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computer Realization of Algorithms for Minimisation of Financial Risks 2

Computer Realization of Algorithms for Minimisation of Finan...

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2nd international conference on Systems Informatics, modelling and simulation (SIMS)

作者： Jansons, Vladimirs Didenko, Konstantins Jurenoks, Vitalijs Zarina, Ilze Riga Tech Univ Fac Engn Econ & Management Riga Latvia

ISBN: (纸本)9781509026937

The operation of insurance companies accumulates several risks that should be managed. One of the risk management and containment types is reinsurance. Risks related to reinsurance are the following: fluctuation risk, risk of errors, risk of change, risk of prediction and assessment, subjective risk, and premium delay risk. Reinsurance as the limiting type of fluctuation risk is a transaction, under which one insurance company (reinsurer) agrees to indemnify to another insurance company (transferor) all or part of the losses identified under the insurance policy or a group of insurance policies issued, and for risk mitigation the transferor pays the premium to the reinsurer. The object of the paper is the minimisation of insurance risks. The main overall goal of reinsurance is to protect the insurance company from considerable claims or a lot of claims and to maintain sufficient capital ratio of insurance companies. The goal is modelling of the insurance process and computer realisation of the algorithm for minimisation of financial risks in insurance.

关键词： proportional and non-proportional reinsurance Monte-Carlo simulation method optimisation

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Detection and Measurement of the Abrupt Change of the Power Parameters of the Fast-Fluctuating Gaussian Random process

Detection and Measurement of the Abrupt Change of the Power ...

引用

2017 2nd international conference on modelling, simulation and Applied Mathematics（MSAM 2017）

作者： Oleg V Chernoyarov Mahdi M Shahmoradian Alexandra V Salnikova Ilya A Buravlev National Research University “Moscow Power Engineering Institute” International Laboratory of Statistics of Stochastic Processes and Quantitative Finance of National Research Tomsk State University Voronezh State Technical University

We introduce the technically simple approach to determining the abrupt change of the unknown mathematical expectation and dispersion of the low-frequency fast-fluctuating Gaussian random process against white noise. For this purpose, we determine new approximations of the decision statistics for various hypotheses, we carry out their maximization in terms of unknown parameters, and we develop the block diagrams for the corresponding detectors and measurers in the form of the comparatively simple single-channel units. For the analytical analysis of the performance of the synthesized algorithms, the asymptotically exact expressions for their characteristics, specifically – type I and type II error probabilities(when an abrupt change point is detected) and conditional biases and variances of the estimates(when measuring the parameters of the analyzed random process), are obtained by means of local Markov approximation method. The experimental testing of the presented theoretical results is implemented by the methods of statistical computer simulation.

关键词： random process abrupt change detection estimation maximum likelihood method parametrical prior uncertainty local Markov approximation method statistical computer simulation

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Integration Research of Communication Based Train Control and computer Interlocking in Urban Rail Transit

Integration Research of Communication Based Train Control an...

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2017 2nd international conference on Applied Mathematics, simulation and modelling(AMSM2017)

作者： Hai-xiang LIN Yang-qing LI Xiao-qing ZENG Tuo SHEN The Key Laboratory of Road and Traffic Engineering Ministry of EducationTongji University School of Automation and Electrical Engineering Lanzhou Jiaotong University

By analyzing the interface information of CBTC and computer interlocking,the process of train control was abstracted as a closed-loop control model based on communication mode of *** the whole fail-safe of the integrated signal system,designed four operating modes that would have strong *** software simulation,the model tested its the validation and the integration proved its *** results indicate that this kind of integration can be available in the signal system of urban rail transit.

关键词： CBTC computer interlocking Integration Train-to-train communication

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Some Aspects of Visualization as the Tool of Education process Quality Increasing

Some Aspects of Visualization as the Tool of Education Proce...

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2017 2nd international conference on Education, Management and Systems Engineering(EMSE 2017)

作者： Slavomir HRIC Lucia KNAPCIKOVA Romana HRICOVA Peter PASTUCHA Technical University of Kosice Faculty of Manufacturing Technologies with the Seat in Presov

The article deals with some aspects of visualisation as the tool of education process quality increasing at technical universities. There is described the sequence of 3D modelling activities that students have to pass in order to be successful in the study and consequently in practice. First, they learn to create simple parts, then they learn to assemble the components into the static or welded assemblies, respectively into movable mechanism. In higher levels, if they absorb the fundamental theoretical knowledge, they can subject the 3D models to the analysis, as are stress, kinematic, dynamic analysis, etc. and compare the computer aided results with the values calculated in classical way. Students can apply the other advantages of the virtual models into the drawings preparation in electronic form and at the tool path verification during the machining simulation. The whole production process can be designed by students, too. They can use several CAD/CAM systems for all activities listed above and compare results to verify the solution.

关键词： Visualisation Model Education Software computer skill

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2nd international conference on Health Care Systems Engineering, HCSE 2015

2nd International Conference on Health Care Systems Engineer...

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2nd international conference on Health Care Systems Engineering, HCSE 2015

ISBN: (纸本)9783319351308

The proceedings contain 19 papers. The special focus in this conference is on Health Care Systems Engineering for Scientists and Practitioners. The topics include: A multi-objective patient admission planning improving resources utilisation under bed capacity constraints;multi-criteria decision making approaches to prioritize surgical patients;an optimization model for sequence dependent parallel operating room scheduling;a mean-field analysis for the two-tiered healthcare network through nonlinear Markov processes;a managerial use of the volume-outcome association for hospital planning;a discrete event simulation model for the admission of patients to a home care rehabilitation service;ambulance location problem with stochastic call arrivals under nearest available dispatching policy;approach to clustering clinical departments;management of blood donation system;literature review and research perspectives;staffing ratio analysis in primary care redesign;a simulation approach;disease prevention and control plans;a goal-programming approach to the master surgical scheduling problem;system dynamics modelling of emergent and elective patient flows;Markov decision process model for patient admission decision at an emergency department in disasters and crisis management plan;preventive measures and lessons learned from a major computer system failure.

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Using simulation for balancing a line of power plugs

Using simulation for balancing a line of power plugs

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2nd international conference on Quality Engineering and Management, ICQEM 2016

作者： Ramos, A.L. Ferreira, J.V. Santos, S.T. GOVCOPP DEGEIT University of Aveiro Campo de Santiago Aveiro3810-193 Portugal DEGEIT University of Aveiro Campo de Santiago Aveiro3810-193 Portugal

ISBN: (纸本)9789892068145

Purpose - This paper presents a simulation study carried out to analyse a balancing solution for a line of power plugs. This line is used in the classroom (course of Advanced simulation in the master programme of Management and Industrial Engineering, University of Aveiro, Portugal) as a lean living lab to illustrate the utilization of Lean Manufacturing tools. Design/methodology/approach - The curricular unit is based on an experiential approach that involves, in the first part, the utilization of simulation games and, in the second part, the development of computer simulation models. The work uses a discrete-event simulation (DES) approach to analyse the assembly line of power plugs in order to increase its throughput and overall productivity. The study involved the comparison of two design alternatives for the assembly line and the selection of the best scenario for a given set of performance measures. Findings - The use of simulation allows the students to make a more comprehensive analysis of the line and to identify factors that could improve the efficiency of the system. Thus, simulation is a valuable tool to evaluate different line configurations through the comparison of several key performance indicators supporting the decision-making process. Originality/value - The pedagogical practices used in the course of Advanced simulation of the master programme are innovative and the exploitation of a modelling technique such as simulation is certainly a successful approach to promote visual, interactive and problem-based learning strategies, and to bridge the gap between academia and industry by guiding industrial engineering students through the resolution of real industry (and service) problems using simulation models. © 2016 Universidade do Minho. All rights reserved.

关键词： Decision making

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Rule-based modelling and simulation of drug-administration policies 2

Rule-based modelling and simulation of drug-administration p...

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2nd Modeling and simulation in Medicine Symposium, MSM 2015, Part of the 2015 Spring simulation Multi-conference, SpringSim 2015

作者： Bortolussi, Luca Krüger, Thilo Lehr, Thorsten Wolf, Verena Modelling and Simulation Group Department of Computer Science Saarland University Germany Clinical Pharmacy Department of Pharmacy Saarland University Germany DMG University of Trieste Italy

ISBN: (纸本)9781510810600

We consider rule-based models extended with time-dependent reaction rates, a suitable formalism to describe the effect of drug administration on biochemical systems. In the paper, we provide a novel and efficient rejection-based simulation algorithm that samples exactly the trajectory space of such models. Furthermore, we investigate a model of drug administration in the context of a plaque-formation process of Alzheimer's disease, a polymerization process best described by a rule-based model to counteract the intrinsic combinatorial explosion of the underlying reaction network. Further-more, time-dependent rates are needed to model the effect of drugs. We apply the simulation algorithm to study the efficacy of different drug administration policies. © 2015 Society for Modeling & simulation international (SCS).

关键词： Reaction rates

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modelling and simulation for the integrated design of mechatronic systems 2

Modelling and simulation for the integrated design of mechat...

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2nd IFAC conference on Embedded Systems, computer Intelligence and Telematics, CESCIT 2015

作者： Barbieri, Giacomo Goldoni, Gabriele Borsari, Roberto Fantuzzi, Cesare University of Modena and Reggio Emilia Via Amendola 2 Reggio Emtlia42122 Italy Tetra Pak Packaging Solutions SpA Via Delfini 1 Modena41123 Italy

The development of mechatronic systems involves the use of multiple disciplines, from mechanical engineering to electronics engineering and computer science. Traditionally, every discipline was developed independently and then integrated to generate the final system. However, high quality designs cannot be achieved without simultaneously considering all the engineering disciplines. This mechatronic approach carries intrinsic complexity into system design process and numerous researches are on-going in order to find out optimal methods. This article refines a SysML-based design process for the high level development of mechatronic systems, focusing on the integration of modelling and simulation as fundamental aspect for an integrated approach. How conceptual SysML diagrams may support the generation of simulation models is shown, along with a chain of simulations for an integrated design. The proposed approach is applied to a prototype case study designed from scratch, in order to be validated and to demonstrate its potentiality. © 2015, IFAC (international Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

关键词： Systems analysis

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Research on a Wheat Plant Modeling Method

Research on a Wheat Plant Modeling Method

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2nd international conference on simulation and Modeling Methodologies,Technologies and Applications(SMTA 2015)

作者： Hong Fu Jing-han Yang Rui Xue Lei Liu Ya-jun Yu Jian-qun Yu College of Computer Science and Technology Jilin University College of Biological and Agricultural Engineering Jilin University

To analyze the wheat harvesting process, we present a modelling approach of wheat plant based on the discrete element method and the mass-spring model. The wheat plant model built by using this proposed method can not only simulate the shape of wheat plant, but also analyze the interactions between plants and components of the wheat harvester. What's more, this model makes it possible to simulate the process of wheat harvesting, wheat threshing etc. In this paper, we adopt C++ programming language and Open GL technique to develop the simulation analysis software that runs on Windows for modelling wheat plants and simulating threshing process. Through the testing instances of this software, the feasibility and the validity of the aforementioned modelling approach have been preliminarily verified. Therefore, a new method is offered to analyze the wheat harvesting process and to fulfil optimal design of the harvesting machinery.

关键词： spring Research on a Wheat Plant Modeling Method

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2nd international Workshop on Engineering Multi-Agent Systems, EMAS 2014

2nd International Workshop on Engineering Multi-Agent System...

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2nd international Workshop on Engineering Multi-Agent Systems, EMAS 2014

ISBN: (纸本)9783319144832

The proceedings contain 22 papers. The special focus in this conference is on Engineering Multi-Agent Systems. The topics include: The shaping of the agent-oriented mindset;keeping a clear separation between goals and plans;a stepwise refinement based development of self-organizing multi-agent systems;improving the design and modularity of BDI agents with capability relationships;a scalable runtime platform for multiagent-based simulation;integrating organizational reasoning in Jason;towards process-oriented modelling and creation of multi-agent systems;environments and organizations in multi-agent systems;from multi-agent programming to object oriented design patterns;a group process to rationalize technologies in hybrid AAMAS systems;infinite states verification in game-theoretic logics;side effects of agents are not just random;mutation testing for Jason agents;tractable reasoning about group beliefs;semantic representations of agent plans and planning problem domains;typing multi-agent systems via commitments and enriching decisions with abstract preferences.

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