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Stochastic optimality in the portfolio tracking problem involving investor’s temporal preferences
Automation and Remote Control. 2017. Vol. 78. No. 8. P. 1523–1536.
We consider an optimal portfolio selection problem to track a riskless reference portfolio. Portfolio management strategies are compared taking into account the investor’s temporal preferences. We investigate stochastic optimality of the strategy that minimizes the expected long-run cost, deriving an asymptotical upper (almost sure) estimate for the difference between the values of the objective functional corresponding to the optimal strategy and for any admissible control.
Language:
English
Alena Bernyukevich, / Series WP BRP "Basic research program". 2025.
This essay explores the complex issue of determining the appropriate level of risk when implementing innovations within organizations. While innovation is widely recognized as a cornerstone of competitiveness, growth, and sustainability, excessive or poorly managed risk can lead to significant challenges. The discussion highlights key factors influencing acceptable risk levels, including alignment with corporate goals, ...
Added: August 17, 2026
Shaposhnikov S., Asia and Africa today 2025
Digital transformation of small and medium enterprises (SMEs) in India is critical to enhancing competitiveness and improving economic performance. It also helps address unemployment and regional inequality. However, SMEs face financial constraints, a digital skills shortage, resistance to change, and cybersecurity challenges. The authors analyze the impact of government initiatives such as Digital India, CGTMSE, ...
Added: August 14, 2026
Богатырев А. Б., Математический сборник 2023 Т. 214 № 3 С. 106–119
Рассматривается клеточное разбиение пространства модулей вещественных кривых рода 2 с отмеченной точкой на единственном вещественном овале. Клетки перечисляются определенными графами, веса которых описывают комплексную структуру на кривой. Показано, что стягивание ребра графа приводит к корневой особенности естественного отображения из весов графа в пространство модулей кривых. ...
Added: August 14, 2026
Богатырев А. Б., Gendron Q., Успехи математических наук 2023 Т. 78 № 1 С. 209–210
Уравнение Пелля-Абеля — это функциональное уравнение вида P²-DQ² = 1, с заданным многочленом D, свободным от квадратов, и неизвестными многочленами P и Q. Мы показываем, что пространство уравнений Пелля-Абеля с фиксированными степенями D и примитивным решением P является комплексным многообразием. Мы описываем его связные компоненты с помощью эффективно вычислимого инварианта. ...
Added: August 14, 2026
Богатырев А. Б., Transactions of the Moscow Mathematical Society 2024 Vol. 85 No. 2 P. 323–337
The best uniform rational approximation of the Sign function on two intervals separated by zero was explicitly found by E. I. Zolotarëv in 1877. The natural extension of this problem to three bands was solved by E. Stiefel in 1961. We indicate the solutions overlooked by the prominent geometer and study their properties. ...
Added: August 14, 2026
Богатырев А. Б., Успехи математических наук 2026 Т. 81 № 3(489) С. 159–160
Предложена простая и эффективно реализуемая формула для изменения абелевых интегралов (включая их периоды) при вариации образующих классической группы Шоттки, представляющей риманову поврехность. ...
Added: August 14, 2026
Gendron Q., Compositio Mathematica 2025 Vol. 161 No. 7 P. 1483–1511
A Pell–Abel equation is a functional equation of the form P^2-DQ^2=1 , with a given polynomial D free of squares and unknown polynomials P and Q. We show that the space of Pell–Abel equations with the degrees of D and of the primitive solution P fixed is a complex manifold. We describe its connected components ...
Added: August 14, 2026
Yu Z., Wang J., Wang Z. et al., Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 2026 Vol. 384 P. 1–16
The integration of data-driven and knowledge-driven approaches in generative geospatial modelling (GGM) is often hindered by their mathematical incompatibilities. Here, we propose a geometric algebra (GA)-based framework that employs a unified multi-vector representation to fuse heterogeneous data and diverse knowledge. The framework facilitates structured reasoning and hypothesis generation through a task-adaptable, five-stage cycle: representation, reasoning, ...
Added: August 13, 2026
Bessonova E., Мякишева С. М., Новиков С. В., Вопросы экономики 2026 № 8 С. 95–124
This paper examines total factor productivity (TFP) dynamics among Russian enterprises from 2018 to 2024, using translogarithmic production function estimates for 290 industries. To address endogeneity and functional dependence issues, we employ the Ackerberg—Caves—Frazer methodology with a control function approach. Our findings reveal distinct sectoral patterns. In mining, both simple average and value-added-weighted TFP rose ...
Added: August 13, 2026
BRICS Journal of Economics 2026 Vol. 7 No. 2 P. 185–209
This study provides an empirical analysis of the relationship between trade and the environment in Singapore. It offers valuable insights into reconciling economic growth and environmental sustainability in this globally significant trade center and contributes significantly to policy formulation for trade-oriented economies. The paper examines empirical trends in trade openness, foreign direct investment (FDI), economic ...
Added: August 13, 2026
Gokhberg L., Kutsenko E., Lebedeva S. et al., М.: ИСИЭЗ ВШЭ, 2025.
This publication prepared by the Russian Cluster Observatory of the National Research University Higher School of Economics Institute for Statistical Studies and Economics of Knowledge is a followup of the 2021 publication dedicated to the statistical measurement of the creative economy of Moscow.
It provides the basic economic indicators of Moscow’s creative industries, assessment of the ...
Added: August 13, 2026
Evgeniia K., Cardoni A., Makeeva E. Y. et al., Business Strategy and the Environment 2026 P. 1–17
This study investigates the relevance of sustainable governance (SG) and its impactful elements in the context of the Russian market, a unique case of an isolated economy, using market value as a proxy for concept relevance. Adopting stakeholder and institutional approaches, this study uses panel data from 152 firms listed on the Moscow Exchange from ...
Added: August 12, 2026
Speranski S. O., Математические заметки 2026 Т. 120 № 3 С. 470–483
We show that, in terms of closure ordinals, many infinitary calculi for ‘first-order’ logics of probability (i.e., for languages similar to those in [Abadi & Halpern 1994]) are as hard as possible: the corresponding closure ordinals coincide with the least non-constructive ordinal, denoted by $\omega_1^{\mathrm{CK}}$. ...
Added: August 12, 2026
Ali S., Bocharnikov V., Ratnikov F. et al., Sensors 2026 Vol. 26 No. 16 Article 5024
Large distributed sensor arrays require repeated recalibration as radiation damage, material aging, gain variation, and readout drift alter channel responses. We studied a high-granularity calorimeter as a large sensor array and addressed unsupervised recalibration from two unpaired datasets: a nominal reference response and an aged response with attenuated cell-wise signals. Aging was modeled by a ...
Added: August 11, 2026
Saraev V., Medovnikov D., Розмирович С. Д. et al., М.: Иннопрактика, 2020.
This report presents a brief summary of the results of a study devoted to the analysis of innovation practices in large Russian companies, their comparison with the most successful international experience, and the identification of opportunities to improve the effectiveness of innovation development tools. ...
Added: August 11, 2026
Rozhkova K., Roshchin S., Roshchina Y., Вопросы экономики 2026 № 8 С. 29–54
Стремительное развитие генеративного искусственного интеллекта (генИИ) усилило дискуссии о том, как новые технологии трансформируют рынок труда, особенно позиции и задачи, которые еще недавно мог выполнять только человек. Эксперименты показывают, что генеративный ИИ может обеспечить значительный прирост производительности, особенно менее квалифицированных сотрудников, что может приводить к возникновению индивидуальной зарплатной отдачи на рынке труда. Впервые для России ...
Added: August 11, 2026
Puchkov E., Knyaginina N., М.: Национальный исследовательский университет "Высшая школа экономики", 2026.
The report examines the ecosystem supporting the development of social entrepreneurship in Europe. It considers the historical evolution of the sector, the approaches adopted by the European Union and individual countries to defining and recognising social enterprises, and the differences between European and Russian models. Particular attention is paid to the role of social enterprises ...
Added: August 11, 2026
Ponomarenko A., / Series Computer Science "arxiv.org". 2025.
This paper addresses the challenge of merging hierarchical navigable small world (HNSW) graphs, a critical operation for distributed systems, incremental indexing, and database compaction. We propose three algorithms for this task: Naive Graph Merge (NGM), Intra Graph Traversal Merge (IGTM), and Cross Graph Traversal Merge (CGTM). These algorithms differ in their approach to vertex selection ...
Added: July 30, 2026
Loubenets E. R., / Series arxiv.org "quant-ph". 2026. No. 2607.18050.
In many quantum applications it is important to know whether or not a Bell nonlocal two-qudit state exhibits its nonlocality under correlation scenarios with some given numbers S1,S2≥1 of generalized quantum measurements at two sites. In the present article, we find analytically a new general locality condition sufficient for a nonseparable Werner state with a ...
Added: July 21, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Chow polylogarithms are some special functions arising in explicit description of the Beilinson regulator map. The most interesting functional equation for this function reflects its vanishing on the boundary in the Bloch's cycle complex. We show that this functional equation formally follows from more simple ones, namely skew-symmetry, functoriality and multiplicativity.
To prove this, we study ...
Added: July 16, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Let K be a field of characteristic zero. We prove that its motivic cohomology in degree m−1 and weight m is rationally isomorphic to the cohomology of the polylogarithmic complex. This gives a partial extension of A. Suslin theorem describing the indecomposable K3 of a field. ...
Added: July 16, 2026
Panov V., Ryabchenko A., / Series arXiv "stat.ME". 2026. No. 2607.05048.
This paper investigates the problem of statistical inference for a mixture distribution consisting of a discrete and a continuous component, with a particular focus on the class of rational-infinitely divisible distributions. We consider non-parametric estimation of both components of the mixture as well as the quasi-L{é}vy measure, assuming that the mixture belongs to the class ...
Added: July 9, 2026
Piontkovski D., / Series arXiv "math". 2026.
A noncommutative projective variety is defined, following Artin and Zhang, by a graded coherent algebra 𝐴. The category of coherent sheaves is then the quotient qgr(𝐴) of the category of finitely presented graded modules by the subcategory of torsion modules. We consider the categorical and polynomial entropies of the Serre twist, that is, of the ...
Added: June 23, 2026
Piontkovski D., / Series arXiv "math". 2025.
If a symmetric multilinear algebra is weakly nil, then it is Engel. This result may be regarded as an infinite-dimensional analogue of the well-known Jacobian theorem, which states that if a polynomial mapping has a polynomial inverse, then its Jacobian matrix is invertible. This refines a theorem of Gerstenhaber and partially answers a question posed ...
Added: June 23, 2026