Alexey Chernov

Prototype for the Model-Based Assets and Liabilities Management Support System

2024

This paper presents the prototype of the instrument that supports the control of assets and liabilities by a bank using the mathematical computations. The specifics of the approach lies in the application of the recent …

Error Analysis of Numerical Methods for Optimization Problems

2025 · Computational Mathematics and Mathematical Physics

Abstract The article discusses methods for constructing solution error estimates in optimization problems, which fall into two categories: theoretical and numerical. Theoretical estimates are based on convergence analysis and are mainly useful for qualitative insights, …