{"title":"联盟组成对抵押贷款参数的影响","authors":"A. Chursin, I. Promakhina","doi":"10.1109/MLSD49919.2020.9247709","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":103344,"journal":{"name":"2020 13th International Conference \"Management of large-scale system development\" (MLSD)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Effect of Coalition Compositions on Mortgage Lending Parameters\",\"authors\":\"A. Chursin, I. Promakhina\",\"doi\":\"10.1109/MLSD49919.2020.9247709\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":103344,\"journal\":{\"name\":\"2020 13th International Conference \\\"Management of large-scale system development\\\" (MLSD)\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-09-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2020 13th International Conference \\\"Management of large-scale system development\\\" (MLSD)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/MLSD49919.2020.9247709\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2020 13th International Conference \"Management of large-scale system development\" (MLSD)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/MLSD49919.2020.9247709","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.
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