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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2018 Issue 10, Pages 76–94 (Mi at15211)

Control Problems for the Development of Large-Scale Systems

Model of the financial coalition in dynamics

F. I. Ereshko

Dorodnicyn Computing Centre, Russian Academy of Sciences, Federal Research Center “Informatics and Control”, Moscow, Russia

Abstract: Consideration was given to the further development of the system approaches and assessment of opportunities of the mathematical description of investment processes and location on it of the necessary computing tools for formation of the basic technologies at the design of financial tools in the procedures of securitization and creation of the structured financial investment tools. Interest was mostly shown in the elements of decision making by the participants of the process of residential crediting in dynamics and synergetic effect arising at pooling the participant resources. The fact of reduced credit rate was proved theoretically. The established fact of possible dramatic reduction in the borrower credit rates by efficient bank subsidization realizable by various financial tools can be put down to the main result of the computer experiments.

Keywords: financial engineering, operation research, investments, economic organization, mortgage, credit, mathematical modeling, coalition of borrowers.

Presented by the member of Editorial Board: A. I. Mikhal'skii

Received: 09.11.2017


 English version:
Automation and Remote Control, 2018, 79:10, 1797–1812

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© Steklov Math. Inst. of RAS, 2026