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- research-articleMarch 2024
Economy Regulating by Using the Credit Multiplier
Cybernetics and Systems Analysis (KLU-CASA), Volume 60, Issue 2Pages 234–247https://doi.org/10.1007/s10559-024-00664-9AbstractThe author asserts that the credit multiplier of the country’s banking system regulates the growth of the economy and characterizes the level of its development. It is proved that the limiter and the indicator of economic development is the share ...
- research-articleOctober 2022Best Paper
Learning Not to Spoof
ICAIF '22: Proceedings of the Third ACM International Conference on AI in FinancePages 139–147https://doi.org/10.1145/3533271.3561767As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the aversion of ...
- research-articleSeptember 2022
Model for Regulating the Reproduction Process in the Economy
Cybernetics and Systems Analysis (KLU-CASA), Volume 58, Issue 5Pages 727–739https://doi.org/10.1007/s10559-022-00506-6AbstractThe authors analyze the regulation of the reproduction process in the real and financial sectors of the economy by variations in the amount of cash in circulation and through the investment policy of the state, as well as the consequences of the ...
- research-articleAugust 2022
Classifying the factors affecting the adoption of the SDN-microSENSE innovations
ARES '22: Proceedings of the 17th International Conference on Availability, Reliability and SecurityArticle No.: 78, Pages 1–6https://doi.org/10.1145/3538969.3544481This paper presents the results of a survey conducted in order to identify the most critical factors that can affect the market adoption of the innovations developed in the H2020 R&I project SDN-microSENSE. A hierarchy of the main criteria and sub-...
- research-articleJune 2022Best Paper
Distribution-level markets under high renewable energy penetration
e-Energy '22: Proceedings of the Thirteenth ACM International Conference on Future Energy SystemsPages 127–156https://doi.org/10.1145/3538637.3538846We study the market structure for emerging distribution-level energy markets with high renewable energy penetration. Renewable generation is known to be uncertain and has a close-to-zero marginal cost. In this paper, we use solar energy as an example of ...
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- research-articleApril 2022
A Study on the Determinants of Stock Returns, in Comparison of the Fama-French Models
IC4E '22: Proceedings of the 2022 13th International Conference on E-Education, E-Business, E-Management, and E-LearningPages 493–499https://doi.org/10.1145/3514262.3514334This paper mainly focuses on the determinants of stock returns. The proposed method to solve the problem is to use R Studio to build 3-factors and 5-factors Fama-French models. We chose 6 portfolios from Yahoo Finance and built 3-factors and 5-factors ...
- research-articleNovember 2021
Inflation Targeting Model in Macroeconomics
Cybernetics and Systems Analysis (KLU-CASA), Volume 57, Issue 6Pages 968–977https://doi.org/10.1007/s10559-021-00422-1AbstractEmpirical targeting by lowering inflation to the marginal level that causes monetary deflation and transition to depression is shown to increase the growth of the real GDP, while increasing inflation from the marginal level reduces the growth of ...
- research-articleJanuary 2021
Banking Regulation of Macroeconomic Processes
Cybernetics and Systems Analysis (KLU-CASA), Volume 57, Issue 1Pages 108–123https://doi.org/10.1007/s10559-021-00334-0AbstractIt has been determined that given the same factors of production, bank regulation of macroeconomic processes can lead to sustainable economic growth with inflationary self-regulation of market equilibrium and a catastrophic economy decline with ...
- research-articleAugust 2020
Factors affecting the market adoption of cyber-security products in energy and electrical systems: the case of SPEAR
ARES '20: Proceedings of the 15th International Conference on Availability, Reliability and SecurityArticle No.: 116, Pages 1–8https://doi.org/10.1145/3407023.3409315In this paper the results of a survey that was performed aiming to identify the main factors that can affect the market adoption of a cyber-security product in the Energy and Electrical systems is presented. In more detail the survey was implemented ...
- research-articleJune 2020
ABIDES: Towards High-Fidelity Multi-Agent Market Simulation
SIGSIM-PADS '20: Proceedings of the 2020 ACM SIGSIM Conference on Principles of Advanced Discrete SimulationPages 11–22https://doi.org/10.1145/3384441.3395986We introduce ABIDES, an open source Agent-Based Interactive Discrete Event Simulation environment. ABIDES is designed from the ground up to support agent-based research in market applications. While proprietary simulations are available within trading ...
- research-articleMarch 2020
Sensmart: sensor data market for the internet of things
SAC '20: Proceedings of the 35th Annual ACM Symposium on Applied ComputingPages 739–746https://doi.org/10.1145/3341105.3373951Currently, there are millions of sensors connected to the Internet. These sensors gather various types of data, from temperature, humidity, sound and image, to location or biometrics, to name a few. These kinds of data can be very relevant for ...
- research-articleJanuary 2020
A Model of Economy Operation Under Currency Market Rate
Cybernetics and Systems Analysis (KLU-CASA), Volume 56, Issue 1Pages 126–138https://doi.org/10.1007/s10559-020-00228-7AbstractA model of functioning of an open economy with a currency market is presented. It allows determining macroeconomic indicators in the medium term with the Central Bank monetary regulation of the amount of money in circulation, interest rates, and ...
- research-articleNovember 2019
Privacy trading in the surveillance capitalism age viewpoints on 'privacy-preserving' societal value creation
ACM SIGCOMM Computer Communication Review (SIGCOMM-CCR), Volume 49, Issue 3Pages 26–31https://doi.org/10.1145/3371927.3371931In the modern era of the mobile apps (part of the era of surveillance capitalism, a famously coined term by Shoshana Zuboff), huge quantities of data about individuals and their activities offer a wave of opportunities for economic and societal value ...
- articleMay 2019
Optimization of Production Income Tax Rate
Cybernetics and Systems Analysis (KLU-CASA), Volume 55, Issue 3Pages 430–440https://doi.org/10.1007/s10559-019-00150-7The author determines optimal production income tax rate at which net profit and state budget revenue steadily increase and a stable growth of production is ensured. For a lower rate, there is an accelerated growth in production, and for a higher rate, ...
- articleSeptember 2018
Market Appraisal and Accounting of the Cost of Production Capital
Cybernetics and Systems Analysis (KLU-CASA), Volume 54, Issue 5Pages 806–814https://doi.org/10.1007/s10559-018-0082-4It is determined that the cost of sold goods and services in the market of goods, taken into account by the statistics on the nominal gross domestic product and the price index allows estimating the market value of production capital in the national ...
- research-articleAugust 2018
Improving Cyber-Security via Profitable Insurance Markets
ACM SIGMETRICS Performance Evaluation Review (SIGMETRICS), Volume 45, Issue 4Pages 7–15https://doi.org/10.1145/3273996.3273999Recent work in security has illustrated that solutions aimed at detection and elimination of security threats alone are unlikely to result in a robust cyberspace. As an orthogonal approach to mitigating security problems, some researchers have pursued ...
- research-articleJuly 2018
Arbitrage-free Pricing in User-based Markets
AAMAS '18: Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent SystemsPages 327–335Users have various attributes, and in user-based markets there are buyers who wish to buy a target set of users with specific sets of attributes. The problem we address is that, given a set of demand from the buyers, how to allocate users to buyers, and ...
- articleMarch 2018
Deflationary Regulation of Market Equilibrium
Cybernetics and Systems Analysis (KLU-CASA), Volume 54, Issue 2Pages 258–270https://doi.org/10.1007/s10559-018-0027-yDeflation in economy is defined as a result of reduction of the amount of money in circulation by the Central Bank and the financial sector, which violated the equilibrium. The equilibrium can be restored by the market system in the process of ...
- articleMarch 2017
Dynamics of Economic Cycles
Cybernetics and Systems Analysis (KLU-CASA), Volume 53, Issue 2Pages 293–307https://doi.org/10.1007/s10559-017-9929-3Cyclic economic development is a result of existed and existing changes in the relation between demand and supply in the goods market that upset its equilibrium, but this equilibrium is restored with constant time rhythms in the course of self-...
- articleNovember 2016
Consumer Social Responsibility
We investigate the emergence of socially responsible SR production through consumer decisions. Our experimental treatments vary market competitiveness and consumers' information on social responsibility in production. We show that-irrespective of ...