2023
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Перегляд 2023 за Автор "Bidyuk, P. I."
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Документ Відкритий доступ Estimation of the parameters of generalized linear models in the analysis of actuarial risks(КПІ ім. Ігоря Сікорського, 2023) Panibratov, R. S.; Bidyuk, P. I.Abstract. Methods of estimating the parameters of generalized linear models for the case of paying insurance premiums to clients are considered. The iterative-recursive weighted least squares method, the Adam optimization algorithm, and the Monte Carlo method for Markov chains were implemented. Insurance indicators and the target variable were randomly generated due to the problem of public access to insurance data. For the latter, the normal and exponential law of distribution and the Pareto distribution with the corresponding link functions were used. Based on the quality metrics of model learning, conclusions were made regarding their construction quality.Документ Відкритий доступ Uncertainties in data processing, forecasting and decision making(КПІ ім. Ігоря Сікорського, 2023) Levenchuk, L. B.; Tymoshchuk, O. L.; Guskova, V. H.; Bidyuk, P. I.Abstract. Forecasting, dynamic planning, and current statistical data processing are defined as the process of estimating an enterprise’s current state on the market compared to other competing enterprises and determining further goals as well as sequences of actions and resources necessary for reaching the goals stated. In order to perform high-quality forecasting, it is proposed to identify and consider possible uncertainties associated with data and expert estimates. This is one of the system analysis principles to be hired for achieving high-quality final results. A review of some uncertainties is given, and an illustrative example showing improvement of the final result after considering possible stochastic uncertainty is provided.