Azarova A. Development of mathematical models, techniques and algorithms of DSS formalization for bank operations

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0400U000048

Applicant for

Specialization

  • 01.05.02 - Математичне моделювання та обчислювальні методи

20-12-1999

Specialized Academic Board

Д 26.002.02

Publishing and Printing Institute of Igor Sikorsky Kyiv Polytechnic Institute

Essay

Object of a research - mathematical models and techniques of DSS formalization with an increased speed of information processing; the purpose of a research - development of mathematical, methodical and algorithmic maintenance of decision making (DM) processes with an increased speed of information processing; the methods of a research and equipment are based on using of mathematical apparatus of fuzzy sets (FS), threshold elements (TE), linear programming, probability theory, PC; the theoretical and practical outcomes consist in mathematical model of DM and DSS structural models, techniques and algorithms of DSS formalization and DM on the basis of mathematical apparatus of threshold elements (TE), fuzzy sets (FS) which enable to DM in different branches of human activity, especially in those ones, which are connected with the risk are developed in the thesis; it’s offered the new models, techniques and algorithms of DSS formalization with taking into account the risk for bank crediting and also opt imum investment portfolio securities construction which take into consideration influence of internal and external factors and also enable to stratify DM process; the main results of the thesis were used for computerized means such as «RISK» and «INVESTOR» DSS construction, implemented in banks; the novelty introduced is confirmed by the priority publications on a theme of a thesis; the degree of introduction - within the banks. An orb of use - DSS, banking.

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