Services of Vilnius University Institute of Mathematics and Informatics

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Services of Vilnius University

Institute of Mathematics and Informatics

1. Informatics Methodology Department ... 2

1.1. Software localization (lithuanization) ... 2

1.2. Programming and software localization courses, training ... 3

2. Mathematical Logic Sector at Software Engineering Department ... 4

2.1. Non-classical logics ... 4

3. Numerical Analysis Department ... 5

3.1. Boundary value problems, problems with nonlocal boundary conditions ... 5

4. Process Recognition Department ... 6

4.1. Optimization and high performance computing ... 6

4.2. Speech recognition ... 7

4.3. Missing data restoration algorithm and program ... 8

4.4. Control of dynamical systems using observations, systems identification ... 8

5. System Analysis Department ... 10

5.1. Data mining in medicine, technologies and case-studies ... 10

5.2. The development and adjustment of manufacturing processes’ scheduling algorithms ... 11

5.3. Solving the multi-objective optimization problems ... 13

5.4. Development of the recommendation systems ... 14

5.5. Digital image analysis and processing, image analysis systems, decision support as well as diagnostic systems ... 15

5.6. Bioinformatics data analysis services ... 17

5.7. Services of optimization and applications ... 17

5.8. Service: data analysis and mathematical modelling for economic and biomedical problems; Product: model-based tools for the forecasting of economic time series ... 19

5.8.1. Joint stock company “Algoritmų sistemos” ... 20

5.8.2. Joint stock company “Barzda” ... 20

6. Operational Research Sector at Systems Analysis Department ... 21

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1. Informatics Methodology Department

Name (service, product, technology)

1.1. Software localization (lithuanization)

Author (name, surname, degree)

Valentina Dagienė, prof. dr., Tatjana Jevsikova, dr., Gintautas Grigas, dr.

VU scientific research areas

(choose one)

12. Informatics and Information Technologies.

Classification of research areas by Ministry of Science and Education (choose not more than 2)

09P Informatics 07T Informatics Engineering

Keywords (3-5) Localization; lithuanization; software; technical translation

Description of service, product, technology (up to 500 words)

The main software localization stages include: 1. Tentative expertize of internationalization level of localizable software. Customer and software developer are informed about the internationalization errors detected, so that they are able to fix the errors in time.

2. All texts, available to display on a computer screen (e.g. diaog boxes, help, messages), are translated.

3. Automated translation tools are used (e.g. translation memory), but not low-level quality automatic translation. 4. The terms are taken from the dictionaries, approved by the State Commission of Lithuanian Language. New terms, not available in existing dictionaries, are agreed with the State Commission of the Lithuanian Language. 5. All the translated texts are edited.

6. Software cultural elements are localized.

7. Overall testing of localized software is done. Functional equivalency with those of the original software is tested. Suggested are non-recurring agreements to support existing software release’s localization or long-term agreements to localize new software releases. This ensure software localization at the time of new release of original software.

Purpose (for what can be used in market)

To raise efficiency and comfort levels of work with computer, lower the costs of training costs of the employees, to allow employees, independently of their knowledge of English language, use Lithuanian language (as stated in the Law of state language).

Field of application, use

(type of industry, market; field of company)

Any, where computers are used.

Related projects performed, services carried out

Structural funds projects

ES struktūrinių fondų projektas. Ekonomikos augimo veiksmų programos prioriteto „Informacinė visuomenė visiems“ įgyvendinimo priemonė „Lietuvių kalba informacinėje visuomenėje“; 2012-03-30, Nr.VP2-3.I-IVPK-12-K-01-004/ LSS-180000-642 (2012.03.30-2014.10.30)

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„Kompiuterinių mokymo priemonių lokalizavimo paslaugos“. Lokalizuoti (pritaikyti Lietuvos kalbinei, kultūrinei ir edukacinei aplinkai) pradinių klasių mokiniams (taip pat ir turintiems specialiųjų ugdymosi poreikių) skirtų kompiuterinių mokymo priemonių komplektus. (2010.05.20–2012.06.30)

Possible, required

cooperation forms (services, technology transfer, joint project, investments and etc.)

Product release and support upon the agreement.

Contacts (name, surname, phone, email)

Valentina Dagienė, +370 698 05448 [email protected]

1.2. Programming and software localization courses, training

Author (name, surname, degree) Valentina Dagienė, dr., Tatjana Jevsikova, dr., Vladimiras Dolgopolovas Faculty/institute, department, laboratory

Vilnius university Institute of Mathematics and Informatics, Department of Informatics Methodology

(choose one)

Keywords (3-5) Programming teaching; localization; lithuanization; education

 Basic programming, algorithms  Programming C and C++  Programming Java  Programming VBasic  Programming Pascal  Programming Python  Programming C#

 Introduction .NET technologija  Data bases

 Software localization

Companies personnel, professionals training, teaching

IT, telecom companies; production, trade companies, educational institutions.

Characteristics, technical information

60 h. introduction course, 144 h. basic course.

Development level

(laboratory level, prototype, implemented in market and etc.)

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Services, join project, investments

Valentina Dagienė, +370 698 05448 [email protected]

2. Mathematical Logic Sector at Software Engineering Department

2.1. Non-classical logics

Regimantas Pliuškevičius, dr. habil., Jūratė Sakalauskaitė, dr.,

Romas Alonderis, dr.,

(choose one)

11. Fundamental and Applied Mathematics

000P Natural Sciences 01P Math

09P Informatics

Keywords (3-5) Modal logic, temporal logic, logic of knowledge

Rapid growth of information technologies, started at the end of the last century, raised up new complex problems in software development. Means of classical mathematical logic is not enough in most cases to solve these problems. Along with traditional non-classical logics (such as intuitionistic, modal logics), various new non-classical logics (such as dynamic logics, logics of knowledge, logics for computer agent) were proposed.

The main area of investigation at the Mathematical Logic Sector includes non-classical logics: modal, temporal, dynamic, knowledge, and various combinations and modifications of these logics. The logics of knowledge are especially important. Modal and multi-modal logics are applied to reason about knowledge and execution of computer agents. Knowledge and its interaction are of the most importance for theory and practice of knowledge based economics. The field of non-classical logics and proof-theory of these logics, including deductive system construction, are perspective ones.

This subject is actual in Lithuania and abroad, since theoretical results obtained in the area of non-classical logics are applied

in investigation and modeling of various complex

technological and social processes, and in development of knowledge based economics. Formal methods based on mathematical logic are widely applied in reliability and verification of complex computer systems and

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To formalize methods in use so that to obtain greater effectiveness and reliability of software development

Fields in which formal logical methods and models are used

services

Contacts (name, surname, phone, email) Regimantas Pliuškevičius e-mail: Regimantas.Pliuskevič[email protected] tel.: (8 5) 210 9325; mob.: 861356496 Jūratė Sakalauskaitė email: [email protected] mob. tel.: 860012763 Romas Alonderis email: [email protected] mob. tel.: 862742286

3. Numerical Analysis Department

3.1. Boundary value problems, problems with nonlocal boundary conditions

Artūras Štikonas, dr., Stasys Rutkauskas, dr.

(choose one)

11. Fundamental and Applied Mathematics.

000P Natural Sciences 01P Math

Keywords (3-5) Boundary Problems, Nonlocal Boundary Conditions, Mathematical Modelling

Differential and discrete problems with nonlocal boundary conditions, and eigenvalue problems with nonlocal

conditions, theoretical issues, in order to obtain the necessary and sufficient for the existence of solutions, uniqueness and correctness conditions. Investigation of Dirichė type boundary problems for degenerating elliptic equations system.

Differential equations with various types of nonlocal conditions are now one of the most intensively researched areas of differential equations and numerical methods.

Applied problems of mathematical biology, biophysics, biochemistry, thermo-, and high-precision mechanics, environmental protection, as well as the internal math needs.

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Possible to distinguish between different classes of such problems (stationary, parabolic, hyperbolic,

one-dimensional and multione-dimensional, with variable and constant coefficients, the multipoint and the nonlocal integral conditions).

Related projects performed,

services carried out MIP-11116 _{Multidimensional problems with nonlocal boundary}

conditions: numerical methods and applications

Theoretical studies and simulations of model problems

Consulting, Theoretical and numerical investigation of solutions of such problems

Dr. Artūras Štikonas

El. p. [email protected] Tel. (8 5) 210 9349;

4. Process Recognition Department

4.1. Optimization and high performance computing

Julius Žilinskas, dr., Remigijus Paulavičius, dr., Algirdas Lančinskas

(choose one)

Keywords (3-5) Optimization, global optimization, high performance computing

Optimization of technological processes, engineering constructions, etc.

Development of optimization, multidimensional data analysis and visualization, high performance computing. Parallelization of algorithms.

Efficient use of resources

Industry, energy, construction, transport

Application programs implemented in C/C++

2013-2017: COST action TD1207 “Mathematical Optimization in the Decision Support Systems for Efficient and Robust Energy Networks“.

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2010-2011: project “Global Optimization with Simplicial Partitions” supported by Research Council of Lithuania. 2009-2013: COST action IC0805 “Open European Network for High Performance Computing on Complex Environments”.

2007-2009: project “Global optimization of complex systems using high performance computing and grid technologies” supported by Lithuanian State Science and Studies Foundation through the Programme for Higher Technologies.

2004-2007: NATO Reintegration Grant “Global optimisation combining deterministic and stochastic approaches for chemical engineering”.

laboratory level

joint project, services

Julius Žilinskas, +370 5 210 9304, [email protected]

4.2. Speech recognition

Gintautas Tamulevicius, dr.

(choose one)

07T Informatics Engineering

Keywords (3-5) Speech, Recognition, Processing

The laboratory version of isolated word recognizer is created. The engine is used for research and testing.

The speech recognition engine can be used for limited vocabulary voice control of computer and other devices, keyword detection in speech.

Information technologies, software.

The engine is speaker-dependent, the maximal size of vocabulary 1000 words.

The service for INOGAMA „Modelling of Lithuanian isolated words and phrases recognition engine“. Contract No.: VP2-1.3-ŪM-05-K-01-038

(laboratory level, prototype,

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implemented in market and etc.)

Gintautas Tamulevicius, +370 5 210 9337, [email protected]

4.3. Missing data restoration algorithm and program

Kazys Kazlauskas, dr. habil.

(choose one)

09P Informatics

Keywords (3-5) Missing data, restoration, parameter estimation

Algorithm and program can restore missing data in noisy environment. The algorithm is implemented in two consecutive steps. In the first step, the forward-backward approach is used to estimate the parameters of the given neighbouring segments, while in the second step the extrapolation technique for the given segments is applied to restore the samples of the missing segment.

Algorithm and program can be used to restore missing data of technological processes or signals.

Algorithm and program may be applied in the

technological processes or signal measurements in case when part of the data are missing.

Depending on the noise level, the algorithm may restore until 80 missing samples.

Laboratory level, algorithm and computer program

Services, joint project or investment

Kazys Kazlauskas, +370 5 210 9319 , [email protected]

4.4. Control of dynamical systems using observations, systems identification

Rimantas Pupeikis, dr.

(choose one)

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Classification of research areas by Ministry of Science and Education

(choose not more than 2)

09P Informatics

Keywords (3-5) Observations, Systems and Signals, Identification, Control

Actuators are used in industrial applications due to their ability to transform electrical signals into high forces or torques. Unfortunately, actuators present some undesirable hard nonlinearities (HN), that are acting on the performance of ordinary controllers, and on the control quality as well. HN are divided into static and dynamic ones. Static nonlinearities, such as, a saturation and a deadzone damage the observed signal measurements on the output of the control system, cutting-off their amplitudes. Backlash and hysteresis represent the dynamic HN. They change the measurements according respective nonlinear expressions.The nonlinearities of both types damage the measurements of controlled signal by nonlinear distortions, and, thus, are acting on the control quality of a self-tuning object. Therefore, various complex nonlinear distortions compensators, e.g., based on neural networks or fuzzy logic, are used in closed-loop systems. The aim of our project is such: for an object to be controlled to create and to choose the nonlinear distortions compensation approach and their algorithms that will be as possible simple enough according calculations realization, and efficient according compensation of distortions, appearing in the signal data to be processed. The algorithms to be proposed will be based on the implementation of elementary mathematical operations. In this work for Wiener systems-such a system consists of the linear dynamic block followed by HN-the original and common nonlinear distortions compensation approach based on internal signal reconstruction will be proposed, as well as special approaches for the compensation of distorted signal measurements by distinct HN. In order to obtain reliable control results the project will be realized for the open-loop as well as closed-loop self-tuning systems. Computer simulation results will be given for distinct HN in a noisy frame and will be compared between each other, too.

To increase the efficiency of control of dynamical systems using input-output observations.

Where digital signals processing approaches are used for observed dynamical systems.

Related projects

performed, services carried out

"Investigation of application of digital intelect technologies for prediction problems" (chief in account prof. D.

Navakauskas, 2008- 2012), "Analysis and recognition of stochastic processes" (chief in account prof. L. Telksnys, 2012 - 2013).

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Joint project.

Rimantas Pupeikis, +370 5 210 9319, [email protected]

5. System Analysis Department

5.1. Data mining in medicine, technologies and case-studies

Gintautas Dzemyda, dr. habil., Jolita Bernatavičienė, dr., Olga Kurasova, dr., Viktor Medvedev, dr.,

Virginijus Marcinkevičius, dr.,

(choose one)

Keywords (3-5) Multidimensional data, data mining, visualization, artificial neural networks, optimization, parallel computing in data mining

Services: Data mining in medicine, technologies and case-studies, via solving the solved classification, clustering, pattern, similarity and relations discovery, visualization, optimization problems.

The data of various natures (static and dynamic) are investigated.

Product: algorithms of data mining and their

implementation tools, adapted to the solving specific problem.

Development of knowledge bases for decision making and prediction, based on the results obtained using data mining algorithms.

The service could be applied in all areas of activities, where the analysis of collected multidimensional data is required (medical, financial institutions and others).

1. Development of data mining methods for estimation similarity of multidimensional time series. Agreement No. APS-580000-63, 31V-311, 2013 (Joint stock company „Algoritmų sistemos“). 2. Development of an efficient system for constant

monitoring of critical physiological parameters. Project code VP2-1.3-ŪM-02-K-01-098 financed by EU resources, No.: BS-580000-2123

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3. Algorithm for optimizing the route between N points. Algorithm for fixing deviations and mathematical averaging of fuel level data from transport means (fuel filling pouring off). Agreement No 31V-79, (2010-07-28 – 2010-10-27) 4. Scientific research of critical physiological

parameter extraction from sensor signals and representation algorithms. No AS10-012, 2010-07-23, (2010-07-23 – 2010-10-20)

5. Creation of an efficient system for constant observation of critical physiological parameters. Development of a decision making algorithm and decision making subsystem prototype for representing data of critical physiological parameters. No AS10-19/5081809/112, (2010-12-08 – 2010-12-31)

6. Investigation of factors of geneticand genomic lip and palate cleft, in collaboration with Vilnius University (Hospitals “Santariškių klinikos”, “Žalgirio ligoninė”, Medical Genetics Centre, Centre of Cardiology and Angiology), Kaunas Medical University, project No.: C-07022; 2007-2009, supported by Lithuanian State Science and Studies Foundation.

7. Information technology tools of clinical decision support and citizens wellness for e.Healthsystem, InfoHealth, in collaboration with Kaunas Medical University, Kaunas Technology University, project No.: B-07019; 2007-2009, supported by Lithuanian State Science and Studies Foundation.

Laboratory level, prototype

Services, joint project

Gintautas Dzemyda, 2109302, [email protected]

5.2. The development and adjustment of manufacturing processes’ scheduling algorithms

Gintautas Dzemyda, dr. Habil., Jolita Bernatavičienė, dr., Albertas Čaplinskas, dr. habil., Olga Kurasova, dr.,

Audronė Lupeikienė, dr., Virginijus Marcinkevičius, dr., Viktor Medvedev, dr.,

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Vytautas Tiešis, Povilas Treigys, dr.

(choose one)

12. Informatics and Information Technologies

07T Informatics Engineering

Keywords (3-5) Scheduling of manufacturing processes, optimization, rescheduling reacting to the casual business events.

The analysis and formal description of manufacturing processes, of the manufacturing environment as well as of business aims and priorities. The development or

adjustment of manufacturing processes’ scheduling algorithms with regard to the approach of the

manufacturing (make to order production, design to order production, mass production, batch production and so on), with regard to the production and business environment (job shop, flow shop, flexible production lines,

employment of alternative work places or subcontractors and so on) as well as with regard to the business priorities and aims. The scheduling algorithms use information about actual production situation and historical data as well as information about decision maker’s priorities and constraints taken from the data bases of Enterprise

resource planning (ERP) system or from special interface. The preventive scheduling and rescheduling algorithms make schedules resistant to the casual business events (the broken machine or tool, missing of workers or materials and so on). Depending on scheduling aims and desirable time span for scheduling the various algorithms are implemented – heuristic, genetic, mixed integer mathematical programing and so on.

It is proposed for the sell the service that consists of the production process analysis and the development of scheduling algorithms suited for the production under considering. The aim of the service is assisting in the development or improvement of the Enterprise resource planning system.

The production of discrete products

The results of the production process analysis and of the development of scheduling algorithms will be presented in the report.

1. EUROSTARS Project E!6232‐PEN (Production Effectiveness Navigator)

2. The contract with Private Limited Company "Baltic Orthoservice" Nr. APS-58000-1037 (2011-05-10) in the frame of the project “Ortho Baltic web logistic system "DISPATCH", contract Nr. VP2-2.1-ŪM-02-K-01-061 among LR Ministry of Economy,Lithuanian business

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support agency and Private Limited Company "Baltic Orthoservice".

Laboratory level, prototype under development

Gintautas DZEMYDA, (8~5) 2109 300, [email protected]

5.3. Solving the multi-objective optimization problems

Olga Kurasova, dr.,

Gintautas Dzemyda, dr. habil., Ernestas Filatovas, dr.,

Vytautas Tiešis

(choose one)

Keywords (3-5) Multi-objective optimization, decision making, decision support systems

Multi-objective optimization problems arise often in various fields, when it is necessary to optimize same objectives simultaneously, and the objectives are contradictory, i.e. it is impossible to improve in any objectives without deteriorating in at least one of other objectives. The methods for solving the multi-objective optimization problems as well as the decision support systems assisting for a decision maker are necessary. Proposed service: solving the multi-objective optimization problems.

Product: multi-objective optimization algorithms, decision support system.

The developed algorithms and the decision support systems are used for solving multi-objective optimization problems.

Fields of application cover multi-objective optimization problems in business, industry, financial industry, etc.

Project, supported by Lithuanian State Science and Studies Foundation, “Human factors while solving multiple criteria optimization problems in parallel computing”

The scientific paper:

 Petkus, T.; Filatovas, E.; Kurasova, O. 2009. Investigation of Human Factors while Solving

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Network, Technological and Economic Development of Economy, Baltic Journal on Sustainability 15(4): 464–479;

 Filatovas, E.; Kurasova, O. 2011. A decision support system for solving multiple criteria optimization problems. Informatics in Education 10(2): 213–224;  Filatovas, E.; Kurasova, O. 2009. Decision Support

System for the optimal Selection of Feed Ingredients, in Proceedings of the V International Vilnius

Conference on Knowledge-Based Technologies and OR methodologies for Strategic Decisions of Sustainable Development (KORSD-2009), Selected papers (M. Grasserbauer, L. Sakalauskas, E. K. Zavadskas(eds.)). Vilnius: Technika, 58–63;  Dzemyda, G.; Petkus, T. 2001. Application of

computer network to solve the complex applied multiple criteria optimization problems. Informatica 12(1): 45–60;

 Dzemyda, G.; Šaltenis, V.; Tiešis, V. 1996. Decision making problems: AIDS prevention and energy development. In J.Doležal, J.Fidler (Eds.), Proceedings of the 17th IFIP TC7 Conference on System Modelling and Optimization. Chapman and Hall 317–324;

 Dzemyda, G.; Šaltenis, V. 1994. Multiple criteria decision support system: methods, user's interface and applications. Informatica 5(1–2): 31–42.

laboratory level

services, joint projects

Olga Kurasova, dr., (8~5) 2109 322, [email protected]

5.4. Development of the recommendation systems

Virginijus Marcinkevičius, dr. Aurimas Rapečka

(choose one)

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Recommendation systems predict the most suitable products or services on the basis of the user’s preferences and constraints.

Product: Recommendation system.

Applications of recommendation systems for E-commerce.

Entertainment: recommendations for movies, music, and IPTV or so on;

Content: personalized newspapers, recommendation for documents, recommendations of Web pages, e-learning applications, and e-mail filters.

E-commerce: recommendations for consumers of products to buy such as books, cameras, PCs etc.

Services: recommendations of travel services, recommendation of experts for consultation,

recommendation of houses to rent, or matchmaking services

Methodology of recommendation system integration into e-bookstore Manoknyga.lt. Agreement No. APS-580000-61, 31V-247, 2013 (Joint stock company „Barzda“).

Prototype

Virginijus Marcinkevičius, 852109 311, Virginijus.Marcinkevič[email protected] Name (service, product,

technology)

5.5. Digital image analysis and processing, image analysis systems, decision support as well as diagnostic systems

Povilas Treigys, dr.

Prof., Gintautas Dzemyda, dr. habil. Gediminas Balkys Jolita Bernatavičienė, dr. Olga Kurasova, dr. Virginijus Marcinkevičius, dr. Viktor Medvedev, dr. Vytautas Tiešis

(choose one)

Keywords (3-5) Image analysis, segmentation, state detection, classification, decision support strategies.

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Design and develop image analysis systems that are able to facilitate the user job. Such systems should be used as an auxiliary tool for the implementation of decision support functionality. These services are offered:

1. Create and development of image objects segmentation and parameterization methods. 2. Development of automated parameterization tools. 3. Knowledge discovery methods development from

parameterized data sets.

4. Information interface development for automated investigative state prediction.

5. Fractal, synergy, complexity, chaos parameters estimation from various synthetic either

physiological data.

6. Classification or clasterization methods application for the class or clusters detection.

Applications in computer vision problems, research.

Medical institutions, video surveillance, security.

Related projects performed,

services carried out 1. ”Information technologies for human health – support for clinical decisions (eHealth), IT health (No. C-03013)” 2. ”Information technology tools of clinical decision support and

citizens wellness for e.Health system (No. B-07019)”

prototype

Services, joint project, prototype

Povilas Treigys, (8~5) 2109 322, [email protected]

Illustrative material (2-3 photos)

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Detected optic nerve head and excavation by the prototype in eye fundus image

5.6. Bioinformatics data analysis services

Juozas Gordevičius, dr.

(choose one)

09P Informatics

Keywords (3-5) Bioinformatics, microarray data analysis, epigenetics, data mining, machine learning

We mine microarray and next generation sequencing data from genetics and epigenetics experiments. Our services range from traditional statistical analysis to application of novel data mining and machine learning techniques.

The services can be used by biomedical R&D labs developing novel treatment techniques as well as by research institutions performing genetic studies.

Biomedicine

Laboratory level, prototype

Services, investments

Juozas Gordevičius, +370 610 60239, [email protected]

5.7. Services of optimization and applications

Jonas Mockus, prof., dr. habil.

(choose one)

Keywords (3-5) Optimization, global, stochastic, applications, virtual financial markets, distance graduate studies

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New global and stochastic optimization methods, new models of

financial market, new engineering applications

applications in modeling financial markets, distance graduate studies of operation research and optimization of engineering problems.

Optimizing engineering and economical systems, testing different investment strategies using historical and virtual data,

distance graduate studies in operations research

Services are implemented as Java applets and servlets and are available on the net

Optimization of high school timetables

Most of services are laboratory level, a system for graduate studies in operations research was tested during 2000-20012 in

KTU, VGTU, and VU MII

Possible cooperation with asset managers and universities in the form of services, technology transfer and joint projects

Jonas Mockus, 3705 2109328, [email protected], http://optimum2.mii.lt/

Illustrative material (2-3 photos)

Have in mind author rights

Fig. 1. Profits of different investment strategies

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Fig. 3. The optimal container packing

5.8. Service: data analysis and mathematical modelling for economic and biomedical problems; Product: model-based tools for the forecasting of economic time series

Audronė Jakaitienė, dr.

(choose one)

09P Informatics

Keywords (3-5) Econometrics, Biostatistics, Modelling, Forecasting

Service: data analysis and mathematical modelling for economic and biomedical problems;

Product: model-based tools for the forecasting of economic time series

Analysis of collected data by medical institutions and banks for policy making.

Analysis of medical research data for the writing high quality research papers, development of disease treatment algorithms.

Short to long-term forecasting of economic time series. Analysis novelty research problems in biomedicine and economics.

Medical institutions, economic institutions, medical or economic authorities

Jakaitiene, A., Klyviene, V. (2013), “Tax Elasticities – Factors Causing Fluctuations in the Short and Long Run, the Case of Lithuania”, Transformations in Business & Economics, Vol. 12, No 1 (28), pp.42-59. Forthcoming.

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Ginevičienė V., Jakaitienė A., Tubelis L., Kučinskas V., (2012). Variation in the ACE, PPARGC1A and PPARA genes in Lithuanian football players. European Journal of Sport Science. Forthcoming.

Jakaitiene, A., Dees, S., (2012). Forecasting the world economy in the short-term. The World Economy, Volume 35, Issue 3, p. 331–350.

Ginevičienė V., Pranculis A., Jakaitienė A., Milašius K., Kučinskas V. (2011) Genetic Variation of the Human ACE and ACTN3 Genes and their Association with Functional Muscle Properties in Lithuanian Elite Athletes, Medicina (Kaunas) 2011; 47 (5) p. 284-290.

Barhoumi, K., Benk, S., Cristadoro, R., Den Reijer, A., Jakaitiene, A., and others, (2009). Short-term forecasting of GDP using large monthly data sets: A pseudo real-time forecast evaluation exercise. Journal of Forecasting 28, p. 595-611.

Audronė Jakaitienė, 2109303, [email protected]

Successful experience with business

Company (name) 5.8.1. Joint stock company “Algoritmų sistemos”

Company information

(country, field of activity, contacts, web page)

“Algoritmų sistemos” is developing and implementing high quality, effective and reliable Information Systems and business process facilitating programs for large and medium-sized organisations and enterprises.

UAB "Algoritmu sistemos" Smolensko str. 10

LT-03201 Vilnius, Lithuania Tel. +370 5 273 41 81 Fax +370 5 275 88 89

E-mail [email protected]

Web page: http://www.algoritmusistemos.lt

Description of activities (up 500 word)

The goal is to detect events in real time streaming data in accordance on the previously detected and estimated streaming data of various patients. Four similarity measures (Correlation Coefficient, Frobenius norm, Principal Component Analysis similarity factor,

Multidimensional Dynamic Time Warping) are analysed for comparison of medical streaming data. The

experiments of the comparison of these measures have been performed.

Type of activity with

business (project, contractual research, R&D

commercialization)

Development of data mining methods for estimation similarity of multidimensional time series. Agreement No. APS-580000-63, 31V-311, 2013

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Company information

(country, field of activity, contacts, web page)

Laisvės pr. 93-56, LT-06122 Vilnius, Lithuania Shop online e-shop.

Director Vidmantas Čičelis [email protected] http://www.barzda.lt

Description of activities (up 500 word)

Developed methodology of recommendation system integration into e-bookstore Manoknyga.lt.

Type of activity with

business (project, contractual research, R&D

commercialization)

Agreement No. APS-580000-61, 31V-247, 2013 (Joint stock company „Barzda“).

Researcher (name, surname, degree)

Jolita Bernatavičienė, dr.,

Gintautas Dzemyda, prof., dr. habil., Olga Kurasova, dr.,

Viktor Medvedev, dr., Gediminas Bazilevičius

Researcher (name, surname, degree)

Virginijus Marcinkevičius, dr.

6. Operational Research Sector at Systems Analysis Department

6.1. Analysis of stable models in finance

Leonidas Sakalauskas, dr. habil., Igoris Belovas, dr.

Saulius Minkevičius, dr.

(choose one)

01P Math

Keywords (3-5) Mathematical modelling, stable models, finance engineering

Since the classical models of financial markets based on hypotheses of normality and efficient market become often inadequate, the system for financial modeling is developed following to stability hypothesis of financial data. Statistical and robust procedures are implemented creating the system for stock portfolio simulation and optimization. Developed software enables us to calculate option price, to estimate stability parameters, to built efficient portfolio and to solve other optimization problems.

Mathematical modelling of stock markets

(type of industry, market; field of company) Stock markets Characteristics, technical information C++ software Development level

(22)

Leonidas Sakalauskas +370 5 210 9323, [email protected], Igoris Belovas, +370 5 210 9323, [email protected], Saulius Minkevičius, +370 5 210 9333,

[email protected] Illustrative material (2-3

photos)