Intelligent Integrated Systems of Automated Design Laboratory (IISAD)

RUS

The year 2003 International Scientific School "Modeling and analysis of safety and risk in complex systems" (MA SR-2003) will be held in Saint-Petersburg, Russia, from 20 to 23 August.

It will be organized by the Institute of Problems of Mechanical Engineering (IPME) of the Russian Academy of Sciences (RAS), the Saint-Petersburg Institute of Informatics and Automation of RAS, the Saint-Petersburg State University of Economics and Finances, and the Institute of Problems of Sustainable Development of North-Western Region with support of Russian Foundation of Fundamental Research and IFAC.

The sessions will be held in Institute of Problem of Mechanical Engineering of RAS.

All participants will have the possibility to see the wonderful city - Saint-Petersburg during its 300-years anniversary celebration.

The official languages of the School are English and Russian.

The main research areas to be discussed at the School in the year 2003 are:

1. The consideration of methods and models for quantitative measurement of risk in complex financial social systems;
2. The consideration of methods and models for quantitative measurement and analysis of risk in complex technical objects (gas and petroleum production and transportation, space, aviation, navy, nuclear power, etc.);
3. Methods of analysis and management in econometrics and engineering;
4. The development relations between different areas of application of risk theory.

These more specific topics will be discussed at the School:

a) Financial Risk Management

Leading Western and Russian scientists will give lectures in the field of financial, ecological and technical risks. The scientific program includes plenary and section reports, software demonstrations.

E. D. Solojentsev (Russia, IPME RAS) - chairman,
V.E. Marley (Russia, SPII RAS) - co-chairman,
V.V. Karassev (Russia, IPME RAS) - secretary,
V.A. Melnikov (Russia, DETU) - member,
N.S. Shumeiko (Russia, IPSDNWR) - member.

The Organizing Committee is inviting any other interested parties to support financially the School. Sponsors will be honorary participants and guests of the School. Sponsors can place your logotypes in rooms and WebSite of the School.

PUBLICATIONS

The accepted papers will be published as Proceeding of the School by support of Russian Foundation of Fundamental Research. Detailed information about participants, sponsors and the program of the School will be posted on the above web site.

PARTICIPATION

Authors who wish to participate in the School should submit the paper's abstract by email to: sol@sapr.ipme.ru, before February 28, 2003 in the format MICROSOFT WORD (doc-file) or Adobe Acrobat (pdf-file) not more a page, that should describe the urgency, novelty and contents of papers. The acknowledgement of acceptance of papers will be sent to author by March 28, 2003 by E_mail. We will send to authors of accepted abstracts the rules of writing of papers for publication in Proceedings of the School MA SR - 2003.

REGISTRATION

The registration fee is 300 USD and 100 USD for post-graduates.

PROGRAM

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Wednesday, August 20
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Plenary session 1, Conference Hall IPME RAS
Chairman N.A. Makhutov

1000-1005	Opening of the International Scientific School MA SR - 2003.
1005-1035	Kuntscher S.P. (Germany, Relex Software Continental Europe Gmbl), Victorova V.S. (Russia , ICP RAS). The Relex system for analysis of reliability and safety.
1035-1105	Ryabinin I. A. (Russia, St-Petersburg, Naval Academy named N.G. Kuznetsov). The Great Russian Mathematician and Logician, Academician A.N. Kolmogorov.
1105-1135	Perttu Heino (Finland, Tampere, VTT Industrial Systems, Reliability and Risk Management). Risk management for business decision making.
1135-1205	Hovanov N.V. (Russia, St-Petersburg, St-PSU), Kolari J.V. (USA, Texas A&M University), Sokolov M.V., (Russia, St-Petersburg, AVK Investment Company). Exchange risks general theory.
1205-1225	Coffee
1225-1255	Vitlinskij V., Velikoivanenko Galina (Ukraine, Kyiv, Kyiv National Economic University). Risk measuring problems.
1255-1325	Sokolov B. V., Jusupov R. M. (Russia, St-Petersburg, SPII RAS). Methodological and technical basics of models' quality estimation.
1325-1355	Moskatov H.K. (Russia, Moscow, Central Shipbuilding Res. Institute "CENTER"). Adaptation, learning and inherent safety of 2-nd generation airships.

1500-1520	Golembiovsky D. Ju. (Russia, Moscow, Norilsk Nikel). Using multistage stochastic programming for derivative portfolio risk vanagement.
1520-1540	Pernarivskiy A. V. (Ukraine, Kievskaya obl., Irpen, Academy of state tax administration of Ukraine). The estimation of the selection risks of the commercial bank depositors.
1540-1600	Sigal A.V.(Crimean economical institute of Kiev national economical university, Tavrida national university by named V.I. Vernadsky). Game-Theory Minimization of Risk's Level of Investment Portfolio in the Field Various Information Situation.
1600-1620	Bakurova A. V., Vasilchenko E. A. (Ukraine, Zaporozhye, Zaporozhye State University). Classification of clients of commercial banks by credit status.
1620-1640	Malafeyev O.A., Baldina I.S. (Russia, St-Petersburg, ST.-PSU). Dynamic futures management.
1640-1700	Break
1700-1720	Kaminsky A. B. (Ukraine, Kiev, Kiev National Taras Shevchenko University). Analysis of Risk and Return on the New European Stock Markets.
1720-1740	Komarova S. V. (Russia, St-Petersburg State University, School of Management, Master's Program in International Business, Joint-Stock Company "North-Western Law Firm "Granit"). Risks and Insurance of Risks in International Leasing Operations.
1740-1800	Yelokhin A. N. (Russia, Moscow, Insurance Group "LOOKOIL"). Using of the risk analysis methodology in insurance of high-risk objects.

1500-1520	Dovgusha V.V., Tikhonov M.N. (Russia, St-Petersburg, Research Institute of Industrial and Marine medicine of the Ministry of Health of Russia), Muratov O.E. (Russia, St-Petersburg, TVELL Ltd.). About man-caused radiation risk during all-round utilization of nuclear submarines and ships with nuclear power system.
1520-1540	Komanderyus S.R., Teteruk R.A. (Russia, St-Petersburg, Military Space Academy named A.F. Mozhaysky). Method of dynamic estimation of technical state of dangerous equipment during exploitation.
1540-1600	Fridman A.Yak., Yakovlev S. Yu. (Russia, Apatity, Institute for Informatics and Mathematical Modelling of Technological Processes, Kola Science Centre RAS). Situative Approach to Synthesis of Logical Models of Reliability and Safety for Industry-Natural Complexes.
1600-1620	Sokolov B.V. Ohtilev M.Yu., (Russia, St-Petersburg, SPII RAS), Chuprikov A.Yu. (Russia, St-petersburg, SDO "ORION"). Methods and models of intelligent information technology and information system synthesis.
1620-1640	Turkin V. A. (Russia, Novorossiysk, Novorossiysk State Maritime Academy). A quantitative estimation of probability of fulfilment by the ship mechanics of errors at performance of daily procedures.
1640-1700	Break
1700-1720	Kotenko I.V. (Russia, Saint-Petersburg, Institute for Informatics and Automation of RAS), Nesterov S. (St-Petersburg State Polytechnical University). Information assurance systems design by integrating the procedures of risk analysis and active security audit.
1720-1740	Lisanov_M.V., Pchelnikov A. V., Sumskoy S.I. (Russia, Moscow, SUE "STC "Industrial Safety"). Accident risk assessment for petroleum products storage facilities.
1740-1800	Nozik A.A., Mozhaev A.S., Potapychev S.A. (Russia, St-Petersburg, "SEVZAPMONTAZHAUTOMATIKA"). Software of automated modeling and calculation of reliability and safety of process control system on design stage.

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Thursday, August 21
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Plenary session 2, Conference Hall, IPME RAS
Chairman I.A. Ryabinin

1000-1035	Dovgusha V.V.,Tikhonov M.N. (Russia, St.-Petersburg, Research Institute of Industrial and Marine medicine of the Ministry of Health of Russia). About potential nuclear and radiation danger by utilization of nuclear submarines and ships with nuclear power unit.
1035-1115	Giannopoulos K. (UAE, Al Ain, UAE University). Non Parametric Measures of Expected Shortfall.
1115-1150	Solojentsev E., Alekseev V. (Russia, St.-Petersburg, Institute of Problems of Mechanical Engineering of Russian Academy of Science). Logic and probabilistic theory of security portfolio risk.
1150-1210	Coffee
1210-1245	Grazhdankin A.I. (Russia, Moscow, SUE STC "Industrial Safety"). Indicators and criteria of industrial accident hazard.
1245-1320	Rogov M. A. (Russia, Moscow, University of Dubna). The new risk management paradigm.
1320-1355	Kibzun A. I., Kuznetsov E. A. (Russia, Moscow, Moscow Aviation Institute). Convex properties of quantile function.

1500-1520	Vitlinsky V. V., Katunina O. S. (Ukraina, Kyiv, Kyiv National Economic University). Modelling of risk with using of methods of frequency data analysis.
1520-1540	Rayevnyeva O. (Ukraine, Kharkov, Kharkov State Economic University). Rating of the risk of development and functioning of the enterprise.
1540-1600	Sorokin E. (Russia, Krasnoyarsk, Krasnoyarsk State University). Parametric estimation of utility function.
1600-1620	Timonin Yu. (Ukraine, Zhytomyr, Institute of Business and Advanced Technology). Risk and System Performances of Shadow Business.
1620-1640	Taranchenko Z. V. (Ukraine, Kiev, Kiev National Economic University). Thorough knowledge of the concrete business - a key of enterprise risk management.
1640-1700	Break
1700-1720	Yelokhin A. N. (Russia, Moscow, Insurance Group "LOOKOIL"). Methodology and software of risk analysis of accidents on plants of oil industry.
1720-1740	Skripnik A. V. (Ukraine, Kyiv, Ukrainian State Tax Administration Academy). Rational behaviour and risk of evasion from tax discharge.

1500-1520	Bogatikov V. N. (Russia, Apatity, Institute for Informatics and Mathematical Modelling of Technological Processes, Kola Science Centre RAS), Paluh B. V. (Russia, Tver, Tver State Technical University). Set of dangers of chemical technological processes: Constructing of structure.
1520-1540	Yakovlev S. Yu., Ryzhenko A.A. (Russia, Apatity, Institute for Informatics and Mathematical Modelling of Technological Processes, Kola Science Centre RAS). Conceptual Model of Decision Support System to Manage of Industrial-Natural Safety of a City Forming Enterprise.
1540-1600	Tarasova L., Savina S. (Ukraine, Kiev, Kiev national economic university). Autowave processes in the modeling of risk and analyses of complete system.
1600-1620	Kulagin V.V. (Russia, St-Petersburg, IPME RAS). Criterion of maximal robustness of the decision, made in conditions of uncertainty.
1620-1640	Krasnov O. V., Platonov N. V. (Russia, St-Petersburg, Military space academy named after A.F. Mozhaeisky), Lopatin A. P. (cosmodrome Baykonur). Quantitative meanings' demands for safety's indices rocket space complex's ground equipment.
1640-1700	Break
1700-1720	Novosyolov A.A. (Russia, Krasnoyarsk, Institute of computational modelling SB RAS). Inverse problems of risk theory and characteristic classes of distributions.
1720-1740	Potapychev S. N. (Russia, St-Petersburg, "SEVZAPMONTAZHAUTOMATIKA"). Method and computer technology of many-level decomposition of many-dimensional tasks of automated structural-and-logical modeling of systems.

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Friday, August 22
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Plenary session 3, Conference Hall, IPME RAS
Chairman V.V. Vitlinsky

1000-1035	Muratov O.E. (Russia, St.-Petersburg, TWELL Ltd.). Underground APP is a promising way of increasing of effectiveness and safety of nuclear power engineering.
1035-1115	Tsiramua S., Melashvili I., Turkiya S. (Georgia, Tbilisi, World Bank Financed Georgian Agriculture Development Project, Land Registration Unit). Logical-Probability Model For Risk Assessment and Analysis in the Land Registration System.
1115-1150	Karassev V.V., Kuznetsov A.S., Solojentsev E.D. (Russia, St-Petersburg, IPME RAS). Logical-and-probabilistic approach for problems of risk in economics.
1150-1210	Coffee
1210-1245	Kulik B.A. (Russia, St-Petersburg, IPME RAS). Generalized approach for modelling and analysis of potentially dangerous objects on basis of QC-structures and cortege algebra.
1245-1320	Mozhaev A. S. (Russia, St-Petersburg, "SEVZAPMONTAZHAUTOMATIKA"). Universal graphic-analytical method, algorithm and software for building of monotonous and non-monotone logical functions of system's efficiency.
1320-1355	Utkin L.V. (Russia, St. Petersburg, St.Petersburg Forest Technical Academy), Augustin Th. (Germany, University of Munich). Risk analysis on the basis of partial information about quantiles.

1500-1520	Vitlinskij V. (Ukraine, Kyiv, Kyiv National Economic University). Conceptual aspects of economical risk.
1520-1540	Timonin Yu., Kopchynska V. (Ukraine, Zhytomyr, Institute of Business and Advanced Technology). Risk of Business Shading.
1540-1600	Tarangul L. L. (Ukraine, Irpen, Ukrainian State Tax Administration Academy). Risk of planning of budget of Ukraina.
1600-1620	Bobylyak A. (Ukraine, Lviv, Lviv National University named after Ivan Franko). Forecast of financial indications on the basis of Markov probability process.
1620-1640	Lukyanenko I. (Ukraine, Kyiv, National University of "Kiev-Mohyla Academy"). Estimation of the Ukrainian regional convergence by econometric models.
1640-1700	Break
1700-1720	Eleyko Ja., Koval R., Hryshchuk R. T. (Ukraine, Lviv, Ivan Franko Lviv National University). Some models of a market portofolio's construction in conditions of transitive economy.
1720-1740	Kurmashov Sh. R. (Russia, Moscow, "SIC Norilsky Nickel "). System of monitoring and analysis of risks of company on basis of preventive operational risk-indicators.
1740-1800	Yelokhin A. N.(Russia, Moscow, Insurance Group "LUKOIL"). Method of estimation of effectiveness of risk management actions.

1500-1520	Rogov A. A. (Russia, Karelia, Petrozavodsk State University). The idetification of the renewal function on the basis of censored statistical data.
1520-1540	Safonov I. (USA, Arlington, International Unity Science Institute). Aspect-Oriented Software Reliability Engineering.
1540-1600	Krasnov O. V., Lopatin A.P., Teteruk R.A. (Russia, St-Petersburg, MSA named A.F. Mozhaysky). Models of vocational training of personnel at dangerous manufacturing objects during analysis of safety of its exploitation.
1600-1620	Krymsky V. G. (Russia, Bashkortostan, Ufa, Ufa State Aviation Technical University). Risk-Based Design and Analysis of Complex Control Systems: Composition of Uncertainty Different Models.
1620-1640	Soldatova S. A. (Ukraine, Simferopol, Tavrida V. Vernadsky National University). Ecological Risk-management for Recreation Territory.
1640-1700	Break
1700-1720	Esipov Yu. V., Mishenkina Yu. S., Tolkachev A. P. (Russia, Rostov-na-Donu, Rostov Institute of Service YuRGUES). Development of project of information techology of probabilistic estimation of risk in complex systems.

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Saturday, August 23
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Plenary session 4, Conference Hall, IPME RAS
Chairman I.A. Ryabinin

1000-1035	Bailey B.(USA, Arlington, Digital Security International), Safonov I. (USA, Arlington, International Unity Science Institute). Trust engineering and risk management for safety of metropolis and megapolis citizens.
1035-1115	Esipov Yu. V., (Russia, Rostov-na-Donu, Rostov Institute of Service YuRGUES). The method of set-parametrical modeling of risk in complex systems.
1115-1150	Verchenko P. I. (Ukraine, Kyiv, Kyiv National Economic University). Multipurpose multicriterion decision choice under risk.
1150-1210	Coffee
1210-1245	Eleyko Ja. I., Kvasniy M.N., Korkuna I.I. (Ukraine, Lviv, Lviv National University named Frank). Risk modelling for financial flows.
1245-1320	Ryabinin I. A. (Russia, St-Petersburg, Naval Academy named N.G. Kuznetsov). Safety and mathematical logic.
1320-1355	Klebanova T., Guryanova L. (Ukraine, Kharkov, Kharkov State Economic University). The mechanism of rating of the level of financial safety of large system.

1500-1520	Pesikov E.B. (Russia, St-Petersburg, North - Western Institute of Print of St. Petersburg State University of the Technology and Design). Marketing Strategies Risk Estimation for Stochastic Industrial Systems with Use of Simulation Modelling.
1520-1540	Novosyolov A.A. (Russia, Krasnoyarsk, Institute of computational modelling SB RAS). Risk aversion in the small with applications to portfolio analysis.
1540-1600	Zhabin D.N., Jakovlev D.E. (Russia, Tomsk, Tomsk Polytechnic University). Some features of discrete hedging.
1600-1620	Gorobets A. V. (Ukraine, Lviv, Lviv National University named Ivan Frank). One mathematical reinsurance model.
1620-1640	Sorokin E. (Russia, Krasnoyarsk, Krasnoyarsk State University). Shift of risk distribution, which increases utility.
1700-	Closing of scientific school MA SR - 2003 (IPME RAS, Conference Hall).

1500-1520	Skvortsov M. S. (Russia, St-Petersburg, "SEVZAPMONTAZHAUTOMATIKA"). Method of technical and economic assessment for design decision of process control system with account of demands about its reliability and cost.
1520-1540	Ryzhenko A.A. (Russia, Apatity, Institute for Informatics and Mathematical Modelling of Technological Processes, Kola Science Centre RAS). Information technology of software design for management of industrial and ecological safety of large plants.
1540-1600	Nozik A. A. (Russia, St-Petersburg, "SEVZAPMONTAZHAUTOMATIKA"). Methodical bases of estimation of reliability of process control system on design stage.
1600-1620	Sokolov B.V. (Russia, St-Petersburg, SPII RAS). Multiple-model description of information system life cycle control.
1620-1640	Proursin V.A. (Russia, St-Petersburg, IPME RAS). Processes and systems control optimal on indicators of safety and risk.
1700-	Closing of scientific school MA SR - 2003 (IPME RAS, Conference Hall).

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