Papers by Ankhbayar Chuluunbaatar
Èrdèm šinžilgèènij bùtèèl, Dec 26, 2023
Хураангуй: Энэхүү судалгааны ажлаар хаалттай эдийн засаг дахь Ramsey-Cass-Koopmans (RCK) нарын за... more Хураангуй: Энэхүү судалгааны ажлаар хаалттай эдийн засаг дахь Ramsey-Cass-Koopmans (RCK) нарын загварыг ашиглахыг зорилоо. Бид RCK нарын үндсэн загварыг ашигласан ба нэмэлтээр матрицын хувийн утгуудыг ашиглан тогтвортой төлөвийн динамик загвар нь асимптот тогтвортой эсэхийг шалгах нөхцөлийг тусгасан. Тодорхойлсон динамик загварууд нь асимптот тогтвортой эсэхийг 1995-2021 оны статистикийн тоон мэдээлэл, үйлдвэрийн функц болон хүн амын өсөлтийн үнэлгээг ашиглан шалгасан. Шинжилгээний үр дүнд Монголын эдийн засгийн хувьд нийгмийн сайн сайхан байдалд хүргэх максимум хэрэглээг хангахын тулд капиталын хэмжээг 3 дахин, үйлдвэрлэлийн хэмжээг 1.6 дахин нэмэгдүүлэх шаардлагатай байна.
iBusiness, Dec 31, 2022
The sphere packing problem involves packing non-overlapping spheres with maximum volume into a co... more The sphere packing problem involves packing non-overlapping spheres with maximum volume into a convex set. The purpose of this work is to propose a novel application of the sphere packing problem to the government budget issue and to formulate a mathematical model for reducing the government budget deficit. In the numerical experiment, we used statistical data on the Mongolian economy from 2013 to 2022. We considered 19 types of revenues and 28 types of expenditures. The numerical experiment shows that with specific adjustments to current government revenue and expenditure, the government can decrease the budget deficit.
iBusiness
An expected or budgeted decrease in revenue is referred to as lost income. For universities to re... more An expected or budgeted decrease in revenue is referred to as lost income. For universities to remain financially sustainable and to guarantee the ongoing provision of high-quality education and research, it is imperative that they have a thorough understanding of the causes and effects of lost income. The main reason for lost income, particularly for universities, is the decline in student enrollment and the state of the economy. In this study, we propose a methodology to measure the lost income. The methodology examines the financial report of the National University of Mongolia (NUM) from 2016 to 2022. In the case of NUM, the percentage of the lost income is 8 percent.
Zi xun shang ye, 2024
The provision of local financial independence increases access to public services, improves the d... more The provision of local financial independence increases access to public services, improves the distribution of reserves and the efficiency of utilities, and boosts local economic capacity. This article presents the methodology for calculating the index of local financial independence, which comprises six main indicators: local revenue independence, non-tax revenue independence, tax independence, financial capacity, the ratio of capital costs, and local expenditure independence. The result of the local financial autonomy index is calculated based on a total of 210 samples from 21 provinces of Mongolia, covering the period from 2013 to 2022.
Application of sphere packing theory in financial management
Journal of Industrial and Management Optimization
The paper illustrates an application of sphere packing theory based on the capital structure of f... more The paper illustrates an application of sphere packing theory based on the capital structure of financial management. The entire process is modelled as a new optimization problem formulated as the sphere packing problem to define the capital structure. Numerical results are provided on an example of APU JSC of Mongolia.
Solving a fractional programming problem in a commercial bank
Journal of Industrial and Management Optimization, 2021
We formulate a new optimization problem which arises in the Bank Asset and Liability Management (... more We formulate a new optimization problem which arises in the Bank Asset and Liability Management (ALM). The problem is a fractional programming which belongs to a class of global optimization. Most of optimization problems in the Bank Asset and Liability Management are return maximization or risk minimization problems. For solving the fractional programming problem, we propose curvilinear multi-start algorithm which finds the best local solutions to the problem. Numerical results are given based on the balance sheets of 5 commercial banks of Mongolia.
Solving a fractional programming problem in a commercial bank
Journal of Industrial and Management Optimization, 2022
We formulate a new optimization problem which arises in the Bank Asset and Liability Management (... more We formulate a new optimization problem which arises in the Bank Asset and Liability Management (ALM). The problem is a fractional programming which belongs to a class of global optimization. Most of optimization problems in the Bank Asset and Liability Management are return maximization or risk minimization problems. For solving the fractional programming problem, we propose curvilinear multi-start algorithm which finds the best local solutions to the problem. Numerical results are given based on the balance sheets of 5 commercial banks of Mongolia.
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Papers by Ankhbayar Chuluunbaatar