Результаты поиска по 'formation':
Найдено статей: 122
  1. Dobrynin V.N., Filozova I.A.
    Cataloging technology of information fund
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 661-673

    The article discusses the approach to the improvement of information processing technology on the basis of logical-semantic network (LSN) Question–Answer–Reaction aimed at formation and support of the catalog service providing efficient search of answers to questions.

    The basis of such a catalog service are semantic links, reflecting the logic of presentation of the author's thoughts within the framework this publication, theme, subject area. Structuring and support of these links will allow working with a field of meanings, providing new opportunities for the study the corps of digital libraries documents. Cataloging of the information fund includes: formation of lexical dictionary; formation of the classification tree for several bases; information fund classification for question–answer topics; formation of the search queries that are adequate classification trees the question–answer; automated search queries on thematic search engines; analysis of the responses to queries; LSN catalog support during the operational phase (updating and refinement of the catalog). The technology is considered for two situations: 1) information fund has already been formed; 2) information fund is missing, you must create it.

    Keywords: information fund, Big Data, information search, pertinence, navigation, search engine, semantic relations, logic-semantic network «Question–Answer–Reaction».
    Views (last year): 3.
  2. Bogdanov A.V., Mareev V.V., Stepanov E.A., Panchenko M.V.
    Modeling of behavior of the option. The formulation of the problem
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 759-766

    Object of research: The creation of algorithm for mass computations of options‘ price for formation of a riskless portfolio. The method is based on the generalization of the Black–Scholes method. The task is the modeling of behavior of all options and tools for their insurance. This task is characterized by large volume of realtime complex computations that should be executed concurrently The problem of the research: depending on conditions approaches to the solution should be various. There are three methods which can be used with different conditions: the finite difference method, the path-integral approach and methods which work in conditions of trade stop. Distributed computating in these three cases is organized differently and it is necessary to involve various approaches. In addition to complexity the mathematical formulation of the problem in literature is not quite correct. There is no complete description of boundary and initial conditions and also several hypotheses of the model do not correspond to real market. It is necessary to give mathematically correct formulation of the task, and to neutralize a difference between hypotheses of the model and their prototypes in the market. For this purpose it is necessary to expand standard formulation by additional methods and develop methods of realization for each of solution branches.

    Keywords: financial mathematics, options pricing, asian option, wellposedness formulation, boundary conditions.
    Views (last year): 2. Citations: 1 (RSCI).
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