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.
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; |
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4. |
Consideration of classes of LP-models of risk and efficiency and procedures of I3 - technologies; |
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5. |
I3 - technology software; |
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6. |
Applications of I3 - technologies in economics and engineering; |
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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.
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.
INTERNATIONAL PROGRAM COMMITTEE
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).
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Bochkov A.V. (Russia, VNIIGAZ) |
Popentiu F. (UK, City University, UNESCO Chair) |
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Finkelstein M.S. (S. Africa, University of Free State) |
Righini R. (ENEA, Italy) |
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Indeitsev D.A. (Russia, IPME RAS) |
Rotshtein A. (Israel) |
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Kumamoto H. (Japan, Kyoto University) |
Tsiramua S.G. (Georgia, Tbilisi University) |
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Morosov N.F.(Russia, SPSU) |
Volik B.G. (Russia, IPC RAS) |
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Mozhaev A.S. (Russia, Naval Academy) |
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Barone-Adesi (Switzerland) G. |
Novoselov A.A. (Russia, ICM SB RAS) |
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Clark E. (UK, Journal "Frontiers in Finance and Economics") |
Odinets V.P. (Russia) |
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Gallais-Hamonno G. (France, French Finance Association) |
Peaucelle I. (France, CNRS/CEPREMAP) |
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Gallo G. (Italy, University of Florence) |
Rogov M. (Russia, "Dubna" University) |
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Golembiovsky D.Yu. (Russia, Bank "ZENIT") |
Roy N. (USA, Education Committee of PRMIA) |
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Hovanov N.V. (Russia, SPSU) |
Rutkauskas A.V. (Lithuania, VGTU) |
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Kibzun A.I. (Russia, MIA) |
Sorwar G. (UK, The University of Nottingham) |
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Lenz H.-J., (Germany, Freie Universitat) |
Stepanov A.G. (Russia, SPbSUAI) |
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Lesnykh V.V. (Russia, VNIIGAZ) |
Tzavalis E. (Greece, Athens University of Economics & Business) |
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Sarbesh M. (India, NICMAR's CISC) |
Uryasev S. (USA, University of Florida)Vitlinsky V.V.(Ukraine, KNEU) |
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Nikulin M.S. (France, University Bordeaux) |
Vitlinsky V.V.(Ukraine, KNEU) |
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Djuk V.A. (Russia, SPII RAS) |
Ramaswamy M. (Oman, Royal Court Affairs) |
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Rahim Y. (Italy, University of Torino) |
Trehan N. (India, Escorts Research Institute) |
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).
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).
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/ .
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.
___________________________________________________________________
Tuesday, June 28
__________________________________________________________________
Plenary session 1, Conference Hall, IBI
Chairman N.V. Hovanov
|
1000- 1030 |
Opening of the International Scientific School MA SR - 2011.
|
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1030 - 1100 |
- Berkovich E.(USA, Manhattanville College), Shachmurove Yo. (USA, New York, City College of New York). Framing Collateral Problems For Trading. |
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1100 - 1130 |
- Mondello G. (France, Nice, University of Nice Sophia Antipolis). Risky Activities and Strict Liability Rules: Delegating Safety. |
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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. |
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1200 - 1220 |
- Coffee |
|
1220 - 1250 |
- Giannopoulos K. (Cyprus, Neapolis University). A Market Risk Model for Asymmetric Distributed Series of Return. |
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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. |
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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. |
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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. |
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1620 - 1640 |
- Break |
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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. |
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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. |
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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. |
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1520 - 1540 |
- Grigoriev Yu.D. (Russia, Saint-Petersburg, State Electrical University). Risk Optimization In Task Of Ship?s Orientation Determination. |
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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. |
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1600 - 1620 |
- Albu R.-D., Popentiu-Vladicescu F., Ildiko M.P. (Romania, Oradea, University of Oradea). A Model For Learning Efficiency Improvements. |
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1620 - 1640 |
- Break |
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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. |
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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. |
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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. |
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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. |
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1030 - 1100 |
- Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS). I3-Technologies For Economics. |
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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. |
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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. |
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1200 - 1220 |
- Coffee |
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1220 - 1250 |
- Vitlinsky V.V. (Ukraine, Kiyv, Kyiv National Economic University). Objective and Subjective Risk Structure in Economics. |
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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. |
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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. |
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1520 - 1540 |
- Zaytseva I.V. (Russia, Stavropol, The Stavropol State Agricultural University). Optimum Control of Dynamic Economic System. |
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1540 - 1600 |
- Kaminsky A.B., Lomovatskaya Ya.V. (Ukraine, Kyiv, Kyiv National University). Modeling Risks Of Information Asymmetry In Collective Investment Schemes. |
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1600 - 1620 |
- Sokolov M.V. (Russia, Saint-Petersburg, Saint-Petersburg Economic and Mathematical Institute of RAS). On scale-invariant parametric families of functions. |
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1620 - 1640 |
- Break |
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1640 - 1700 |
- Stepanenko O.P. (Ukraine, Kyiv, Kyiv National Economic University). Risk Management System In The Banking Sector Of Ukraine. |
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1700 - 1720 |
- Karasev V.V. (Russia, Saint-Petersburg, IPME RAS). I3-Technologies As Object For Business. |
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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. |
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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. |
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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. |
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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. |
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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. |
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1600 - 1620 |
- Tsivirko E.G. (Russia, Saint-Petersburg, SPII RAS). Analytical-Simulation Modeling Of Complexity Objects Automated Management For Estimation Their Functional Effectiveness. |
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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. |
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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. |
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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 .
