Svetlana ProkopchinaFinancial University under the Government of the Russian Federation
Svetlana Prokopchina
Doctor of Engineering
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Publications (13)
The approach is to construct a generalized linear regression model with a dependent variable of the indicator of default of the Bank. The explanatory variables in this model are the financial coefficients ROA and ROE. According to the constructed model, the ROC curve is reconstructed and the Gini coefficient is calculated, which serves as a quantit...
Modern measurement problems are solved in conditions of uncertainty Significant information uncertainty is caused by the lack of complete and accurate knowledge about the models of measurement objects, influencing factors, measurement conditions, as well as a variety of experimental data. The article briefly discusses the history of the development...
Measurement theory is currently being actively developed due to its relevance in modern information technologies that implement the principles and algorithms of DATA SCIENCE, BIG DATA, Internet of Things, Business Intelligence, and DATA MINING. One of the most important applications of measurement theory methods and tools is implemented in artifici...
Information systems based on Bayesian intelligent technologies make it possible to implement monitoring, control and management tools within the framework of the “Smart City” concept. Such tasks are connected, on the one hand, with the processing of large arrays of various types of information, on the other hand, with difficult conditions for solvi...
The article deals with methodological aspects and practical examples of digitalization of the regional economy based on the regularizing Bayesian approach, Bayesian intelligent technologies and soft measurements. This methodology provides for obtaining estimates and situations in the socio-economic sphere in conditions of uncertainty and instabilit...
The article deals with methodological and practical issues of building Bayesian intelligent networks (BIS) for digitalization of urban economy based on the principles of the “Smart city” concept. The BIS complex as a whole corresponds to the architecture of urban household management complexes for construction and industrial energy purposes for sol...
Determining the rating ratings of banks is important both for the banks themselves and for assessing the state of the entire financial sector of the state. Their compliance with real situations depends on the calculation models used by rating agencies. One of the main stages of calculation in the development of the model is the stage of determining...
The functioning of modern information systems takes place in conditions of considerable uncertainty and heterogeneity of information flows, which makes it difficult to process such information: solutions are inaccurate, unstable, unfounded and not interpreted, which has been repeatedly noted in the scientific literature. This article suggests one o...