Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
Adaptive mathematical model of investment project of a microfinance company under conditions of incomplete information. / Malafeyev, Oleg; Romanova, Anna; Zaitseva, Irina; Baicherova, Anzhelika; Telnova, Natalya.
International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019. ed. / Theodore E. Simos; Charalambos Tsitouras. American Institute of Physics, 2020. 420009 (AIP Conference Proceedings; Vol. 2293).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
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TY - GEN
T1 - Adaptive mathematical model of investment project of a microfinance company under conditions of incomplete information
AU - Malafeyev, Oleg
AU - Romanova, Anna
AU - Zaitseva, Irina
AU - Baicherova, Anzhelika
AU - Telnova, Natalya
N1 - Funding Information: The work is partially supported by the RFBR grant # 18-01-00796. Publisher Copyright: © 2020 American Institute of Physics Inc.. All rights reserved. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2020/11/24
Y1 - 2020/11/24
N2 - This article discusses the game-theoretical model for issuing a loan to microfinance institution clients. It studies the subject area of the microfinance market of the Russian Federation, as well as clustering algorithms for various objects. These algorithms are used for clustering borrowers. The optimal strategy of a microfinance loan issuing organization is found based on the clusters obtained and the game-theoretic model built. The results of a numerical example are given.
AB - This article discusses the game-theoretical model for issuing a loan to microfinance institution clients. It studies the subject area of the microfinance market of the Russian Federation, as well as clustering algorithms for various objects. These algorithms are used for clustering borrowers. The optimal strategy of a microfinance loan issuing organization is found based on the clusters obtained and the game-theoretic model built. The results of a numerical example are given.
UR - http://www.scopus.com/inward/record.url?scp=85097998902&partnerID=8YFLogxK
U2 - 10.1063/5.0026774
DO - 10.1063/5.0026774
M3 - Conference contribution
AN - SCOPUS:85097998902
T3 - AIP Conference Proceedings
BT - International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019
A2 - Simos, Theodore E.
A2 - Tsitouras, Charalambos
PB - American Institute of Physics
T2 - International Conference on Numerical Analysis and Applied Mathematics 2019, ICNAAM 2019
Y2 - 23 September 2019 through 28 September 2019
ER -
ID: 72678040