鶹ý

პუბლიკაცი᳥ბი

პუბლიკაცი᳥ბი

სამეცნიერო კვლევები ბიზნესის ადმინისტრირების დარგში

2006

  1. M. Mania, R. Tevzadze, An Exponential Martingale Equation, Electronic Communications in Probability, 11, (2006), 206–216
  2. M. Mania, R. Tevzadze, An exponential martingale equation, From Stochastic Calculus to Mathematical Finance, The Shiryaev Festschrift, Springer, (2006), pp.507-516
  3. Z. Tsigroshvili, On infinitely divisible integer-valued random variables, 鶹ý Mathematical Journal, (2006)

2007

  1. T. Kavtaradze, N. Lazrieva, M. Mania and P. Muliere, A Bayesian-martingale approach to the general disorder problem, Stochastic Processes and their Applications, 117 (2007), pp. 1093-1120

2008

  1. Lezhava T., Tsigroshvili, Z., Dvalishvili N., Jokhadze T. (2008). A mathematical model for satellite associations of human acrocentric chromosomes. 鶹ý Med News, 2008 Nov (164): 90-9.
  2. M. Mania, R. Tevzadze, Backward stochastic partial differential equations related to utility maximization and hedging, Journal of Mathematical Sciences, Vol. 153, No. 3, (2008), pp. 292-376
  3. M. Mania, R. Tevzadze, T. Toronjadze, Mean-variance Hedging Under Partial Information, SIAM Journal on Control and Optimization, Vol. 47, N. 5, (2008), pp. 2381-2409
  4. N. Lazrieva, T. Sharia, T. Toronjadze, Semimartingale Stochastic approximation procedure and recursive estimation, Journal of Mathematical Sciences, Vol. 153, No. 3, 2008, 211-261, 2008
  5. N. Lazrieva, T. Toronjadze, Optimal Robust Mean-Variance Hedging in Incomplete Financial Markets, Journal of Mathematical Sciences, Vol. 153, No. 3, 2008, 262-290, 2008
  6. N. Lazrieva, T. Toronjadze, Semimartingale stochastic approximation procedure and recursive estimation, J. Math. Sci. 153 (2008), No.3, 211-259
  7. R. Tevzadze, Solvability of Backward Stochastic Differential Equation with Quadratic Growth, Stochastic Processes and their Applications, vol. 118, №3, (2008), 503-515

2009

  1. Tsigroshvili Z. P. (2009). On Copula functions for discrete random variables (submitted in Proc. Of A. Razmadze Math. Institute)
  2. Tsigroshvili Z. P. (2009). Modeling Dependent Counting Variables with Applications to Credit and Operational Risks (submitted in 鶹ý Mathematical Journal)
  3. M. Mania, M. Santacroce, Exponential hedging under partial information, accepted in “Finance and Stochastics” (DOI:10.100780-009-0114-z), 2009
  4. M. Mania, R. Tevzadze, T. Toronjadze, L2-approximating pricing under restricted information, published in “Applied Mathematics and Optimization” (2009). DOI:10.1007/s00245-009-9067-z, 2009
  5. N. Lazrieva, T. Toronjadze, “The Robbins–Monro Type Stochastic Differential Equation III.Polyak’sAveraging”, “Stochastics An International Journal of Probability and Stochastic Processes”, Rep. 105 (2009), No. 4, 115-135
  6. Tsigroshvili, Z., Toronjadze, T. Chincharauli, Z. Makharadze, G. (2009). Generalized Panjer’s Type Recursion, published in 鶹ý Mathematical Journal
  7. M. Mania, M. Santacroce, R. Tevzadze, A semimartingale BSDE related to the minimal entropy martingale measure, Handbook of Quantitative Finance and Risk Management, Springer, 2009

2010

  1. N. Lazrieva and T. Toronjadze, “The Robbins–Monro Type Stochastic Differential Equation III. Polyak’s Averaging”, Stochastics: An International Journal of Probability and Stochastic Processes,v.82, issue 2, p.165-188, 2010
  2. N. Lazrieva and T. Toronjadze, Recursive Parameter Estimation in the Trend Coefficient of a Diffusion Process, 鶹ý Math. Journal, Vol. 17, N 4, 2010, pp. 683-705
  3. M. Mania and R. Tevzadze, Backward stochastic PDEs related to utility maximization problem, 鶹ý Math. J. Vol., 鶹ý Math. Journal, Vol. 17, N 4, (2010), pp. 705- 741
  4. M. Mania and M. Santacroce, Exponential hedging under partial information, “Finance and Stochastics”, Vol. 14, N. 3, (2010), pp. 419-448
  5. M. Mania, R. Tevzadze and T. Toronjadze, Mean-Variance Hedging Under Partial Information, Stochastic Control, Chris Myers (Ed.), Publisher: Sciyo, (2010), Chapter 28, pp. 581-609
  6. M. Mania, M. Jeanblanc, M. Santacroce and M. Schweizer, Mean-Variance Hedging via Stochastic Control and BSDEs for General Semimartingales, National Centre of Competence in Research Financial Valuation and Risk Management Working Paper No. 675 Accepted in “Annals of Applied Probability”, 2010

2011

  1. R. Tevzadze and T. Uzunashvili, Robust mean-variance hedging in the two-period model. Reports of Enlarged Session of the Seminar of I. Vekua Institute of Applied Mathematics, Vol. 24, (2011), 126-130

2012

  1. T. Tsabadze, One Way of Aggregation Experts’ Fuzzy Estimations under Group Decision Making, 3rd International Conference of Applied Informatics and Computing Theory (AICT’12), Barcelona, Spain, 2012
  2. R. Tevzadze, T. Uzunashvili, Robust mean-variance hedging and pricing of contingent claims in a one-period model, International Journal of Theoretical and Applied Finance, 15, 3, (2012), 9p.
  3. R. Tevzadze, Robust mean-variance hedging in the single period model, Reports of the seminar of I. Vekua Institute of Applied Mathematics, v.25. (2012), 4p.
  4. M. Mania and B. Chikvinidze, On the Girsanov transformation of BMO martingales, Reports of Enlarged Session of the Seminar of I. Vekua Institute of Applied Mathematics, Volume 26, (2012), pp. 119-114
  5. M. Mania, M. Jeanblanc, M. Santacroce and M. Schweizer, Mean-variance hedging via stochastic control and BSDEs for general semimartingales, Annals of Applied Probability, Vol. 22, No. 6, (2012), pp. 2388-2428

2013

  1. R. Tevzadze, T. Toronjadze and T. Uzunashvili, Robust utility maximization for diffusion market model with misspecified coefficients, Finance and Stochastics, 17, 3, (2013), 535-563
  2. T. Tsabadze, Solution of Some Management Problems by Means of Fuzzy Sets Theory, 7th WSEAS International Conference Business Administration (ICBA’13), Milan, Italy, 2013
  3. T. Tsabadze, An Approach for Aggregation of Experts’ Qualitative Evaluations by Means of Fuzzy Sets, 2013 IFSA World Congress NAFIPS Annual Meeting, Edmonton, Canada, 2013
  4. M. Mania and B. Chikvinidze, New proofs of some results on BMO martingales using BSDEs, to appear in Journal of Theoretical Probability, DOI: 10.1007/s10959-013-0524-x, 2013
  5. D. Aslamazishvili, Manus Symbolicus as a New Generation in Symbolic Management, Applied Sciences and Technologies in the US and Europe: common challenges and scientific findings, proceedings of the 2nd International scientific conference, Cabinet Publishing, New York, USA, 2013
  6. D. Aslamazishvili, Символическое поле в менеджменте современной организации (Symbolic field within contemporary organization), Applied Sciences in Europe: tendencies of contemporary development, Proceedings of the 3rd International scientific conference. ORT Publishing Stuttgart, 2013
  7. M. Mania and R. Tevzadze, On the properties of the dynamic value functions in the problem of optimal investing in incomplete markets, submitted to 鶹ý Mathematical Journal, 2013

2014

  1. N. Lazrieva and T. Toronjadze, Recursive estimation procedures of one-dimensional parameter for statistical models associated with semimartingales submitted to 鶹ý Mathematical Journal, 2014
  2. M. Mania and B. Chikvinidze, New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations, Journal of Theoretical Probability, Springer, Vol. 27, N. 4, 2014, pp 1213-1228
  3. M. Mania and R. Tevzadze, On the properties of the dynamic value functions in the problem of optimal investing in incomplete markets, ”鶹ý Mathematical Journal”, Vol. 22, N 1, 2015
  4.  L. Gachechiladze and I. Chelidze, Investment Project Valuation with Real Options and Games Theory, Economics and Banking, NBG, Vol. 1, N3, 2014, pp 29-42
  5. G. Pertaia, S. Ghudushauri and N. Toronjadze, FX Portfolio Risk Management, Economics and Banking, NBG, Vol. 2, N1, 2014, pp 41-50
  6. T. Tsabadze, A method for aggregation of trapezoidal fuzzy estimates under group decision-making, Fuzzy Sets and Systems, 2014

2015

  1. M. Mania and R. Tevzadze, On the properties of dynamic value functions in the problem of optimal investment in an incomplete market, 鶹ý Mathematical Journal. Vol. 22, Issue 1, (2015), 111-130
  2. M. Mania and R. Tevzadze, On the regularity of dynamic value function related to the utility maximization problem, Proceedings of A. Razmadze Mathematical Institute V. 168, (2015), pp. 63–77
  3. M. Mania and R. Tevzadze, The relation between the basic and conditional utility optimization problems, Proceedings of I. Vekua Institute of Applied Mathematics, Vol. 65. (2015), 8 pages
  4. T. Tsabadze, A method for aggregation of trapezoidal fuzzy estimates under group decision-making J. Fuzzy Sets and Systems, Volume 266, 2015, Elsevier pp 114–130
  5. T. Tsabadze, A. Frangishvili, T. Tsamalashvili., Application of Fuzzy Sets in Solving Some Management Problems. Part 1, Journal of Mathematical Sciences, Volume 208, Issue 6, 2015, Springer International Publishing AG, pp 661-676
  6. T. Tsabadze, A. Frangishvili, T. Tsamalashvili, Application of Fuzzy Sets in Solving Some Management Problems. Part 2, Journal of Mathematical Sciences, Volume 208, Issue 6, 2015, Springer International Publishing AG, pp 677-692
  7. N. Lazrieva and T. Toronjadze, Semimartingale recursive estimation procedures, Proceedings of A. Razmadze Mathematical Institute, 2015

2016

  1. N. Lazrieva and T. Toronjadze, Recursive estimation procedure for one-dimensional parameters of statistical models associated with semimartingale, Transactions of A. Razmadze Math Institute, Vol. 1, 2017, pp. 57-75
  2. M. Mania and R. Tevzadze, On the regularity of primal and dual dynamic value functions related to investment problem and their representations as BSPDE solutions, Accepted in SIAM Journal of Financial Mathematics
  3. Levan Borchkhadze, A funded pension for Georgia, SEER Journal for Labour and Social Affairs in Eastern Europe, SEER, Jahrgang 19 (2016), pp 119–134
  4. I. Chelidze and T. Tsabadze, Credit risk assessment using fuzzy sets, Economics and Banking, NBG, Vol. 3, N3, 2016, pp 45-56
  5. I. Chelidze and T. Tsabadze, Credit risk assessment using fuzzy sets, Business Engineering, GTU, N1-2, 2016, pp 164-168
  6. M. Beradze and G. Chinchaladze, Estimating exposure at default using copula functions, Economics and Banking, NBG, Vol. 4, N1, 2016, pp 35-43

2017

  1. N.Lazrieva, T. Toronjadze, Recursive estimation procedures for the one-dimensional parameter of statistical models associated with semimartingales. Transactions of A. Razmadze Mathematical Institute, 2017, Volume 171, Issue 1, pp. 57- 75, 2017
  2. M. Cowgill, Specificity of staff Motivation & Values-Based Framework within educational institutions, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, 鶹ý, Tbilisi, 2017
  3. D. Aslamazishvili, Symbol within cultural engineering process in organizations, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, 鶹ý, Tbilisi, 2017
  4. T. Zeragia, Learning as the modern challenge of organizations, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, 鶹ý, Tbilisi, 2017
  5. B. Gogichashvili, N. Lazrieva, Modification and application of RAROC model in credit risk management, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, 鶹ý, Tbilisi, 2017
  6. L. Gachechiladze, T. Uzunashvili, Investment projects robust valuation, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, 鶹ý, Tbilisi, 2017
  7. B. Chikvinidze, An extension of the mixed Novikov-Kazamaki condition, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, 鶹ý, Tbilisi, 2017
  8. M. Mania, R. Tevzadze, Connections between a system of Forward-Backward SDEs and Backward Stochastic PDEs related to the utility maximization problem, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, 鶹ý, Tbilisi, 2017
  9. N. Lazrieva, T. Toronjadze, Recursive estimation of the one-dimensional parameter of Compound Poisson process, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences II, 鶹ý, Tbilisi, 2017
  10. M. Mania, R. Tevzadze, On the regularity of primal and dual dynamic value functions related to investment problem and their representations as Backward Stochastic PDE solutions, SIAM journal on financial mathematics, 8(1), pp. 483–503, 2017
  11. M. Mania, R. Tevzadze, A System of FBSDE Related to Utility Maximization Problem, Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics, V.31, pp.137-142, 2017
  12. B. Chikvinidze, R. Tevzadze, application of FBSDE in optimal investment problem, Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics, Volume 31, 2017

2018

  1. Mania M. and Tevzadze R. Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem, Transactions of A. Razmadze Mathematical Institute, v.172, 3 (2018), 429-439
  2. D. Aslamazishvili, Symbolic Imprinting And Triggers In Organization Context, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences III, 2018
  3. L. Gachechiladze, T. Uzunashvili, T. Toronjadze, Real options valuation of hedging strategies, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences III, 2018
  4. T. Kutalia, N. Lazrieva, Portfolio Optimization with Coherent Risk Measures, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences III, 2018
  5. M. Mania, R. Tevzadze, The It^o formula for non-anticipative functionals according to Chitashvili, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences III, 2018

2019

  1. D. Aslamazishvili, Symbolic Perception in Work-Related Experience, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019
  2. T. Kutalia, R. Tevzadze, Bilateral Tariffs and Exchange Rate Under International Competition, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019
  3. T. Toronjadze, T. Uzunashvili, Stochastic Models in Marketing and Management, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019
  4. M. Mania, Martingale Method of Solving Lobachevsky's Functional Equation, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019
  5. B. Chikvinidze, Uniform Integrability of the Exponential Martingales, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences IV, 2019

2020

  1. D. Aslamazishvili, Embodiment Symbols in Organizational Anthropology, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
  2. B. Chikvinidze, Remark on Right Continuous Exponential Martingales, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
  3. T. Kutali, R. Tevzadze, Utility maximization problem with uncertainty of success probability, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
  4. M. Mania, R. Tevzadze, A Martingale Characterization of the General Solution of Quadratic Functional Equation, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
  5. N. Kalandarishvili, T. Toronjadze, T. Uzunashvili, Modeling medical procedure protocols adoption priorities in healthcare, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020
  6. L. Gachechiladze, T. Uzunashvili, T. Toronjadze, Incorporating Machine Learning Models in Valuation of Hedging Strategies, conference materials, Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Sciences V, 2020.
  1. T. Toronjadze, Forecasting the GEL/USD exchange rates to create forward contracts for both speculative and hedging purposes. (The research program for *** local bank), 2006
  2. T. Toronjadze, Valuation of embedded option in bank interest rate sensitivity analysis (The research program for *** local bank), 2007
  3. T. Toronjadze, Z. Tsigroshvili, Multiple regression analysis and its application to measure bank’s financial risk (The research program for *** local bank), 2007
  4. T. Toronjadze, Z. Tsigroshvili, Creation of models for credit risk management. (The research program for *** local bank), 2008
  5. Z. Tsigroshvili, Management of a pension fund under mortality and financial risks using Copula analysis, 2008
  6. Z. Tsigroshvili, Operational Risk Management, (The research program for *** local bank), 2008
  7. Z. Tsigroshvili, Risk Management, (The research program for *** local insurance company), 2009
  8. K. Kvedelidze, T. Toronjadze, Z. Tsigroshvili (Central Bank problems, Copula Analysis), 2010
  9. L. Verdzeuli, Z. Tsigroshvili (Credit Risk Modeling), 2010
  10. N. Gozalishvili, L. Pertakhia, Z. Tsigroshvili (Analysis of Insurance Portfolio and Optimal Reinsurance), 2010
  11. I. Chelidze, L. Gachechiladze, T. Toronjadze, T. Uzunashvili (Real Options Analysis and Games Theory Application in Hospitality Business), 2010
  12. M. Menabde, Z. Tsigroshvili (Actuarial Methods for Financial Analysis), 2011
  13. N. Geguchadze, T. Toronjadze, Z. Tsigroshvili (Applications for Copula Functions for Analysis and Management of Commercial Banks Risks), 2011
  14. B. Sulaberidze, Z. Tsigroshvili (Applications of Modern Statistical Methods for Selection of Front-office Workers of Service-type Companies
  1. Conference on Stochastic Analysis, Amsterdam, Netherlands, January 12-15, 2007; M. Mania Title of the talk: Hedging derivatives under partial information
  2. Workshop on Stochastic equations and related topics, Jena, Germany, July 23-29, 2006; M. Mania Title of the talk: Backward stochastic PDEs related to the utility maximization problem
  3. Enzo Orsingher, University of Rome “La Sapienza”. On the Solutions of Linear Odd-Order Heat-Type Equations with Random Initial Conditions, GAU, September 2007
  4. Marina Santacroce, Politechnico de Tourina. Exponential hedging in incomplete markets, GAU, November 2007
  5. Volf Frishling, - Australian National Bank: Quantitative Analysis of Financial Markets, November 2007
  6. Estate Khmaladze–Wellington University, New Zealand. Applied Statistics and Stochastic Geometry, GAU, October- November 2007
  7. Conference on Backward Equations, Paris, September 21-22, 2005; R. Tevzadze, Title of the talk: Minimization of a hedging error and related BSDEs
  8. Working visit - T. Toronjadze – Kogod Business School, American University, November 2006
  9. N. Lazrieva - Invitation to be the member of PhD committee (reading/opposition) Shota Gugushvili, February 29, Amsterdam
  10. M. Mania - The talk on the seminar in EVRY University: Utility maximization and hedging under partial Information, The talk on the seminar in EcolPolitechnique: An exponential martingale equation. September-October, 2009, Paris (France)
  11. M. Mania - The talk on the seminar in ETH University: Mean-Variance Hedging with a quasicontinuous Process and Related BSDEs, 2009, September 7-14, Zurich (Swiss)
  12. M. Mania - 5th Colloquium on Backward Stochastic Differential Equations, Finance and Applications. The title of the talk: Mean-Variance Hedging under Partial information and Related BSDEs,2008, June 18 - 20, Le Mans (France)
  13. M. Mania - Convegno PRIN, METODI STOCASTICI IN FINANZA, Title of the talk: , 2008, July 3-5, Torino (Italy)
  14. T. Toronjadze, N. Lazrieva - 2008 Barcelona Conference on Asymptotic Statistics September 1 to 5, 2008, “The Robbins-Monro Type Stochastic Differential Equations“, 2008, Barcelona
  15. M. Mania - Humboldt State University, Berlin, 2010, invited professor, “Backward stochastic PDEs related to utility maximization and hedging”
  16. T. Toronjadze, T. Uzunashvili – College of Ozarks, MO, USA, 2011, invited professors, “Copula Analysis”, “Real Options”
  17. Irakli Zakariadze – College of Ozarks, MO, USA, International Management, GAU, 2011
  18. Irakli Zakariadze – College of Ozarks, MO, USA, International Management, GAU, 2012
  19. Gary Hiebsch – College of Ozarks, MO, USA, Professor of Communication Arts (1995) and Chairman, Business and Communication Division, Business Communications, 2012
  20. D. Aslamazishvili, E. Nadareishvili – College of Ozarks, MO, USA, 2012, invited professors, Some Problems of Management and Marketing
  21. T. Tsabadze – 3rd International Conference of Applied Informatics and Computing Theory (AICT’12), One Way of Aggregation Experts’ Fuzzy Estimations under Group Decision Making, Barcelona, Spain, 2012
  22. M. Mania - University of Warwick, England, 16-20 July, EPSRC Workshop – Optimal stopping, optimal control and finance. The title of the talk: Semimartingale Backward Equations and an Optimal Equivalent Change of Measure, 2012
  23. M. Mania, September 7- 12, Yerevan, Conference on Stochastic and PDE Methods in Financial Mathematics, The title of the talk: Utility Maximization and Hedging in Incomplete Markets and related Backward Stochastic PDEs, 2012
  24. T. Tsabadze - 7th WSEAS International Conference Business Administration (ICBA’13), Solution of Some Management Problems by Means of Fuzzy Sets Theory, Milan, Italy, 2013
  25. T. Tsabadze – journal AIS: Advances in Information Sciences co-editor, 2013
  26. M. Mania and R. Tevzadze, March 13- 27, 2014, ETH Zurich, Switzerland, Seminar in Financial and Insurance Mathematics, The title of the talk: On the properties of the dynamic value functions in the problem of optimal investing in incomplete markets
  27. T. Tsabadze, April 2-4, 2014, Prague, Czech Republic, AMCME 2014, The 2014 International Conference on Applied Mathematics and Computational Methods in Engineering
  28. M. Mania, The Workshop: Stochastic Analysis, Control Dynamical Systems and Applications. Jena, Germany, March 9-13, 2015. The title of the talk: On the properties of dynamic value functions in the problem of optimal investment in incomplete markets (based on common works with R. Tevzadze),
  29. M. Mania, International conference on probability theory and statistics, September 7-12, 2015, Tbilisi, Georgia. The title of the talk: On the regularity of dynamic value function related to the utility maximization problem (based on common works with R. Tevzadze)
  30. T. Tsabadze, N. Geguchadze, One approach to decision-making in management under uncertainty Proceedings of the 16th International Conference on Mathematics and Computers in Business and Economics (MCBE’ 15), pp 53-61, Turkey, 2015, May
  31. T. Tsabadze, One approach for Aggregation of Experts’ Fuzzy Opinions. Proceedings of the 16th International Conference on Fuzzy Systems (FS’ 15), pp 40-47, Rome, Italy, 2015, November
  32. R. Tevzadze, M. Mania, T. Toronjadze, N. Lazrieva, International Conference on Probability Theory and Mathematical Statistics, Tbilisi, September 2015
  33. Scientific Conference, part of Tbilisi Scientific Fest. Business Computer Modeling. Speakers: I. Chelidze, N. Balavadze, N. Geguchadze, L. Gachechiladze, B. Gogichashvili, L. Borchkhadze, T. Kutalia, D. Shiolashvili, L. Verdzeuli, November 2015
  34. International Conference, Economic challenges of South and Eastern European Countries, Guide for Georgia, Chief of organizing committee: Prof. T. Toronjadze, Speakers: Bruno S. Sergi, Prof. D.sc. (Econ.) Krastyo Petkov, Levan Borchkhadze (GAU Business School), David Shiolashvili and Rati Anjaparidze (GAU Business School) November 30 –December 2, 2015
  35. Scientific Conference, part of Tbilisi Scientific Fest. Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Science I, September 2016
  36. R. Tevzadze, M. Mania, XXXI seminar of I. Vekua Institute of Mathematics, Forward and Backward Differential Equation System, Tbilisi, 19-21 April 2017
  37. R. Tevzadze, B. Chikvinidze, XXXI seminar of I. Vekua Institute of Mathematics, Forward and Backward Differential Equation System and it’s Application in Investor’s Optimization Problem, Tbilisi, 19-21 April 2017
  38. Scientific Conference, part of Tbilisi Scientific Fest. Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Science II, 27-28 September 2017
  39. Scientific Conference, part of Tbilisi Scientific Fest. Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Science III, 26-27 September 2018
  40. R. Tevzadze, XXXII seminar of I. Vekua Institute of Mathematics, Robust Stochastic Control of the Exchange Rate Using Interest Rates, Tbilisi, April 2018.
  41. R. Tevzadze, M. Mania, T. Toronjadze, N. Lazrieva, International Conference on Probability Theory and Mathematical Statistics, dedicated to the 100th anniversary of professor Gvanji Mania, Tbilisi, 16-18 July 2018
  42. R. Tevzadze, IX Annual International Conference of the 鶹ý Mathematical Union, RobustStochastic Control of the Exchange Rate, Batumi, 3-7 September 2018
  43. Scientific Conference, part of Tbilisi Scientific Fest. Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Science IV, 25-26 September 2019
  44. Scientific Conference, part of Tbilisi Scientific Fest. Applications of Stochastic Processes and Mathematical Statistics to Financial Economics and Social Science V, 19-20 November 2020

  1. Director: T. Toronjadze – GNSF (Georgia National Science Foundation), Martingale methods of optimal control and statistics in mathematical finance, 2008-2009
  2. Director M. Mania – ICER (International Centre for Economic Research), Optimization Problems on Incomplete Financial Markets. Martingale Approach, 2007-2008
  3. Director: M. Mania – GNSF (Georgia National Science Foundation), Optimal investing and hedging under restricted information and model uncertainty, 2010-2012
  4. Director: M. Mania – GNSF (Georgia National Science Foundation), Optimal investing and hedging under restricted information and model uncertainty, 2013-2014

1. Essentials Of Business Administration, 2014 - სახელმძღვანელო, რომელიც მოიცავს ყველა იმ თეორიულ საკვანძო საკითხს, რომელიც ბაკალავრიატის კურსებში გვხვდება

2. Computational Business Administration, 2014 - სახელმძღვანელო, რომელიც მიძღვნილია ბიზნესის კომპიუტერული მოდელირებისადმი

3. Essentials Of Quantitative Finance, 2014 - სახელმძღვანელო, რომელშიც Quant-ების პროგრამის ძირითადი საკითხებია შესული

4. შემთხვევითი პროცესებისა და მათემატიკური სტატისტიკის გამოყენებანი ფინანსურ ეკონომიკასა და სოციალურ მეცნიერებებში II - თბილისის მეცნიერებისა და ინოვაციების ფესტივალის ფარგლებში ჩატარებული კონფერენციის მასალები, 2017

5. Stochastic Analysis: Applications to Statistics and Finance, 2018

6. Symbolic Management; Creative Marketing, 2018

7. შემთხვევითი პროცესებისა და მათემატიკური სტატისტიკის გამოყენებანი ფინანსურ ეკონომიკასა და სოციალურ მეცნიერებებში III - თბილისის მეცნიერებისა და ინოვაციების ფესტივალის ფარგლებში ჩატარებული კონფერენციის მასალები, 2018

8. შემთხვევითი პროცესებისა და მათემატიკური სტატისტიკის გამოყენებანი ფინანსურ ეკონომიკასა და სოციალურ მეცნიერებებში IV - თბილისის მეცნიერებისა და ინოვაციების ფესტივალის ფარგლებში ჩატარებული კონფერენციის მასალები, 2019

9. Decision Modelling, 2020

10. Derivatives Applications in Business, 2020

11. Modern Business Administration, 2020

12. შემთხვევითი პროცესებისა და მათემატიკური სტატისტიკის გამოყენებანი ფინანსურ ეკონომიკასა და სოციალურ მეცნიერებებში V - თბილისის მეცნიერებისა და ინოვაციების ფესტივალის ფარგლებში ჩატარებული კონფერენციის მასალები, 2020

1. თამაზ უზუნაშვილი - პროექტების რეალური ოფციონების ფასდადება რობასტული საშუალო კვადრატული ჰეჯირებით, 2013

2. ნიკოლოზ გეგუჩაძე - ორგანიზაციის ფინანსური ანალიზი და მისი გაკოტრების რისკის შეფასება, 2016

3. ირაკლი ჭელიძე - საკრედიტო რისკის შეფასების თანამედროვე მეთოდები, 2018

4. ნინო მენაბდე - ბიზნეს სუბიექტის ზოგიერთი ეკონომიკური და ფინანსური მაჩვენებლების კვლ᳥ვა (პროგნოზირება და მოდელირება თანამედროვე მეთოდებით), 2018

5. ცოტნე კუტალია - ორმხრივი ტარიფების გავლენა ვალუტის გაცვლით კურსზე და ეფექტური პორტფელების დახასიათება, 2020

6. თინათინ ზერაგია - ორგანიზაციული ტალანტის მართვა საქმიანობის შესრულების გასაუმჯობელებლად, 2021

7. ირინა ხეჩოშვილი - ორგანიზაციული კულტურის როლი თანამშრომელთა სამუშაოში  ჩართულობის განვითარებისათვის, 2021

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