Mathematical Modeling in Economics
- 1. ВЯТСКИЙ ГОСУДАРСТВЕННЫЙ УНИВЕРСИТЕТ «Роль ВятГУ в развитии биотехнологии Кировской области» Пименов Евгений Васильевич II Международная конференция биотехнологов «Международное сотрудничество и развитие биотехнологий в Кировской области» Faculty of Economics and Management Department of Mathematical Modeling in Economics Ph.:64-48-16, site:www.mme.vyatsu.ru
- 2. GRADUATE of the Department of mathematical modeling in economics - is qualified as: "Economist-mathematician", Bachelor "business informatics" profile "Mathematical and tool methods of economy", and can work in enterprises of any form of property and any profile. He has a competitive advantage by using the latest software tools, combining the fruitful implementation of the system dynamics methods ("system dynamics") with successful attempts to put into practice the dynamic business models based on the fundamental ideas of modern science.
- 3. Mathematical Methods in Economics That is ABILITY of modeling and mathematical analysis of economic problems; That is KNOWLEDGE of processes and functional management schemes; That is USE of efficient algorithms in problems of management optimization; That is APPLICATION of computer processing and data mining; That is TECHNOLOGY of modern specialized mathematical and analytical packages and programs; That is PARTICIPATION in the research work at national and international levels.
- 4. Research work • Application of the methods of nonlinear dynamics in economic and mathematical modeling (econophysics) - Head of the Department, Dr. A.V. Shatrov. • High-performance computing in the mathematical modeling of economy and ecology. Ph.D., Associate professor in VyatSU N.N. Olenev • Modern methods of statistical analysis, data mining and financial trading - Assistant Professor, Ph.D. V.N. Nikulin, V.A. Zarechnev • Simulation of logistics systems analysis and socio-economic systems – Dr D.S. Sarancha and Assistant professor, PhD I.G. Lukinykh Применение аддитивной тренд-сезонной модели 0 2000000 4000000 6000000 8000000 10000000 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 квартал сезонные колебания исходные данные
- 5. Projects, carried out by the department • FASI grant (project number 2006 -RI-24.0/006 state contract 02.449.11.7026) Study of innovative potential of the Kirov region, 2006 • Implementation of projects in the DCI mathematical modeling of airborne contaminants in the atmospheric boundary layer, 2007-08 • Implementation of the project in AVTSP "New Information Technologies of mathematical modeling of a developing economy based on high-performance computing cluster system LDCs" - 2010-12 • Implementation of the project in AVTSP "Creating models and algorithms for the analysis and forecasting of emerging regional economy based on high-performance computing cluster systems" - 2012-14 • Implementation of the project "Establishment of a hydrodynamic model for the prediction of the consequences of potential accidents associated with the receipt of pollutants in the Vyatka river“ • Organization of the Scientific Conference "Mathematical modeling of a developing economy and ecology" ECOMOD-2006, 07, 08, 09, 10, 11, 12
- 6. Applications for grants • Russian Foundation for Basic Research (RFBR). Finished studies (projects 05-07-90383-v, 07-01-00473, 07-01-06048, 09-01-06068-g, 10-01-06052- g, 10-06-09282-mob_z , 10-01-90723 - mob _ st, 11-01-06015-g, 12-01- 06056-g) • Participation in RFBR projects 08-01-00473-a, 09-01-00377-a, 09-02- 61201-A / TВ • In 2007-10 received 5 grants Intel, MathWork, MicroSoft to improve the skills and receive training on Parallel Programming
- 7. Scientific Conferences • Participation in the symposium Intel-Russia, PaVT-2006, 2007, 2009, 2010, 2011 (N-Novgorod, St. Petersburg, Kazan, Chelyabinsk), HPC-2008 (Kazan), MCE (Dubna, Pushchino), EAC2009 Karlsruhe (Germany) , CeBIT-2011 (Germany), CEDIMES-2010 (Canada), CEDIMES-2012 (Paris), JRS 2012 (China), WWCC-2012 (Australia) • Participation with a report in the International Meeting of Nobel Laureates 2009 (St. Petersburg) • Participated in 10 exhibitions (Kirov:1st Industrial Exhibition, 2005, 2-nd, 3-rd and 4-th Regional Trade Information Resource - 2005, 2006,2007, 4-th Exhibition - Fair Kirovstat, 2005, 1 - Exhibition "Logistics. Transport - 2006", “Educational Environment 2005", "Innovation 2008", Moscow, CeBIT-2011, Hannover).
- 8. Publications • Shatrov А.V. Limit cycles, bifurcations and ducks in the interpretation of the dynamic interaction of business structures. – Izvestia, 6 (26), 2006, pp. 141-150. • Glushkov V.N., Nedostupov E.V., Sarancha D.А., Yufereva I.V. Several problems in quantitative ecology. - Dynamics of heterogeneous systems. - 31(1). - M.: 2007. – pp. 343-351. • Lipilin А.V. Current trends in the CTP market as a potential risk to the functioning and stable development of the transport system of Russia. - Reforms in Russia and management issues - 2008: 23rd Scientific Conference of young scientists and students. 4, The State University of Management - Moscow State University of Management, 2008. - pp.235-237. • Оlenev N.N., Phetinina А.I. Parallel computing in the identification of the Vyatka region dynamic model. - Bulletin of the Nizhny Novgorod University, 2009. N 6 (1), pp.184- 191. • Shatrov А.V., Shvartz К.G. Numerical simulation of the effects of mesoscale atmospheric transfer processes in the vicinity of Kirov. - Computational Technologies in continuum mechanics, number 3, 2010, pp. 117-125. • Pimenov Е.V., Shatrov А.V. Criterion-parametric analysis of a mathematical model of the immune system. - Bulletin of the Ural academia 2/1, 2010, pp. 189-190. • Кoshcheev А.V., Оlenev N.N. Modeling the interaction of regional systems using parallel computing. - Vol 2, № 1 (15), 2010, pp. 92-97.
- 9. Publications • Olenev N.N., Phetinina А.I. Economic Modeling of the Kirov region using parallel computing technologies. - Scientific and technical bulletin, January-February 2010, № 1 (65), pp.108-113. • Chuchkalova S.V. The impact of demographic processes on the regional economy. - Federalism, № 1, 2010, pp.256-264. • Chuchkalova S.V., Starodumova О.Yu. Modeling of demographic processes in the Kirov region. - The economy of the region, № 4, 2010, pp. 220-224. • Chuckalova S.V. Influence of demographic processes on economy of a region. - The economy of the region, №4, 2010, pp.225-228. • Chuchkalova S.V. Problems of population size reducing.- Federalism, № 4, 2010, pp.204- 210. • Zhukovskaya I.N., Kudryavtseva Yu.V., Chuprov А.V, Shatrov А.V. Physical model of the pathogenesis of the syndrome of "dry eye" associated with wearing soft contact lenses. - Modern technologies in medicine. - 2010, № 2. - pp. 79-81. • Barabashev А.V., Barantsev R.G., Vechtomov Е.М., Shatrov А.V. Mathematics and reality. - Bulletin of the Vyatka State University of Humanities, 2011. - № 1 (1). - pp. 6-27 • Sarancha D.S., Nedostupov E.V., Chigerev Е.N., Yurezanskaya Yu.S. About some properties of one-dimensional unimodal maps. - Reports of the Academy of Sciences, vol. 430, № 1, 2010, pp.1-6.
- 10. Publications • Aprausheva N.N., Sarancha D.A., Sorokin S.V. About functional dependence of micro- relief and soil density in the semi-desert of the Northern Caspian. - Proceedings of the Institute for Systems Analysis. 50 (1). The dynamics of heterogeneous systems. 2010. pp.148 -151 • Bibik V.Yu., Sarancha D.A. The canonical variables for some biological models. - Mathematical modeling, 2010. Volume 22, № 3, pp.120-144. • Lopatin А.N., Sarancha D.А., Sudnitsyn I. I. Mathematical analysis of the effect of soil gas phase on the vegetation. - PROGRESS OF MODERN BIOLOGY, 2010, Volume 130, № 5, pp. 474-483. • Gergel V.P., Gorbachyov V.А., Olenev N.N., Ryabov V.V., Sidorov S.V. Parallel global optimization methods in the identification of the regional economy dynamic balance normative model. - Vestnik, № 25 (242), 2011. pp.4-15. (Series "Mathematical modeling and programming", 9). • Nabokikh А.V., Ryattel А.V. Foreign experience management market development of cultivated mushrooms. - Kazan Science in 2011. - № 11. - pp.135-138. • Оkhapkin V.P. On the role of the financial security of the banking system in the country's economic security: methodological framework solutions. Actual Problems of Economics and Law, № 4, 2012. • Оkhapkin V.P., Shatrov А.V. Optimal management of investment funds of the bank as a factor of economic stability. - Computer studies and modeling. - 2012, Volume 4, № 4. - pp.961-969 • Nikulin V.N., Zubareva D.S., Palesheva S.А. On homogeneous ensembles using the method of boosting in the appendix to the classification of unbalanced data. - Bulletin of the Perm State National University. Economics, № 1 January 2013, pp. 6-22.
- 11. Publications in international journals • Nikulin V. and McLachlan G.J. (2010) On the gradient-based algorithm for matrix factorisation applied to dimensionality reduction. In Proceedings of BIOINFORMATICS 2010, Edited by Ana Fred, Joaquim Filipe and Hugo Gamboa, Valencia, Spain, pp. 147- 152. • Wojnarski M., Janusz A., Nguyen H.-S., Bazan J., Luo C., Chen Z., Hu F., Wang G., Guan L., Luo H., Gao J., Shen Y., Nikulin V., Huang T.-H., McLachlan G.J., Bosnjak M. and Gamberger D. (2010) RSCTC'2010 Discovery Challenge: Mining DNA Microarray Data for Medical Diagnosis and Treatment. In M. Szczuka et al. (Eds.): RSCTC 2010, LNAI 6086, Springer, Heidelberg, p. 4-19. • Nikulin V. and McLachlan G.J. (2010) Penalized principal component analysis of microarray data. In P. Masulli, L. Peterson and R. Tagliaferri. (Eds.): CIBB 2009, LNBI 6160, Springer-Verlag, Berlin Heidelberg, pp. 82-96. • Huang T.-H., Nikulin V. and McLachlan G.J. (2010) On Relations between Genes and Metagenes Obtained via Gradient-Based Matrix Factorization. In 2010 IEEE/ICME International Conference on Complex Medical Engineering July 13-15, 2010, Gold Coast, Australia Crowne Plaza Surfers Paradise Hotel, Editors: Yan Li, Jiajia Yang, Peng Wen and Jinglong Wu, pp. 82-96. • Nikulin V. and McLachlan G.J. (2010) Identifying fiber bundles with regularised k-means clustering applied to the grid-based data. In WCCI 2010 IEEE World Congress on Computational Intelligence July, 18-23, 2010 - CCIB, Barcelona, Spain, pp. 2281-2288. • Nikulin V. (2010) Web-mining with Wilcoxon-based feature selection, ensembling and multiple binary classifiers. ECML/PKDD Workshop and Conference Proceedings, Discovery Challenge. Editors: Andras Benczur, Carlos Castillo, Zoltan Gyongyi and Julien Masanes ,Barcelona, Spain. 9 pages.
- 12. Publications in international journals • Nikulin V., Huang T.-H., and McLachlan G.J. (2010) A Comparative Study of Two Matrix Factorization Methods Applied to the Classification of Gene Expression Data. In Proceedings of 2010 IEEE International Conference on Bioinformatics and Biomedicine, Editors: T. Park, L. Chen, L. Wong, S. Tsui, M. Ng and X. Hu, pp. 618-621. • Nikulin V. (2010) An Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem, 16 pages. Library of the Cornell University, USA, http://arxiv.org/abs/1004.0552. • Nikulin V. (2010) On the Exponential Probability Bounds for the Bernoulli Random Variables, 21 pages. Library of the Cornell University, USA, http://arxiv.org/abs/1004.1862. • Nikulin V. and McLachlan G.J. (2010) Strong Consistency of Prototype Based Clustering in Probabilistic Space, 13 pages.Library of the Cornell University, USA. http://arxiv.org/abs/1004.3101. • Nikulin V. (2010) Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading, 17 pages. Library of the Cornell University, USA. http://arxiv.org/abs/1004.4400. • Nikulin V., Huang T.-H., and McLachlan G.J. (2011) Classification of high-dimensional microarray data with a two steps procedure via a Wilcoxon criterion and multilayer perceptron. International Journal of Computational Intelligence and Applications, 10(1), pp. 1-14. • Nikulin V., Huang T.-H., Ng S.-K., Rathnayake S. and McLachlan G.J. (2011) A Very Fast Algorithm for Matrix Factorization. Statistics and Probability Letters, 81, pp.773-782.
- 13. Publications in international journals • Nikulin V. (2011) Classification with Random Sets, Boosting and Distance-based Clustering. Chapter in the Book "Hands-On Pattern Recognition, Challenges in data representation, model selection, and performance prediction", Editors: Isabelle Guyon, Gavin Cawley, Gideon Dror, Amir Saffari and Nicola Talbot, pp. 231-258. • Nikulin V. (2011) On the Evaluation Criterions for the Active Learning Processes, 13 pages. Library of the Cornell University, USA. http://arxiv.org/abs/1108.0453. • Nikulin V. (2011) OpenStudy: recommendations of the following ten lectures after viewing a set of three given lectures. ECML/PKDD Workshop and Conference Proceedings, Discovery Challenge. Editors: Tomislav Smuc, Nino Antulov-Fantulin, Mikołaj Morzy, рр. 59-70. • Nikulin V. and Huang T.-H. (2012) Unsupervised dimensionality reduction via gradient- based matrix factorization with two learning rates and their automatic updates. Journal of Machine Learning Research, Workshop and Conference Proceedings, V.27, pp.181-195. • Bakharia A. and Nikulin V. (2012) A nonparametric criterion for the selection of the number of factors and nonnegative extension for gradient-based matrix factorization applied to the classification of microarray data. World Congress on Computational Intelligence, June 10-15, Brisbane, Australia, pp. 3253-3260. • Nikulin V. (2012) On the Homogeneous Ensembling with Balanced Random Sets and Boosting. JRS 2012, Chengdu, China. LNAI Springer 7413, J.T.Yao et.al. (Eds.), pp. 180- 189. • Nikulin V. (2012) On the Homogeneous Ensembling via Balanced Subsets Combined with • Wilcoxon-based Feature Selection. JRS 2012, Chengdu, China. LNAI Springer 7413, J.T.Yao et.al. (Eds.), pp. 455-462.
- 14. Publications in international journals • Nikulin V. (2012) On the solution for the high-dimensionality-small-sample-size problem. International Journal of Data Mining and Bioinformatics. • Nicholas Olenev A Simulation Game of Economically Interacting Countries // Symposium of the Journal of Business and Economics in Times of Crisis 2012. 16th to 17th August 2012. Munich, Bavaria, Germany. • Nicolas N. Olenev, Anatoly V. Shatrov Technology of High Performance Computing in Research of Innovation Sector Impact on the Efficiency and Development for Regional Economy (Exponent of International Exposition). - Catalog of International IT Exposition CeBIT 2011, Hannover, Germany • Shatrov A.V., Shvarts K.G. Numerical Modeling of Mesoscale Atmospheric Impurity Transport Processes in the Environs of the City of Kirov . - Fluid Dynamics, 2011, Vol. 46, No 2, pp. 333-340 • Shatrov A.V., Shvarts K.G. Simulation of transport processes of aerosol impurity in a ground boundary layer of above industrial centers. - European Aerosol Conference EAC- 2009, Karlsrue, Germany, 6-11 September 2009/ Topics of section TA-1 • Shatrov A.V., Shklyaev V.A., Shvarts K.G. Modeling of mesoscale vortices structure near to a powerful hot source of impurity in a boundary layer of atmosphere . - European Aerosol Conference EAC-2009, Karlsrue, Germany, 6-11 September 2009/ Topics of section TD-14
- 15. Students achievements in scientific activities • April 2008 – Diploma for the best reports on the I All-Russian School of Parallel Programming (St. Petersburg); • May 2008 - Participation in the All-Russian competition on mathematical modeling in economics (Ufa) - 5th place; • May 2008 – 1st place in the competition of Stock Commercial Bank "Ak Bars"; • Participation in the International students competition "Entrepreneurship and Management" -2006, 2007, 2008,2009,2010,2011,2012 (section "Operations Research and Mathematical Methods in Economics» I, II, III in various categories) • October 2008 – 1st place in the International Olympiad for Research in Economics (St. Petersburg); • November 2008 – 1st place in the contest "The external reserve“; • December 2008 – 1st place in the contest for young scientists in Dolgoprudniy (Koshcheev A.V., Okhapkin V.P.); • February 2009 – Kirov Board of Rectors scholarship; • 2011 – President of the Russian Federation scholarship (Dolmatova A.I.) • 2012 – E.T. Gaydar Foundation scholarship (Maltsev K.) • 2012 – Winner diploma in the contest of young scientists, University of Amsterdam (Maltsev K.)
- 16. - Summer school