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Multi-regression Forecast in Stochastic Chaos
Computational Economics. 2024. Vol. 64. P. 137–160.
This paper addresses the challenge of short-term forecasting for processes modeled as output signals of nonlinear dynamic systems in unstable environments with non-stationary, non-Gaussian interference. Traditional computational forecasting methods are often ineffective for such chaotic processes, which exhibit exponential divergence of trajectories. We propose a solution based on multidimensional correlations with other processes in the same environment. Our main hypothesis, supported by previous research, is that the dynamics of mutual connections have higher inertia than the initial processes. This allows us to form a short-term forecast using modified multidimensional regression analysis techniques.
Ronglin Z., Wei L., Jiahong C. et al., Journal of Signal Processing Systems 2026 Vol. 98 P. 1–15
To address the need for lightweight and low-latency protection in massive resource-constrained 5G Internet of Things (IoT) systems, this paper proposes Key-Controlled Modulation Hopping and Constellation Rotation (KMHCR). KMHCR is designed as a physical-layer confidentiality-enhancement mechanism that avoids bit-wise full-payload encryption in the protection pipeline. It uses a shared key derived from channel-reciprocity secret key ...
Added: May 16, 2026
Suvorov N. M., Proceedings of the Institute for System Programming of the RAS 2026 Vol. 38 No. 3(2) P. 49–66
Data Petri Nets (DPNs) extend classical Petri nets to model processes where data directly influences control-flow, enabling a comprehensive view of system behavior and possibility to detect failure points that could otherwise be hidden. Soundness is a correctness criterion that captures such failure points as deadlocks and livelocks as well as model boundedness and absence ...
Added: May 16, 2026
Федоров Н. С., Финансовый журнал 2025 Т. 17 № 6 С. 99–112
The DCF model is one of the most commonly used models in valuing companies for investment deci sions. Nevertheless, estimating the accuracy of this model remains an important research question. This article presents an assessment of the accuracy of DCF model specifications based on analyzing the variance of fair share prices of companies listed on ...
Added: May 15, 2026
Федоров Н. С., Финансы и бизнес 2025 Т. 21 № 3 С. 34–50
Currently, the role of artificial intelligence is increasingly playing a significant role in various fields, including the increasing role of machine learning in finance. On the other hand, company valuation remains an important part of research due to its difficulty in correctly predicting the accuracy of target stock prices. This study provides an analysis of ...
Added: May 15, 2026
Semenova D., Radygina A., Zaripova J. et al., Nutrition and Food Science 2026 P. 1–13
Purpose
This study aims to investigate how objective (chemical composition, processing method) and subjective (perceived fat content) milk characteristics influence taste perception.
Design/methodology/approach
A blind tasting experiment was conducted with 36 participants who evaluated six commercial milk samples (all 2.5% fat) differing in thermal processing and brand territorial coverage. Each sample was tasted twice, yielding 432 observations. Fatty ...
Added: May 14, 2026
Neal N. X., Weiqing L., Dacheng H. et al., Algorithms 2026 Vol. 19 No. 5 P. 1–22
In the era of data-driven education, educational social networks generate large volumes of high-dimensional and complex-structured data through learner interactions, collaborative activities, and resource-sharing behaviors, posing significant challenges to traditional unsupervised learning methods. Such data often exhibit non-convex distributions, heterogeneity, and noise sensitivity, making conventional clustering approaches insufficient for capturing their intrinsic structural relationships. To ...
Added: May 13, 2026
Balashov D., Антиномии 2026 Т. 26 № 1 С. 27–48
The movement of effective altruism, which emerged at the beginning of the 21st century, represents a new form of utilitarian philosophy that has had a significant impact on Anglo-American philosophical thought in the 19th and 20th centuries. A key feature of effective altruism is its emphasis on practicality. The movement positions itself as an entity ...
Added: May 13, 2026
Gribkova D. E., Milshina Y., , in: Artificial Intelligence Enabled Real Time Environmental Monitoring.: Springer, 2026. P. 231–252.
The environment, as a dynamic system influenced by anthropogenic factors, requires evidence-based decision-making to ensure sustainable resource management and mitigate adverse effects. This chapter explores the transformative role of artificial intelligence (AI) in environmental decision support systems (EDSS), focusing on its potential to address complex environmental challenges. EDSS, characterized by their interactivity and ability to ...
Added: January 12, 2026
Musaev A., Makshanov A., Dmitry Grigoriev, International Journal of Dynamics and Control 2023 Vol. 11 P. 2566–2579
The problem of sequential filtering of a chaotic random process is considered in the context of the general problem of
controlling the state of a dynamic object in an unstable immersion environment. In conditions of chaotic dynamics, traditional
sequential processing of observations either does not provide the required level of smoothing, or leads to a significant lagging
shift ...
Added: July 11, 2025
Musaev A., Makshanov A., Dmitry Grigoriev, Complexity 2023 Vol. 2023 No. 1 Article 1302220
Te presented article is methodological in nature and is devoted to the analysis of observation series of fnancial asset quotation
changes in capital markets. Te most important feature of these processes is their instability, which manifests itself in high
sensitivity to seemingly minor disturbing factors. Tis phenomenon is well-studied in the theory of nonlinear dynamical systems
and is ...
Added: July 11, 2025
Liseo B., Bufalo M., Orlando G., Applied Stochastic Models in Business and Industry 2022 Vol. 38 No. 4 P. 620–650
The gist of this work is to propose a minimum tracking error portfolio that could be adopted not only as an automated alternative to ETFs but, it could also be potentially used to anticipate market changes in the target index. This goal has been achieved by adopting skew Brownian motion as a general framework. The ...
Added: February 23, 2024
Orlando G., Bufalo M., Technological and Economic Development of Economy 2023 Vol. 29 No. 4 P. 1216–1238
This research aims to propose the so-called CIR#, which takes its cue from the well- known Cox-Ingersoll-Ross (CIR) model originally devised for pricing, as a general econometric model. To this end, we present the results on two very different time series such as Polish interest rates (subject to market sentiments) and seasonal tourism (subject to ...
Added: February 22, 2024
Leonid N. Yasnitsky, Gruzman V., Martynenko S. et al., , in: 2023 5th International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA)Vol. 5.: IEEE, 2023. P. 813–816.
Abstract—The paper deals with the creation and application of a mathematical model designed for operational control of strength characteristics of items produced under conditions of open-hearth steelmaking. Variations in the chemical composition of the raw material as well as in the parameters and modes of smelting are used as controlling influences. The mathematical model is ...
Added: February 4, 2024
Klimov I., Мисютина В. В., Агеев Д. А. et al., М.: ДПК Пресс, 2023.
The study examines the management models of foreign charitable foundations that are owners of business companies, as well as assumptions about the applicability of such experience in Russian practice. ...
Added: April 21, 2023
Dean Fantazzini, Julia Pushchelenko, Mironenkov A. et al., Forecasting 2021 Vol. 3 No. 4 P. 774–803
This paper examines the suitability of Google Trends data for the modeling and forecasting of interregional migration in Russia. Monthly migration data, search volume data, and macro variables are used with a set of univariate and multivariate models to study the migration data of the two Russian cities with the largest migration inflows: Moscow and ...
Added: July 28, 2022
Korotayev A., Ilya Medvedev, Zinkina J., Comparative Sociology 2022 No. 21 P. 64–104
This article offers a comparison of sociopolitical instability forecasting systems. It compares systematically their efficiency by correlating their predictions for particular years with actual levels of destabilization in the respective years. It is demonstrated that the predictive capacity of those systems dropped dramatically after 2011. This is shown to be connected with the fact that ...
Added: March 15, 2022
Gavrikova E., Volkova I., Burda Y., International Journal of Quality and Reliability Management 2022 Vol. 39 No. 2 P. 588–611
Purpose – The purpose of this paper is to design a framework for asset data management in power companies. The authors consider asset data management from a strategic perspective, linking operational-level data with corporate strategy and taking into account the organizational context and stakeholder expectations. Design/methodology/approach – The authors conducted a multiple case study based on a literature review and ...
Added: May 14, 2021
Petukhova M., Экономика сельского хозяйства России 2021 № 1 С. 11–16
This article is devoted to the study of the process of forecasting the scientific and technological development of grain production from the point of view of system analysis. It is proposed to consider scientific and technological progress in the industry as a system consisting of the following interacting elements: labour, technology and land. The features ...
Added: April 2, 2021
Gavrikova E., Gorgisheli M., Kosygina A. V. et al., , in: IOP Conference Series: Materials Science and EngineeringVol. 1064 : International Conference on Mechanical Engineering, Automation and Control Systems (MEACS 2020) 17thSeptember 2020,Novosibirsk, Russian Federation.: IOP Publishing, 2021. P. 1–9.
Traditional retail electricity market models transform under the condition of new technologies development and institutional changes in countries and worldwide. New models of the retail electricity market need to be adopted to recent requirements made by different stakeholders. The purpose of this study is to advance the understanding of transformation of the electricity retail market ...
Added: February 11, 2021
Burda Y., Kosygina A. V., Volkova I. et al., , in: IOP Conference Series: Materials Science and EngineeringVol. 1064 : International Conference on Mechanical Engineering, Automation and Control Systems (MEACS 2020) 17thSeptember 2020,Novosibirsk, Russian Federation.: IOP Publishing, 2021. P. 1–12.
Abstract. The development of retail electricity markets was specific in different countries. There is an important condition for further development of an electric power system with active consumers and prosumers’ participation and the integration of renewable energy sources (RES), other innovative technologies and smart solutions. This study is aimed at observation of tracks of development ...
Added: February 11, 2021
Gavrikova E., Volkova I., , in: International Research Conference “GSOM Emerging Markets Conference-2020”.: St. Petersburg State University Graduate School of Management, 2020. P. 322–329.
The goal of this paper is to perform benchmarking of Russian power companies from a strategic asset management point of view. The Russian power industry is undergoing through a transformation that implies introduction of competition and increasing deployment of new technologies which leads to the shrinkage of market opportunities and incumbents have to re- think ...
Added: January 18, 2021
Tatyana A. Alexeeva, Barnett W., Kuznetsov N. et al., Chaos, Solitons and Fractals 2020 Vol. 140 Article 110239
Forecasting and analyses of the dynamics of financial and economic processes such as deviations of macroeconomic aggregates (GDP, unemployment, and inflation) from their long-term trends, asset markets volatility, etc., are challenging because of the complexity of these processes. Important related research questions include, first, how to determine the qualitative properties of the dynamics of these ...
Added: October 21, 2020
Vakhrushev I., Научный журнал НИУ ИТМО. Серия: Экономика и экологический менеджмент 2020 № 3 С. 45–51
Revenue is the paramount parameter in financial forecasting. This indicator determines the dynamics of some financial parameters. The object of work is the future financial condition of Russian trade companies. The subject of the research is the revenue of these companies. The aim of the work is to create a method for forecasting the revenue ...
Added: October 19, 2020
Issaev L., Malkov S. Y., Ilyin I., BioSystems 2020 Vol. 198 No. C P. 1–8
The article presents a methodology for the analysis of political crises meant to assess the current situation of sociopolitical (in)stability of the developing and developed societies in question, provide an inertial forecast of the developing situation in a given period, analyse threats to stability threats, and examine possible measures to counteract such threats and their ...
Added: August 31, 2020