia, Saint-Petersburg, State University of Informational Technology, Mechanics and Optics). Vector Optimization of Three-Level Tree Failure-Stable Communication System.

1130 - 1200

- Grigoriev Yu.D., Mityagin S.A. (Russia, Saint-Petersburg, State Electrical University). Influence Of Mutual Dispositions of Lighthouses On Navigation Reliability Under Correlated Measures.

1200 - 1220

- Coffee

1220 - 1250

- Vitlinsky V.V. (Ukraine, Kiyv, Kyiv National Economic University). Objective and Subjective Risk Structure in Economics.

1250 - 1320

- Rogov M.A. (Russia, Moscow, The "Dubna" State International University). Key Risk Indicators (KRI) As An Internal Representation (Hidden Layer Neurins) Of Neural Networks.

1320 - 1350

- Grabusts P. (Latvia, Rezekne, Rezekne Higher Educational Institution), Polaka I. (Latvia, Riga, Riga Technical University). Estimation Of The Efficiency Of Knowledge Acquisition Techniques Using Clustering.

 

Section "Risk in Finance", Conference Hall, IBI
Chairman E.D. Solojentsev

1500-1520

- Babenko V.A. (Ukraine, Kharkiv region, KhNAU). Procedure of the Economic and mathematical simulation of the optimization of control of innovation processes in enterprises of the agribusiness.

1520 - 1540

- Zaytseva I.V. (Russia, Stavropol, The Stavropol State Agricultural University). Optimum Control of Dynamic Economic System.

1540 - 1600

- Kaminsky A.B., Lomovatskaya Ya.V. (Ukraine, Kyiv, Kyiv National University). Modeling Risks Of Information Asymmetry In Collective Investment Schemes.

1600 - 1620

- Sokolov M.V. (Russia, Saint-Petersburg, Saint-Petersburg Economic and Mathematical Institute of RAS). On scale-invariant parametric families of functions.

1620 - 1640

- Break

1640 - 1700

- Stepanenko O.P. (Ukraine, Kyiv, Kyiv National Economic University). Risk Management System In The Banking Sector Of Ukraine.

1700 - 1720

- Karasev V.V. (Russia, Saint-Petersburg, IPME RAS). I3-Technologies As Object For Business.

1720 - 1740

- Udovenko V.A. (Ukraine, Krivoy Rog, Krivoy Rog Economic Institute), Zhuk V.V. (Ukraine, Krivoy Rog, Krivoy Rog Technical University). Mathematical Modeling Of Quantitative Risk Estimation In Investment Activity Of The Enterprise.

1740 - 1800

- Vitlinsky V.V. (Ukraine, Kiyv, Kyiv National Economic University), Makhanets L.L. (Ukraine, Chernivtsy, Chernivtsy National University). Assessment Of Investment Risk By Tensor Analysis.

1900 -

- Banquet.

 

Section "Risk in Engineering and Ecology", Auditorium 22, IBI
Chairman I.A. Ryabinin

1500-1520

- Uzhga-Rebrov O. (Latvia, Rezekne, Rezekne Higher Educational Institution), Kuleshova G. (Latvia, Riga, Riga Technical University). A Comparative Analysis Of Two Algorithms For Biclustering Gene Expression Data.

1520 - 1540

- Romanchuk K.G., Stefanishin D.V. (Ukraine, Rovno, Institute of Telecommunications and Global Information Space of the NAS of Ukraine). Probabilistic simulation of two untypical accidents occurred at hydropower plants.

1540 - 1600

- Zolotarev V., Bondar I., Gumennikova A., Verevkin R. (Russia, Krasnoyarsk, Siberian State Aerospace University). Analysis Of Stability Information Security Systems To The Negative Impacts.

1600 - 1620

- Tsivirko E.G. (Russia, Saint-Petersburg, SPII RAS). Analytical-Simulation Modeling Of Complexity Objects Automated Management For Estimation Their Functional Effectiveness.

1620 - 1640

- Break

1640 - 1700

- Bogatyrev V.A. (Russia, Saint-Petersburg, State University of Informational Technology, Mechanics and Optics). Exchange In Failure-Stable Systems Of Double Computing Complexes.

1700 - 1720

- Pavlov A.N., Kokorin S.V., Sokolov B.V. (Russia, Saint-Petersburg, SPII RAS). Conceptual Model And Methodological Bases Reconfiguration Of Computer Information System.

1720 - 1740

- Madsen H. (Denmark, Lyngby, Danish Technical University), Velter V. (Romania, Bucharest, "Valahia" University of Targoviste), Albeanu G. (Romania, Bucharest, Spiru Haret University), Popentiu-Vladicescu F. (Romania, Oradea, University of Oradea). Recent Soft Computing Techniques In Software Risk Management.

1740 - 1800

- Kustitskaya T.A. (Russia, Krasnoyarsk, Siberian Federal University). Acceptance Cone In The Model Of Generalized Coherent Risk Measures.

1900 -

- Banquet.

 

___________________________________________________________________
Thursday, June 30
__________________________________________________________________

Plenary session 3, Conference Hall, IBI
Chairman N.V. Hovanov

1000 - 1030

- Shorikov A.F. (Russia, Ekaterinburg, Institute of Economics, The Ural Branch of RAS). Algorithm for Solving of Minimax Terminal Control Problem in Two-Level Hierarchical Discrete-Time Dynamical System with Risk and Uncertainty.

1030 - 1100

- Mellios C. (France, Paris, University of Paris 1 Pantheon-Sorbonne), Six P. (France, Rouen, Rouen Busines School). The Traditional Hedging Model Revisited With A Non Observable Convenience Yield.

1100 - 1130

- Sigal A.V. (Ukraine, Simferopol, Tavrida National University). Modeling of Credit Risk on Basis of Joint Application of Game Theory and Fuzzy Mathematics.

1130 - 1200

- Karaseva E.I. (Russia, Saint-Petersburg, Saint-Petersburg State University Of Aerospace Instrumentation). Development Of Methods Of Estimation And Analysis Of Operational Risk In Economic Systems On Basis Of Logical And Probabilistic Modeling.

1200 - 1220

- Coffee

1220 - 1250

- Novosyolov A.A. (Russia, Krasnoyarsk, Academgorodok, Siberian Federal University). Measuring Risk Aversion in Non-linear Preference Models.

1250 - 1320

- Utklin L.V., Zhuk Yu.A. (Russia, Saint-Petersburg, SPbSFTA). A New Classification Method By Known Means Of Unobserved Features.

1320 - 1350

- Skvortsov M.S. (Russia, Saint-Petersburg, "SevZapMontazhAutomatika"). Method Of Reliability Simulation And Calculations For The Reliability Optimization Of Technical Network Systems.

 

Section "Risk in Engineering and Ecology", Conference Hall, IBI
Chairman I.A. Ryabinin

1500-1520

- Pustilnyk P.N. (Russia, Saint-Petersburg, Russian State Pedagogic University by Gertsen A.I.). Logical And Probabilistic Model Of The Risk Assessment Of The Lack Of Success Development Of The Industry.

1520 - 1540

- Kirillov N.P. (Russia, Saint-Petersburg, SPII RAS). The Analysis Of Problems Of Construction Of Situational Models For Decision-Making At Management Of Functional States Of Technical Systems.

1540 - 1600

- Tikhonov M.N., Muratov O.E. (Russia, Saint-Petersburg, TWELL Corp.). Analysis And Estimation Of Nuclear Power Station Risk.

1600 - 1620

- Polenin V.I. (Russia, Saint-Petersburg, Naval Academy), Gladkova I.A. (Russia, Saint-Petersburg, SPb SPTU). Logic-Determinated Methods Of Structural And Logical Analysis Of Complex Systems.

1620 - 1640

- Break

1640 - 1700

- Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy), Strukov A.V. (Russia, Saint-Petersburg, "Sevzapmontazhautomatika"). Brief Annotated List Of Publications Of Abroad Periodical Publishing About Questions Of Estimation Of Structural Complex Systems Reliability.

1700 - 1720

- Asanovich V.Ya., Kholod N.I. (Belarus, Minsk, BSEU), Potryasaev S.A. (Russia, Saint-Petersburg, SPII RAS). Modelling Of Negative Influence Of Means Of Mass Communication On Safety Of Social And Economic Systems.

1720 - 1740

- Alexeev V. (Russia, Saint-Petersburg, IPME RAS). Forecasting on Basis of Logical and Probabilistic Approach. Problems and Research Trends.

1740 - 1800

- Losev E.A. (Russia, Saint-Petersburg). Logical And Probabilistic Analysis Of Reliability Of Electric Power Systems For Industrial Enterprises.

1800

- Closing Of Scientific School MA SR - 2011 (Conference Hall, IBI).

 

Section "Risk in Medicine", Auditorium 22, IBI
Chairman N.V. Hovanov

1500 - 1520

- Tsurko V.V., Mikhalsky A.I. (Russia, Moscow, Institute of Control Sciences of RAS). Research Of Cancer Death Risk In The Comorbidity Case.

1520- 1540

- Osipov P.A., Borisov A.N. (Latvia, Riga, Riga Technical University). eHEALTH System Anomaly Activity Detection, Based On User Behavior Model.

1540- 1600

- Mityagin S.A. (Russia, Saint-Petersburg, State Electric and Technical University). About Calculation Of Levels Of Indicators Of Drug Addiction From Viewpoint Of Region Safety.

1600- 1620

- Levitskaya S. (Ukraine, Chernivtsi, Bukovian State Medical University). The Single Nucleotide Gene Polymorphism of IL-4 and IL-1ß as Risk Marker of the Development of the Chronic Inflammatory Processes of Paranasal Sinuses.

1800

- Closing Of Scientific School MA SR - 2011 (Conference Hall, IBI).



 

ORGANIZING COMMITTEE ADDRESS

IPME RAS, Bolshoi pr., 61. V.O.
199178, St.Petersburg, RUSSIA
Tel.: 7(812)3214766 Fax.: 7(812)3214771
Evgueni Solojentsev - chairman
Vasily Karasev - co-chairman
E_mail: adm@inotel.org, inorisk@gmail.com .

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