Proceedings of 2020 13th International Conference Management of Large-Scale System Development, MLSD 2020.
Institute of Electrical and Electronics Engineers Inc..
2020.
The Effect of Coalition Compositions on Mortgage Lending Parameters
The work continues researches on self-financing of the coalition of borrowers. The main stages of work are stated: problem definition, examples of possible strategy, and computing experiments. A coalition of borrowers is being considered, which in its organizational structure looks like a traditional bank. We formulate a discrete-Time model, and the corresponding control problem boils down to solving a bilevel optimization problem. The choice of optimal deposit and loan rates is proposed using the parameter space investigation method. The result of a computational experiment is given. © 2020 IEEE.
Authors
Chursin A.A.
1
,
Promakhina I.M.2
Conference proceedings
Publisher
Institute of Electrical and Electronics Engineers Inc.
Language
English
Status
Published
Number
9247709
Year
2020
Organizations
- 1 Rudn University, Head of the Department of Applied Economics, Moscow, Russian Federation
- 2 Dorodnicyn Computing Centre, Frc Csc Ras, Moscow, Russian Federation
Keywords
a coalition of borrowers; computational experiment; dynamics; queue balance; self-financing; turn
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Other records
ACM International Conference Proceeding Series.
Association for Computing Machinery.
2020.
P. 226-230