Location

 International Program Committee

 Participation

 Sponsors

 Areas of interest

 National Organizing Committee

 Publication

 Registration Fee

 MASR - 2004 Program

 

FOURTH INTERNATIONAL SCIENTIFIC SCHOOL
in SAINT-PETERSBURG, RUSSIA, JUNE 22-25, 2004


"MODELLING and ANALYSIS of SAFETY and RISK
in COMPLEX SYSTEMS" (MA SR ľ 2004)


LOCATION of the SCHOOL

The year 2004 International Scientific School "Modeling and analysis of safety and risk in complex systems" (MA SR - 2004) will be held in Saint-Petersburg, Russia, from 22 to 25 June. It will be organized by the Institute of Problems of Mechanical Engineering of the Russian Academy of Sciences (RAS) and the Saint-Petersburg Institute of Informatics and Automation of RAS with the support of the Russian Foundation of Fundamental Research. Its sessions will be held in the Institute of Problem of Mechanical Engineering of RAS.

All participants will have the possibility to see the wonderful city - Saint-Petersburg - during its white nights.

The official languages of the School are English and Russian.


AREAS of INTEREST

The main research areas to be discussed at the School in the year 2004 are:

1. The consideration of methods and models for quantitative measurement of risk in economic, financial and social system;
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. Logic-and-probabilistic (LP) risk model;
4. The development relations between different areas of application of risk theory.

These more specific topics will be discussed at the School:

a) Risk models in Economics and Finances

 Market Risk;
 Operational and Liquidity Risk;
 Credit Risk;
 Risk of security portfolio;
 Risk in problems of social efficiency;
 LP-models of non-success risk with groups of incompatible events.

b) Risk models in Engineering and Ecology

 Scenarios and models of safety and non-success risk;
 Identification and optimization in risk problems; risk;
 Risk analysis and risk management;
 Multi-state system risk;
 Problems of development Software for the risk modeling and analysis.

c) Ordered lectures: risks of market of second non-ferrous metal.

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

 

INTERNATIONAL PROGRAM COMMITTEE

Chairman: K.V. Frolov, Academician (Russia, IME RAS)

Co-chairmen:

J.I. Alferov, Academician, the Nobel Price laureate (Russia, PhTI),
Aman Agarwal , Professor (India, GGS University),
K. Giannopoulos, Professor (UAE, UAE University),
James J.Heckman, Professor, the Nobel Price laureate (USA, Center for Social Program)
N. Machutov, corresponding member RAS (Russia, IME RAS),
Ryabinin I., Professor (Russia, Naval Academy).

 Members of Program Committee

N.F. Morosov (Russia, SPSU)

M.S. Nikulin (France, University Bordeaux)

V.M.Matrosov (Russia, CISND RAS)

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

G. Barone-Adesi (Universita della Svizzera Italiana)

A.S. Mozhaev (Russia, Sevzapmontazhautomatika)

D.A.Indeitsev (IPME RAS)

M. Rogov (Russia, Moscow, The University of Dubna)

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

E.D. Solojentsev (Russia, IPME RAS)

Harlamov B.P., Professor (Russia)

A.N. Sinyakov (Russia, SPb. SPUAI)

Hovanov N.V., Professor (Russia)

B.V. Sokolov (Russia, SPII RAS)

Yu.A.Esipov (Russia, Rostov-na-Donu University)

I.V. Safonov (USA)

A.I. Kibzun (Russia, MIA)

S. Uryasev (USA, University of Florida)

Perttu Heino (Finland, University)

V.V. Vitlinsky (Ukraine, KNEU)

D.Yu. Golembievsky (Russia, GMK Norilsky Nikel)

B.G. Volik (Russia, IPC RAS)

H. Kumamoto (Japan, Kyoto University)

S.G.Tsiramua (Georgia, University)

A. Ovodenko (Russia, SPb.SPUAI)

R.M. Yusupov (Russia, SPII RAS)

V. Hodachek (Russia, State Academy)

R.I. Solnitsev (Russia, SPbUAIM)

 

NATIONAL ORGANIZING COMMITTEE

E.Solojentsev (Russia, IPME RAS) - chairman,
B.V.Sokolov (Russia, SPII RAS) ľ co-chairman,
V. V. Karassev (Russia, IPME RAS) - secretary,
V.A. Melnikov (Russia, DETU).

 

PARTICIPATION

Authors who wish to participate in the School should send a paper to sol@sapr.ipme.ru, before March 1, 2004 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 till March 25, 2004 by E_mail.

 

PUBLICATIONS

The accepted papers will be published as Proceedings of the School by support of Russian Foundation of Fundamental Research and sponsors. Detailed information about participants, sponsors and the program of the School will be posted on the School's WebSite.

 

SPONSORS

Russian Fund of Fundamental Research;
Danckley Trade Europe Limited;
S.T.R. Waste Management & Recycling Group.

 

REGISTRATION FEE

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

Payment should be made to MA SR 2004 in US dollars or Euro (at current rate of exchange) by direct bank or wire transfer to:

INDUSTRY & CONSTRUCTION BANK
38, Nevsky Prospect, St.Petersburg, 191011, RUSSIA
SWIFT code: ICSPRU 2P
Beneficiary name; INN 7801037069 Institute of Mechanical Engineering Problems
Transit currency account USD # 405 028 401 110 050 000 06
                                      EUR # 405 039 787 110 050 000 18

 

PROGRAM


___________________________________________________________________
Tuesday, June 22
__________________________________________________________________

Plenary session 1, Conference Hall IPME RAS
Chairman V.V. Vitlinsky

1000- 1030

- Opening of the International Scientific School MA SR - 2004.
Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy named N.G. Kuznetsov). Scientific School "Modeling and Analysis of Safety and Risk in Complex Systems" and its sense.

1030 - 1100

- Uryasev Stanislav (USA, Gainesville, University of Florida). Conditional Value-at-Risk, Methodology and Applications.

1100 - 1130

- Ana Paula Martins (Portugal, Lisboa, Universidade Catolica Portuguesa, Faculdade de Ciencias Economicas e Empresariais). Attitude Towards One Risk, Multiattributed Utility, And The Presence Of Correlated Uncertainty.

1130 - 1200

- Hideyuki Kamiryo (Japan, Hiroshima, Hiroshima Shudo Ubiversity, Commercial Sciences and Economic Research Dep.). Risk of growth in my endogenous growth model: Combining the Penrose curve with the Petersburg paradox.

1200 - 1220

- Coffee

1220 - 1250

- Prelov V.V., Makhutov N.A. (Russia, Moscow, IME RAS). The Problems of Analysis of Stock-Exchange Risks.

1250 - 1320

- Kibzun A.I. (Russia, Moscow, Moscow Aviation Institute). Quantile Optimization Problem of Bilinear Function.

1320 - 1350

- Tichonov M.N. (Russia, Saint-Petersburg, Research Institute of Industrial and Marine Medicine GUP), Muratov O.E. (Russia, Saint-Petersburg, TWELL Ltd). Potential Risk Of Radiational Percentage In The North - West Region Of Russia.

 

Section "Capital Markets Risk ", Conference Hall, IPME RAS
Chairman A.I. Kibzun

1500-1520

- Vitlinsky V.V. (Ukraine, Kyiv, Kyiv National Economic University), Kaminsky A.B. (Ukraine, Kyiv, Kiev National Taras Shevchenko University). Accounting for Rating Evaluation and Risk in Portfolio Theory.

1520 - 1540

- Kan Y.S., Surinov R.T. (Russia, Moscow, Moscow Aviation Institute). On the triangle inequality for the VaR criterion.

1540 - 1600

- Novosyolov A. (Russia, Krasnoyarsk, Academgorodok, Institute of Computational Modelling SB RAS). Canonical Representation Of Preferences Over a Set Of Probability Distributions.

1600 - 1620

- Vitlinsky V.V., Kolyada Ju.V. (Ukraine, Kyiv, Kyiv National Economic University). Adaptation and Normalization as Ways to Reduce Risk in Modeling Non-Linear Economic Processes.

1620 - 1640

- Afanasyev E.V. (Ukraine, Krivoy Rog, Krivoy Rog Economic Institute). Economic and Mathematical Risk Simulation for Mountain-Concentrating Factory as Mono-Product System.

1640 - 1700

- Break

1700 - 1720

- Verzilin D.N., Chereshnev V.V. (Russia, Saint-Petersburg, Saint-Petersburg State University for Economics and Finances). Statistical analysis of risks in systems with critical states.

1720 - 1740

- Yeleyko Ya., Hryshchuk R. (Ukraine, Lviv, Ivan Franko Lviv National University). Modeling of the credit risk's estimation in uncertainties condition.

1740 - 1800

- Ostapchuk Ya.N. (Ukraine, Kiev, Kiev National University of Economics). Risks Of Interbank Crediting And Methods Of Their Valuation.

1800 - 1820

- Pomazanov M.V. (Russia, Moscow, Moscow State University, EGAR Technology Inc.). Credit Risk Modeling in "EGAR Credit Risk" System.

 

Section "Risk in Engineering and Ecology", Auditorium 9, IPME RAS
Chairman B.G. Volik

1500-1520

- Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy named N.G. Kuznetsov). Task ╣ 35 and History of Its Research.

1520 - 1540

- Polupan A. V., Liukhin A.V. (Russia, Saint-Petersburg, Military Space Academy named A.F. Mozhaysky). Determination of technical diagnosis periodicity in the case of the competitive risks.

1540 - 1600

- Baranov V.V. (Russia, Moscow, Stability and Nonlinear Dynamics Research Center of Mechanical Engineering Research Institute of Russian Academy of Science). Models and Methods for Acception of Control Decisions in Interest-oriented Systems Using Criterions of Efficiency and Rescue subject to Technogenous Safety.

1600 - 1620

- Yakovlev S. Yu. (Russia, Apatity, Institute for Informatics and Mathematical Modelling of Technological Processes, Kola Science Centre RAS), Matveev P.I. (Russia, Apatity, Kola Geological Informational Laboratory Centre). Bases of Probable Injury Calculation for Accidents at Hydrotechnic Structures.

1620 - 1640

- Turkin V. (Russia, Krasnodar Territory, Novorossiysk, Novorossiysk State Naval Academy). Estimation of the Ecological Risk of Oil Production on Sea Shelf.

1640 - 1700

- Break

1700 - 1720

- Shevchenko S.V. (Ukraine, Kharkov, National Technical University "Kharkov Polytechnical Institute"). Estimating The Risk On Selecting The Complicated Configuration Structure Taking Into Consideration Of Its Life-Cycle.

1720 - 1740

- Popov A.V. (Russia, Rostov-on-Don, Rostov Higher Military School). Estimation of degree of danger defect of the important objects on basis of invariants of the acusto-emission process.

1740 - 1800

- Drozdov V.A., Maslennikova A.V. (Russia, Moscow, Stability and Nonlinear Dynamics Research Center of Mechanical Engineering Research Institute of Russian Academy of Science). Creation of Data and Knowledge Base Using Geo-information and Internet Technologies for Inter-regional Model of Russia Development at the Level of Interacting Federal Districts Including Rescues from Dangerous Natural and Technogenous processes.

1800 - 1820

- Krymsky V.G., Ahmedyanov F.M. (Russia. Bashkortostan, Ufa, Ufa State Aviation Technical University), Markert F.(Denmark, Roskilde, Riso National Laboratory). Probabilistic Model of Closing of Gas-Main Pipeline in Case of Damages or Escapes.

 

___________________________________________________________________
Wednesday, June 23
__________________________________________________________________

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

1000 - 1030

- Nikolai V. Hovanov (Russia, Saint-Petersburg, St. Petersburg State University), James W. Kolari (USA, Texas A&M University), Mikhail V. Sokolov (Russia, AVK Investment Company). Synthetic U.S. Dollar As An "ANCHOR" For Chinese Yuan (An Application Of Currency Stochastic Indices Theory).

1030 - 1100

- Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS). Risk LP-theory With Groups Of Incompatible Events In The Problem Of Effectiveness.

1100 - 1130

- Claudio Marsala, Massimiliano Pallotta, Raffaele Zenti (Italy, Ras Asset Management SGR). Integrated risk management with a filtered bootstrap approach.

1130 - 1200

- Paolo Spagnoli (England, London, LLM Danckley Trade Europe Limited & S.T.R. Non-Ferrous Metals Group). Managing Non-Ferrous Metals Price Risk With The London Metal Exchange.

1200 - 1220

- Coffee

1220 - 1250

- Heather Mitchell, Michael D. McKenzie (Australia, Melbourne, Royal Melbourne Institute of Technology, School of Economics and Finance). The use of forecasting accuracy as an ARCH model selection tool.

1250 - 1320

- Marie-Florence Lamy (ESC Rouen Business School, Dep. Economics and International Finance). The treatment of Credit Risk in the Basel Accord and Financial Stability.

1320 - 1350

- Golembiovsky D. Ju. (Russia, Moscow, Bank "Zenit"). Derivative Portfolio Management.

 

Section "Capital Markets Risk ", Conference Hall, IPME RAS
Chairman A. Novosyolov

1500-1520

- Bodnarchuk N., Bodnarchuk O., Losheniuk I. (Ukraine, Chernivtsy, Chernivtsy Institute of Trade and Economics, Kiev National University of Trade and Economics ). Marketing Conception Of Risk Management In Enterprise Activities.

1520 - 1540

- Malafeyev O.A., Alferov G.V., Kiselev V.N. (Russia, Saint-Petersburg, Saint-Petersburg State University). Estimation of Dynamic Risk in Tasks of Resources Allocation.

1540 - 1600

- Sigal A.V. (Ukraine, Simferopol, Taurida National University by named V.I. Vernadsky). Theory-and-game method in forming the portfolio of the most reliable projects.

1600 - 1620

- Zhabin D.N. (Russia, Tomsk, Tomsk Technical University), Shapovalov A.V., Shapovalova E.A. (Russia, Tomsk, Jurgin Technological Institute). Population Model Of Dynamics of Portfolio with Risk Asset.

1620 - 1640

- Matviychuk A.V. (Ukraine, Vinnitsa, Vinnitsa National Technical University). Estimation of Risk of Bankruptcy of Enterprise with Use of Fuzzy Logic.

1640 - 1700

- Break

1700 - 1720

- Suntsova A.A., Belyaev V.V. ( Ukraine, Irpen, The National academy of the state tax service of Ukraine). Risks of the budgets' forming process at the regional level.

1720 - 1740

- Udovenko V.A. (Ukraine, Krivoy Rog, Krivoy Rog Economic Institute), Udovenko O.A. (Ukraine, Krivoy Rog, Krivoy Rog Branch of Kharkov National Radio Electronics University). Economic and Mathematical simulation of manufacturing firm management.

1740 - 1800

- Suchkova E.D. (Ukraine, Cherkassy, Institute for Social Management, Economy and Law). Integrated Risks of the Forming Model of the Common Market: Analysis and Safety of Participation.

1800 - 1820

- Pesikov E.B., Ovchinnikova O.P. (Russia, Saint-Petersburg, North - Western Institute of Print of St. Petersburg State University of the Technology and Design). Effectiveness And Risk Estimation Of Publishing And Printing Enterprise Project With The Use Of Simulation Modeling.

 

Section "Risk in Engineering and Ecology", Auditorium 9, IPME RAS
Chairman V.V. Baranov

1500-1520

- Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy named N.G. Kuznetsov). Some Concepts and Results in Area of Logical and Probabilistic Methods.

1520 - 1540

- Smagin V.A. (Russia, Saint-Petersburg, Military Space Academy named A.F. Mozhaysky). Introducion in Accuracy Theory of Reliability of Software.

1540 - 1600

- Anikeychik N.D. Krasnov O.V. (Russia, Saint-Petersburg, Military Space Academy named A.F. Mozhaysky). Modelling of the process of filling systems functioning taking into account accident appearance on the basis of logical-probabilistic theory of safety and morphological analysis.

1600 - 1620

- Krasnov O.V., Anikeychik N.D., Liukhin A.V. (Russia, Saint-Petersburg, Military Space Academy named A.F. Mozhaysky). Substantiation algorithm of optimal safety parameters monitoring strategy of complicated technical complexes.

1620 - 1640

- Shvetsova-Shilovskaya T.N., Gromova T.V., Polekhina O.V., Shvyryaev B.V. (Russia, Moscow, State Scientific Research Institute of Organic Chemistry and Technology), Viktorova V.S., Volik B.G., Stepanyants A.S. (Russia, Moscow, Institute of Problem of Control RAS). Automated System of Calculation of Indicators of Reliability of Chemical and Technological Objects of Special Purpose.

1640 - 1700

- Break

1700 - 1720

- Tichonov M.N. (Russia, Saint-Petersburg, Research Institute of Industrial and Marine Medicine GUP), Muratov O.E. (Russia, Saint-Petersburg, Heard of Division of JV "TWELL"). Technogene radiational risk at complex utilization of nuclear submarines and ships with nuclear power units.

1720 - 1740

- Shaburov S.P., Utkin L.V. (Russia, Saint-Petersburg, "Techtrans"). Rapid Tests for Safety of Functioning of Railway Transport Micropocessor-Based Control Systems.

1740 - 1800

- Berman A.F., Vasilyev S.N., Izvekov Ja.O., Lakeev A.V., Maximkin N.N., Nikolaychuk O.A. (Russia, Irkutsk, Institute of Dynamics of System and Control Theory SB RAS). Methods and Tools For Control by Man-Caused Safety of Many-Component Machine-Building Systems.

1800 - 1820

- Yesipov Yu.V., Urvantceva M.L. (Russia, Rostov-on-Don, Rostov-on-Don Service Institute). Possibility assessment of the mountain skier traumas.

 

___________________________________________________________________
Thursday, June 24
__________________________________________________________________

Plenary session 3, Conference Hall IPME RAS
Chairman N.V. Hovanov

1000 - 1030

- Safonov I. (USA, Virginia, Arlington, International Institute of Science of Unity). Evolution Risks of Informational Technologies.

1030 - 1100

- K. Giannopoulos, Kilani Ghoudi (United Arab Emirates, Al Ain, UAE University). A Market Risk Model for Asymmetric Distributed Risk Factors.

1100 - 1130

- Jerry Platt (College of Business, San Francisco State University). Bayesian Classification Trees and the OECD Country Risk Classification Method.

1130 - 1200

- Irina Peaucelle (France, Paris, CNRS/CEPREMAP). Rating migrations as indicators for business cycles.

1200 - 1220

- Coffee

1220 - 1250

- Arkhipov A.V., Ivanov D.A. (Russia, Saint-Petersburg, Saint-Petersburg State Technical University, Central Scientific Research Institute of Robotics and Technical Cybernetics), Potryasaev S.A., Sokolov B.V. (Russia, Saint-Petersburg, SPII RAS). The Problem Of Logistic Chains Synthesis And Possible Methods Of Its Decision.

1250 - 1320

- Hue Hwa Au Yong, Robert Faff (Australia, Victoria, Monash University), Hoa Nguyen (Australia, Adelaide, University of South Australia, School of International Business). An Ordered Probit Analysis Of The Decision To Engage In A Comprehensive Corporate Hedging Strategy.

1320 - 1350

- Vitlinsky V. (Ukraine, Kyiv, Kyiv National Economic University), Makhanets L. L. (Ukraine, Chernivtsi, Chernivtsi National University named U. Fed'kovich). Risk of choice of realization instruments of state external economic policy.

 

Section "Capital Markets Risk", Conference Hall, IPME RAS
Chairman V.V. Vitlinsky

1500-1520

- Igor Safonov, Vadim Safonov (USA, VA, Arlington, IUSI). Forecasting and Planning of Corporate Business Activity and Data Processing for Optimal Trust Engineering and Risk Management.

1520 - 1540

- Tsiramua S.G., Melashvili I.Sh., Turkiya S.G., Gamadze N.O. (Georgia, Tbilisi, Tbilisi Technical University). Logical and Probabilistic Models of Risk Estimation in Charge of Real Estate by Mortgage.

1540 - 1600

- Zarivnyak I. (Ukraine, Ternopol, Ternopol Academy of National Economy). Model of Systems Analysis of Marketing Risks.

1600 - 1620

- Bykova N.V., Losheniuk I.R. (Ukraine, Chernivtsy, Chernivtsy Trade and Economics Institute). Credit Risk of Commercial Banks.

1620 - 1640

- Zhabin D.N., Jakovlev D.E. (Russia, Tomsk, Tomsk Technical University). Option Pricing in Model with Stochastic Interest Rate.

1640 - 1700

- Break

1700 - 1720

- Horobets A.V. (Ukraine, Lviv, Lviv Ivan Franko National University). ┴hanging of the ruin probability under excess-of-loss reinsurance.

1720 - 1740

- Timonin Ju.A. (Ukraine, Zhitomir, Institute of Business and Modern Technologies). System Principles of Economic Safety of Business.

1740 - 1800

- Pernarivskiy A. (Ukraine, Irpen, National Academy of the State Tax Service of Ukraine). Measurement and minimization of the bank's market risks.

1800 - 1820

- Verchenko P.I. (Ukraine, Kiev, Kiev State University of Economics). Multiplicative Approach In Efficiency Characteristics Estimation And Risk Pricing.

 

Section "Risk in Engineering and Ecology", Auditorium 9, IPME RAS
Chairman V.V. Baranov

1500-1520

- Tichonov M.N. (Russia, Saint-Petersburg, Research Institute of Industrial and Marine Medicine GUP), Muratov O.E. (Russia, Saint-Petersburg, TWELL Ltd). ┴arncerogene risk: comparative description of thermal and nuclear power plants.

1520 - 1540

- Fedorov A.V. (Russia, Saint-Petersburg, Military Space Academy named A.F. Mozhaysky). Tne criteria of accident appearance in the process of complicated technical complexes functioning.

1540 - 1600

- Kalnitsky S.A.,Yakubovsky-Lipsky Y.ż. (Russia, St.-Petersburg, Institute of Radiation Hygiene). Parameters And Criterion Risk Of Ionizing And Medisine Radiation.

1600 - 1620

- Dushutina E. V. (Russia, saint-Petersburg, The St-Petersburg Polytechnic State University). Risk Assessment And Prediction For Software Reliability Analisys Of Control Computer Systems.

1620 - 1640

- Shishkin V.M. (Russia, Saint-Petersburg, SPII RAS). Postulational Concepts in Simulation of Informational Safety.

1640 - 1700

- Break

1700 - 1720

- Yesipov Yu.V. (Russia, Rostov-on-Don, Rostov-on-Don Service Institute). About possibility risk assessment of the direct of accident theory (concise historical analysis).

1720 - 1740

- Yesipov Yu.V., Zolotuhin V.F., Lozovskiy A.V. (Russia, Rostov-on-Don, Rostov-on-Don Service Institute, Rostov Higher Military School). Possibility bounds of technical risk in condition of indiscernible sets of the complex systems.

1740 - 1800

- Ovchinnikova T.I. (Russia, Moscow, Moscow State Institute of Steel and Alloys). Problems of Insurance of Ecological Risks in Systems of Management by Safety of Natural Enviroment.

1800 - 1820

- Shaburov S.P., Utkin L.V. (Russia, Saint-Petersburg, "Techtrans"). Risk Analysis On The Basis Of Judgments Supplied By Unknown Experts.

1820 - 1840

- Kulik B.A. (Russia, Saint-Petersburg, IPME RAS). Calculated Methods for Analysis of Reliability and Safety of Structural Complex Systems on Basis of Cortege Algebra.

 

___________________________________________________________________
Friday, June 25
__________________________________________________________________

Plenary session 4, Conference Hall IPME RAS
Chairman S.G. Tsiramua

1000 - 1030

- Scott J. Lloyd, Eric Kyper (USA, Kingston, University of Rhode Island, College of Business Administration), Susan Chinn (USA, Portland, University of Southern Maine, School of Business). Using Data Mining to Predict Financial Risk Factors.

1030 - 1100

- Paul Dillon, Vincent O'Connell (Ireland, Cork, University College Cork, Dep. of Accounting, Finance and Information Systems). Executive stock options (ESOs) as a risk-sharing device: a logit and probit analysis of the factors influencing the granting of ESOs in the UK.

1100 - 1130

- Alain Abou, Georges Prat (France, Paris, French National Centre for Scientific Research, MODEM Research Team). Risk Premia At The N.Y.S.E.: Analysis Of Experts' Behavior At The Individual Level.

1130 - 1200

- Ramzi Nekhili (Turkey, Mersin 10, Eastern Mediterranean University, Faculty of Engineering, Department of Industrial Engineering), Aslihan Altay Salih, Selcuk Caner (Turkey, Ankara, Bilkent University, Faculty of Business Admistration). Quantifying Foreign Exchange Market Risk At Different Time Horizons.

1200 - 1220

- Coffee

1220 - 1250

- Jiranart Sutthirat, Pornchai Chunhachinda (Thailand, Bangkok, Thammasat University, Thammasat Business School). Incorporating Loss Higher Moment In Bond Portfolio Management.

1250 - 1320

- Himanshu Dutt Sharma (India, Pilani, Birla Institute of Technology & Science, Dep. of Electrical & Electronics Engineering,), Shreyas Madhukarrao Bangale (India, Pilani, Birla Institute of Technology & Science, Dep. of Mechanical Engineering,). Simulated Electrical Network Approach (SENA) to Hard Optimization Problems.

1320 - 1350

- Yoser Gadhoum (Canada, Montreal, Quebec, University of Quebec in Montreal), Mohamed A. Ayadi (Canada, St. Catharines, Brock University). Ownership Structure and Risk: A Canadian Empirical Analysis.

 

Section "Capital Markets Risk", Conference Hall, IPME RAS
Chairman N.V. Hovanov

1500-1520

- Yelejko, Ya. I., T. Bodnar (Ukraine, Lviv, Lviv National University). On Vectors of Distributional Function for Finding Optimal Strategies.

1520 - 1540

- Kachalov V.A. (Russia, Saint-Petersburg, Saint-Petersburg Custom House). Analysis and Approaches to Determination of "Risks" in Custom Service and Custom Examination of Goods and Carriers and Forming of Predicting Control System on Basis of Risk Analysis.

1540 - 1600

- Kuleshov A.V. (Russia, Saint-Petersburg, Saint-Petersburg Custom House). Custom Activity in Conditions of New Tariff Legislation.

1600 - 1620

- Kopchinskaya V.V. (Ukraine, Zhitomir, Institute of Business and Modern Technologies). Estimation of Risk of Shading of Business.

1620 - 1640

- Oleksiv I.B., Podolchak N.Ju. (Ukraine, Lviv, Lviv National Polytechnic University). Improvement of Quantatitive Risk Analysis in Management Systems.

1640 - 1700

- Break

1700 - 1720

- Skripnik A.V. (Ukraine, Irpen, National Academy of the State Tax Service of Ukraine). Risk of Management by Corrupt Economy.

1720 - 1740

- Malafeyev O.A., Pichugin Ju.A. (Russia, Saint-Petersburg, Saint-Petersburg State University). Optimization and Risk in Bank's Activity in Statistically Stable Situation.

1740 - 1800

- Bakurova A.B., Vasilchenko E. A. (Ukraine, Zaporozhye, Zaporozhye State University).Hybrid system for definition of a level of a reserve of bank.

1800 - 1820

- Zaslavsky V. (Ukraine, Kyiv, National Taras Shevchenko University of Kiev). Risk System Analysis in Payment System.

1900 -

- Closing Of Scientific School MA SR - 2004 (Conference Hall, IPME RAS).

 

Section "Risk in Engineering and Ecology", Auditorium 9, IPME RAS
Chairman I.A. Ryabinin

1500-1520

- Kozlov V.V., Grankin B.K., Fedorov A.V. (Russia, Saint-Petersburg, Military Space Academy named A.F. Mozhaysky). Tne conceptual ways of complicated technical complexes functioning danger evaluation on the stage of early designing.

1520 - 1540

- Lesnyh V.V. (Russia, Moscow, Centre of Strategic Research of MCE of Russia), Timofeeva T.B. (Ukraine, Kharkov, Kharkov National University of Radio and Electronics). Modeling and Optimization of National System of Reparation of Damages, Caused by Natural and Man-Caused Cases of Emergency.

1540 - 1600

- Ivanov D.A. (Russia, Saint-Petersburg, RTK Central Research Institute). Supply Chain Scheduling In Production Networks Taking Risk Factors Into Account.

1600 - 1620

- Avdeeva Z.K., Kovriga S.V. (Russia, Moscow, Institute of Control Sciences of the Russian Academy of Sciences). Cognitive Monitoring of Socio-Economic Object Development Security.

1620 - 1640

- Ohtilev M.Ju. (Russia, Saint-Petersburg, Special Design Office "ORION"), Malugin K.A. (Russia, Saint-Petersburg, Central Administrative Board of Central Bank of RF in Saint-Petersburg), Sokolov B.V. (Russia, Saint-Petersburg, SPII RAS). The Theoretical Basics Of Structure Dynamics Control And Its Application For Tasks Of Adaptation And Self-Organization In Complex Technical Systems.

1640 - 1700

- Break

1700 - 1720

- Lukianov V.D., Melnikov V.A. (Russia, Saint-Petersburg, Defence Engineering technical University). Optimal Investments in Providing of Reliability of Complex Technical System.

1720 - 1740

- Lukianov V.D., Melnikov V.A. (Russia, Saint-Petersburg, Defence Engineering technical University). Optimization of Investments in Increasing of Reliability of Technical System, Explotable Beyond Stated Time of Durability or Resource.

1740 - 1800

- Jaroshenko A.V. (Russia, Saint-Petersburg, Naval Academy named N.G. Kuznetsov). Theory and Methods of Coordinated Switches.

1800 - 1820

- Skobelev A.B. (Russia, Saint-Petersburg, Naval Academy named N.G. Kuznetsov). Board Imitating System for Simulation of Supernumerary and Dangerous Situations on Submarine as a Result of Synthesis of Dynamic and Structural Modeling, as Important Part of CALS-Technologies in Shipbuilding.

1820 - 1840

- Polishuk S.P. (Russia, Saint-Petersburg, Naval Academy named N.G. Kuznetsov). Problems of Implementation of Coordinated Switches Methodology in CALS-Technologies in Russian Shipbuilding.

1900 -

- Closing Of Scientific School MA SR - 2004 (Conference Hall, IPME RAS).

 


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