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April 28, 2026
Scientists Develop Algorithm for Accurate Financial Time Series Forecasting
Researchers at the HSE Faculty of Computer Science benchmarked more than 200,000 model configurations for predicting financial asset prices and realised volatility, showing that performance can be improved by filtering out noise at specific frequencies in advance. This technique increased accuracy in 65% of cases. The authors also developed their own algorithm, which achieves accuracy comparable to that of the best models while requiring less computational power. The study has been published in Applied Soft Computing.
April 27, 2026
Fair Division: How Mathematics Helps to Divide the Indivisible
How can items be allocated among participants so that no one feels short-changed? Alexander Karpov, Assistant Professor at the Faculty of Economic Sciences, and his Singaporean colleague, Prof. Warut Suksompong, set out to find a mathematical answer to this question. In this interview, they discuss how a model of rational preferences is constructed, why one cannot rely on a simple sum of values, and where an algorithm that asks a minimal number of questions can be useful.
April 24, 2026
Electronics of the Future: Why Superconductors and Spintronics Work Together
It was once believed that superconductivity and magnetism avoided each other like the devil avoids holy water. However, modern nanostructures prove the opposite. A Russian theoretical physicist and Indian experimentalists have joined forces to create the electronics of the future—free from energy losses. Nataliya Pugach, Professor at the School of Electronic Engineering at HSE MIEM and Leading Research Fellow at the Quantum Nanoelectronics Laboratory, explains how a long-standing acquaintance in Cambridge grew into a mirror laboratory project with the Indian Institute of Technology Bombay (IIT Bombay), how superconducting spintronics works, and what surprises a researcher in India beyond the university campus.

 

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Social Network Sentiment Analysis and Message Clustering

Lecture Notes in Computer Science. 2019. Vol. 11938. P. 18–31.
Kharlamov A. A., Orekhov A., Bodrunova S., Lyudkevich N.

Till today, classification of documents into negative, neutral, or positive remains a key task within the analysis of text tonality/sentiment. There are several methods for the automatic analysis of text sentiment. The method based on network models, the most linguistically sound, to our viewpoint, allows us take into account the syntagmatic connections of words. Also, it utilizes the assumption that not all words in a text are equivalent; some words have more weight and cast higher impact upon the tonality of the text than others. We see it natural to represent a text as a network for sentiment studies, especially in the case of short texts where grammar structures play a higher role in formation of the text pragmatics and the text cannot be seen as just “a bag of words”. We propose a method of text analysis that combines using a lexical mask and an efficient clustering mechanism. In this case, cluster analysis is one of the main methods of typology which demands obtaining formal rules for calculating the number of clusters. The choice of a set of clusters and the moment of completion of the clustering algorithm depend on each other. We show that cluster analysis of data from an n-dimensional vector space using the “single linkage” method can be considered a discrete random process. Sequences of “minimum distances” define the trajectories of this process. “Approximation-estimating test” allows establishing the Markov moment of the completion of the agglomerative clustering process.

Language: English
DOI
Text on another site
Keywords: twittermarkov momentSentiment analysisMessage clusteringTonalityLexical maskApproximation-estimation testShort texts
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