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Item Properties of the ideal-intersection graph of the ring Zn(2023) Utenko, YelizavetaIn this paper we study properties of the ideal-intersection graph of the ring 𝑍𝑛. The graph of ideal intersections is a simple graph in which the vertices are non-zero ideals of the ring, and two vertices (ideals) are adjacent if their intersection is also a non-zero ideal of the ring. These graphs can be referred to as the intersection scheme of equivalence classes (See: Laxman Saha, Mithun Basak Kalishankar Tiwary "Metric dimension of ideal-intersection graph of the ring 𝑍𝑛" [1] ). In this article we prove that the triameter of graph is equal to six or less than six. We also describe maximal clique of the ideal-intersection graph of the ring 𝑍𝑛. We prove that the chromatic number of this graph is equal to the sum of the number of elements in the zero equivalence class and the class with the largest number of element. In addition, we demonstrate that eccentricity is equal to 1 or it is equal to 2. And in the end we describe the central vertices in the ideal-intersection graph of the ring 𝑍𝑛.Item Predictive model for a product without history using LightGBM. pricing model for a new product(2023) Drin, Svitlana; Kriuchkova, Anastasiia; Toloknova, VarvaraThe article focuses on developing a predictive product pricing model using LightGBM. Also, the goal was to adapt the LightGBM method for regression problems and, especially, in the problems of forecasting the price of a product without history, that is, with a cold start. The article contains the necessary concepts to understand the working principles of the light gradient boosting machine, such as decision trees, boosting, random forests, gradient descent, GBM (Gradient Boosting Machine), GBDT (Gradient Boosting Decision Trees). The article provides detailed insights into the algorithms used for identifying split points, with a focus on the histogram-based approach. LightGBM enhances the gradient boosting algorithm by introducing an automated feature selection mechanism and giving special attention to boosting instances characterized by more substantial gradients. This can lead to significantly faster training and improved prediction performance. The Gradient-based One-Side Sampling (GOSS) and Exclusive Feature Bundling (EFB) techniques used as enhancements to LightGBM are vividly described. The article presents the algorithms for both techniques and the complete LightGBM algorithm. This work contains an experimental result. To test the lightGBM, a real dataset of one Japanese C2C marketplace from the Kaggle site was taken. In the practical part, a performance comparison between LightGBM and XGBoost (Extreme Gradient Boosting Machine) was performed. As a result, only a slight increase in estimation performance (RMSE, MAE, R-squard) was found by applying LightGBM over XGBoost, however, there exists a notable contrast in the training procedure’s time efficiency. LightGBM exhibits an almost threefold increase in speed compared to XGBoost, making it a superior choice for handling extensive datasets. This article is dedicated to the development and implementation of machine learning models for product pricing using LightGBM. The incorporation of automatic feature selection, a focus on highgradient examples, and techniques like GOSS and EFB demonstrate the model’s versatility and efficiency. Such predictive models will help companies improve their pricing models for a new product. The speed of obtaining a forecast for each element of the database is extremely relevant at a time of rapid data accumulation.Item Моделювання очiкуваних кредитних збиткiв(2023) Дрінь, Світлана; Сердюк, ФедірУ цiй статтi запропоновано метод моделювання ймовiрностi дефолту, описано статистичну оцiнку моделi та представлено модель алгоритму програмної реалiзацiї. Алгоритм автоматично обирає з групи регресiйних моделей, де моделями є як лiнiйна регресiя, так i рiзнi модифiкацiї напiвлогарифмiчних моделей та лаговi моделi для макрофакторiв 𝑋𝑖,𝑡,𝑋𝑖,𝑡−1, ...,𝑋𝑖,𝑡−𝑇 Cтатистичний аналiз проводиться за використання коефiцiєнта детермiнацiї R-квадрат, p-value, VIF (variance inflation factor). Актуальнiсть цiєї теми визначається необхiднiстю дотримання банкiвськими органiзацiями мiжнародних стандартiв, таких як Мiжнароднi стандарти фiнансової звiтностi (МСФЗ 9) та Угода про банкiвський нагляд та капiтал (Базель 3). Цi стандарти визначають вимоги щодо оцiнки кредитного ризику та вимоги до розмiрiв капiталу. Дотримання цих стандартiв є важливим не тiльки для забезпечення стабiльностi та надiйностi фiнансової системи, а й для збереження довiри клiєнтiв та iнвесторiв. Вiдповiднiсть мiжнародним нормам також робить банки конкурентоспроможними на свiтовому ринку та сприяє припливу iнвестицiй та розвитку фiнансового сектору. МСФЗ 9 може бути iнтерпретований рiзними моделями. В статтi запропоновано пiдхiд щодо вибору вiдповiдної моделi для прогнозування ймовiрностi дефолту. Описана методика вибору моделi дає змогу банкам вибрати оптимальну модель оцiнки прогнозу дефолту в рамках наведеного стандарту. Це сприяє бiльш точнiй та надiйнiй оцiнцi кредитного ризику, вiдповiдно регуляторним вимогам, що забезпечить банки засобами для кращого прогнозування та управлiння фiнансовими ресурсами, а також зменшення ризикiв. Методологiя вибору моделi економить значну кiлькiсть часу та ресурсiв, оскiльки, пошук оптимальної моделi вiдбувається автоматично. Це дає змогу швидше реагувати на змiни в економiчному середовищi, вдосконалювати стратегiї прийняття рiшення та управляти кредитними ризиками, що має велике значення для фiнансових установ у конкурентному середовищi. В Українi в цей час триває вiйна, i прогнозування за допомогою чинних методiв стає складним завданням через непередбачуванi стресовi ситуацiї для економiки. У таких умовах стандартнi моделi можуть бути недостатньо адаптованими для врахування пiдвищеного ризику та нестабiльностi. Запропонований пiдхiд допоможе знайти бiльш консервативнi моделi прогнозування, якi можуть бути корисними в умовах нестабiльних перiодiв i вiйни.Item Balance function generated by limiting conditions(2023) Morozov, DenysThis article conducts an analysis of the inherent constraints governing the formation of the price function that describes the interaction between two markets. The research not only identifies these constraints but also obtains an explicit form of the specified function. The key factors considered in constructing the price function are defined in the article. Through analyzing these constraints and their impact on market interaction, a formula for the price function is provided. This approach not only reveals the essence of natural constraints in forming the price function but also provides a contextual foundation for negotiations shaping a fair exchange price for the interaction process between two markets. This offers a theoretical basis for modeling and solving similar problems arising during practical economic activities. Two economies, Economy 1 and Economy 2, producing goods X and Y with linear Production Possibility Curve (PPC) graphs, are under consideration. The cost of producing one unit of good X relative to Y is denoted as 𝑅1 for Economy 1 and 𝑅2 for Economy 2. Exchange between economies occurs in a market, where the possible exchange is Δ𝑥 units of X for Δ𝑦 = 𝑅market ·Δ𝑥 units of Y, and vice versa. If 𝑅1 is less than 𝑅2, Economy 1 specializes in the production of X, and Economy 2 specializes in Y, fostering mutually beneficial trade. For mutually beneficial exchange on the market with a price 𝑅market, it is necessary and sufficient that 𝑅1 ≤ 𝑅market ≤ 𝑅2. The article also explores the concept of a fair exchange price, specifying conditions for symmetry, reciprocity, and scale invariance. Notably, it indicates that the unique solution satisfying these conditions is 𝑓(𝑅1,𝑅2) = √ 𝑅1 · 𝑅2. In the context of balanced exchange, where economies gain equal profit per unit of the acquired good, the balanced exchange price 𝑅market[𝑏𝑎𝑙𝑎𝑛𝑐𝑒] is determined as 𝑅market = √ 𝑅1 · 𝑅2. This serves as a fair price, meeting the aforementioned conditions of symmetry, reciprocity, and scale invariance. In the provided example with 𝑅1 = 2 and 𝑅2 = 8, the article examines the mutually beneficial interval for 𝑅market and computes the balanced and fair exchange price.Item Похiднi функцiї вiрогiдностi для лiнiйної змiшаної моделi з припущенням про складну симетрiю(2023) Лукашевич, Софiя; Ямненко, РостиславУ роботi дослiджено властивостi лiнiйних змiшаних моделей iз простими випадковими ефектами виду 𝑦𝑖 = 𝑋𝑖𝛽 + 𝑍𝑖𝛾𝑖 + 𝜀𝑖, 𝑖 = 1, . . . ,𝑀, 𝛾𝑖 ∼ 𝑁(0, ), 𝜀𝑖 ∼ 𝑁(0, 𝜎2𝐼), де 𝛽 – 𝑝-вимiрний вектор фiксованих ефектiв, 𝛾𝑖 – 𝑞-вимiрний вектор випадкових ефектiв, 𝑋𝑖 та 𝑍𝑖 – вiдомi матрицi регресорiв розмiрностей 𝑛𝑖 ×𝑝 i 𝑛𝑖 ×𝑞, а 𝜀𝑖 – вектори внутрiшньогрупових похибок зi сферичним гауссiвським розподiлом. Припускаючи складну симетрiю кореляцiйної структури залежностi мiж внутрiшньогруповими похибками, отримано аналiтичнi формули для перших двох часткових похiдних за кореляцiйними параметрами моделi.Item Interpolation problems for random fields on Sierpinski's carpet(2023) Boichenko, Viktoriia; Shchestyuk, Nataliia; Florenko, AnastasiiaThe prediction of stochastic processes and the estimation of random fields of different natures is becoming an increasingly common field of research among scientists of various specialties. However, an analysis of papers across different estimating problems shows that a dynamic approach over an iterative and recursive interpolation of random fields on fractal is still an open area of investigation. There are many papers related to the interpolation problems of stationary sequences, estimation of random fields, even on the perforated planes, but all of this still provides a place for an investigation of a more complicated structure like a fractal, which might be more beneficial in appliances of certain industry fields. For example, there has been a development of mobile phone and WiFi fractal antennas based on a first few iterations of the Sierpinski carpet. In this paper, we introduce an estimation for random fields on the Sierpinski carpet, based on the usage of the known spectral density, and calculation of the spectral characteristic that allows an estimation of the optimal linear functional of the omitted points in the field. We give coverage of an idea of stationary sequence estimating that is necessary to provide a basic understanding of the approach of the interpolation of one or a set of omitted values. After that, the expansion to random fields allows us to deduce a dynamic approach on the iteration steps of the Sierpinski carpet. We describe the numerical results of the initial iteration steps and demonstrate a recurring pattern in both the matrix of Fourier series coefficients of the spectral density and the result of the optimal linear functional estimation. So that it provides a dependency between formulas of the different initial sizes of the field as well as a possible generalizing of the solution for N-steps in the Sierpinski carpet. We expect that further evaluation of the mean squared error of this estimation can be used to identify the possible iteration step when further estimation becomes irrelevant, hence allowing us to reduce the cost of calculations and make the process viable.Item Центральна гранична теорема для кiлькостi рекордiв у Fα-схемi(2023) Колеснiк, ОлександрУ цiй роботi розглянуто твердження, якi стосуються виконання центральної граничної теореми (ЦГТ) для кiлькостi рекордiв у послiдовностi незалежних випадкових величин в рамках 𝐹𝛼-схеми рекордiв. Наведено методику знаходження точних асимптотичних виразiв для математичного сподiвання та дисперсiї, якими можна замiнити справжнi характеристики у ЦГТ. Розглянуто конкретний приклад степенового зростання експонент 𝐹𝛼-схеми i побудовано ЦГТ лише у термiнах моменту спостереження та степенi зростання. У статтi є 4 теореми з повним доведенням. Теорема 1 пов’язує математичне сподiвання та дисперсiю з накопиченою iнтенсивнiстю 𝐹𝛼-схеми. Теорема 2 встановлює виконання ЦГТ у загальному виглядi, а теорема 4 – для конкретного випадку.Item Weakly nonlinear models of stochastic wave propagation in two-layer hydrodynamic systems(2023) Avramenko, Olga; Naradovy, VolodymyrThe paper discusses three-dimensional models of the propagation of stochastic internal waves in hydrodynamic systems: ’half-space - half-space’, ’half-space - layer with rigid lid’, and ’layer with solid bottom - layer with rigid lid’. In constructing the models, the layers are considered to be ideal fluids separated by a contact surface. The main objective of the modeling is to obtain a dynamic equation for the stochastic amplitude of surface waves. A comparative analysis of the obtained results has been conducted. In order to control the contribution of nonlinear terms, a dimensionless non-numerical parameter has been introduced. The models are distinguished by boundary conditions that determine the general form of solutions. As a result, a dynamic equation for the stochastic amplitude of internal waves has been derived. After ensemble averaging of the amplitudes, the dynamic equation is formulated in integral form using Fourier-Stieltjes integrals. The dynamic equation reveals two-wave and three-wave interactions, as well as the contribution of dispersion to wave dynamics. An investigation of the boundary case of the transition of internal waves in the ’half-space - half-space’ system to surface waves in the absence of an upper liquid layer confirms the validity of the results.