National Research Saratov State University named after N. G. Chernyshevsky
National Research University “Higher School of Economics”
The Central Bank of the Russian Federation

Online Proceedings of the Workshop on Computer Modelling in Decision Making (CMDM 2016)

The Proceedings were indexed by Scopus.

Accepted papers on 28.09.2016:

1. Alexey Faizliev, Sergei Sidorov, Sergei Mironov and Andrey Khomchenko
   Empirical Analysis of Index Tracking Error Minimization Algorithms Based on Stochastic Dominance
2. Anatoly V. Panyukov and Ekaterina N. Kozina
   Forming of competitive enterprise investment programs
3. Tatiana Belkina, Nadezhda Konyukhova and Bohdan Slavko
   Survival Probability in the Life Annuity Insurance Model with Stochastic Return on Investments
4. Ekaterina Orlova
   Modeling and Decision Support for the Firms’ Pricing Policy under a Chaotic Dynamic of Market Prices
5. Vladimir Khametov, Elena Shelemekh and Evgeniy Yasonov
   Solving Optimal Stopping Problem by Using Computer Algebra Systems
6. Vladimir Mkhitarian and Mariia Karelina
   Econometric Modeling of the Dynamics of the Integration Activity of Russian Companies
7. Yulia Semernina, Alla Yakunina, Ekaterina Nesterenko, Sergey Yakunin and Evgeny Korobov
   Improving the Tools Used in Computer Modelling the Bond Liquidity Assessment on the Russian Market
8. Nina Grishina
   Model of Risk-Oriented Management in Governmental Institutions: Process Approach
9. Vladimir Mkhitarian and Svetlana Mikhaylova
   Econometric Modeling of the Parameters Actuarial Model of Net Rates for Life Insurance of the Population of Region
10. Luidmila Bilgaeva
    Formation of Life Quality Indicators System through Search Algorithm of Association Rules

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This workshop is organized by

• Saratov State University,
• the Central Bank of the Russian Federation,
• the Department of Statistics and Data Analysis of Higher School of Economics.

The Workshop will be held in Saratov State University (Saratov, Russia) within the V International Youth Research and Practice Conference ‘Mathematical and Computer Modelling in Economics, Insurance and Risk Management’.

The workshop 's main topic is computer and mathematical modeling in decision making in finance, insurance, banking, economic forecasting, investment and financial analysis.

Researchers, postgraduate students, academics as well as financial, bank, insurance and government workers are welcome to participate in the Workshop.

The working language of the workshop is English.

The articles accepted in the program of the workshop will be published in the suplementary electronic volume of SEUR-WS (indexed in Scopus).

Each participant can submit a 6 to 12-page long paper with new unpublished results.

All papers will be reviewed according to standard procedure for scientific publications.

Requirements:

• Papers must be submitted in LNCS style: http://www.springer.com/computer/lncs?SGWID=0-164-6-793341-0
• The papers with new unpublished results should be submitted through the EasyChair system

Editors:

• Vladimir S. Mkhitaryan, Doctor of Economics, Professor, Head of Statistics, Data Analysis and Demography Department of Higher School of Economics;
• Tatiana A. Belkina, Candidate of Sciences in Mathematics and Physic, Head of Laboratory of Risk Theory, Institution of Russian Academy of Sciences;
• Suren Islyaev, PhD, Deloitte, London, UK;
• Sergey P. Sidorov, Doctor of Sciences in Mathematics and Physic, Head of SSU Institute of Risks.

Important Dates:

• Paper submission - August 26, 2016
• Notification of acceptance - September 1, 2016
• Payment of the registration fee - September 15, 2016
• Camera ready version - October 1, 2016
• Preliminary program - October 1, 2016
• Workshop - November 10-11, 2016