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Метод обнаружения структурного сдвига в модели авторегрессионной условной гетероскедастичности: случай распределения Стьюдента
Математическое моделирование. 2023. Т. 35. № 1. С. 51–58.
We consider two methods of structural break detection in a piecewise generalized model of autoregressive conditional heteroscedasticity. The first method is based on Kolmogorov–Smirnov statistics and is called KS-method. The second one is based on the cumulative sums and is called KL-method. In this paper, we compare the KS- and KL-methods under the assumption of Student conditional distribution of random errors. The results of our Monte Carlo experiments were as follows: the KL-method lost to the KS-method both in terms of the average probability of first type error and in terms of the average power structural break detection.
Language:
Russian
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
Ratnikov F., European Physical Journal: Special Topics 2026 P. 1–10
EEG recordings are often affected by the loss or corruption of individual channels due to electrode detachment, poor scalp contact, or external interference. Such channels must be accurately reconstructed before further analysis. In this study, we investigate Next-Generation Reservoir Computing (NG-RC) as a data-driven approach for reconstructing corrupted EEG channels and compare its performance with ...
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
Minets M., Krasnozhenov G., Trofimova E. et al., PeerJ Computer Science 2026 Vol. 12 Article e4063
This article presents CAD2TechSpec, a novel framework for automating design processes within computer-aided design (CAD) systems by leveraging multimodal large language models (LLMs). The framework enables the analysis and generation of detailed design specifications, including the automated creation of machining process plans. Our system architecture combines 3D model rendering, dimensionality reduction techniques, and the capabilities ...
Added: August 12, 2026
Мизинов П. В., Journal of Computer Virology and Hacking Techniques 2023 No. 20 P. 383–396
Biometric vein recognition systems are vulnerable to presentation attacks. Traditionally, researchers have used a near-infrared (NIR) drawing of the user’s vascular bed to create a presentation attack instrument (PAI). This paper investigates the feasibility of using free software to capture a venous pattern of the hand without NIR under normal lighting conditions and to create ...
Added: August 11, 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
Междуреченск: Кузбасский государственный технический университет им. Т.Ф. Горбачева, 2026.
В сборнике представлены материалы докладов по направлениям Международной научно-практической конференции «Современные тенденции и инновации в науке и производстве»: 1. Технологии и инновации в горной промышленности; 2. Экономика, управление, финансы; 3. Информационные системы и технологии; 4. Юный исследователь. Целью этой конференции является обмен передовым опытом, повышения квалификации их участников и, вместе с тем, это способ установления и укрепления научного сотрудничества среди ...
Added: August 11, 2026
Fedyunina A., Drapkin I. M., Simachev Y. V., Area Development and Policy 2026
Trade sanctions generate asymmetric shocks in developing economies, reshaping their integration into global value chains (GVCs). Using a gravity framework covering 68 developing countries over the period 2000–2021, this paper examines how sanctions affect forward and backward GVC linkages. We find that sanctions significantly reduce both dimensions of GVC participation: backward linkages suffer deeper and ...
Added: August 10, 2026
Bereznoy A., Мировая экономика и международные отношения 2026 Т. 70 № 8 С. 16–26
Facing the growing uncertainty of the current global business environment leading multinationals are increasingly turning to strategic foresight (SF) which becomes the integral component of their corporate strategic management systems. The distinctive feature of SF is related to the recognition of multiple futures and the abilities of major market players to influence the occurrence of ...
Added: August 10, 2026
Trubochkina N. K., М.: Издательство «Юрайт», 2026.
This textbook is designed to develop students' holistic understanding of modern production processes and methods for their analysis and management using machine learning technologies. In the context of the fourth industrial revolution, where traditional engineering disciplines are inextricably intertwined with intelligent data processing methods, there is a growing need for specialists capable of integrating knowledge ...
Added: August 8, 2026
Potanin B., Statistics and Computing 2026 Vol. 36 Article 200
We propose double machine learning (DML) estimators for a partially linear model (PLM) with endogenous treatments and multivariate sample selection. We prove asymptotic normality of the estimators under mild regularity conditions and study finite sample properties on simulated data. The results demonstrate the importance of addressing sample selection in PLMs and the usefulness of the ...
Added: August 8, 2026
Papushina I. O., Shenkman E., Социологические исследования 2026 № 7 С. 31–43
The external shocks of 2022 have altered the operating environment for Russian
companies and the demand for skilled workers. This study examines how demand has responded for
different categories of professionals in the fashion industry, where the departure of international brands
has simultaneously increased uncertainty and opened up market niches for Russian manufacturers.
The empirical basis of the research ...
Added: August 7, 2026
Kulev Y., Maksaev A., Promyslov V., Linear Algebra and its Applications 2026 Vol. 730 P. 51–72
The notion of λ-th upper scrambling index was introduced by Huang and Liu in 2010, as a generalization of a notion considered by Akelbek and Kirkland in 2009. For a primitive digraph D, it is defined as the smallest positive integer k such that for every λ vertices of D there exist directed paths of lengths k from these vertices to a common vertex. This ...
Added: August 7, 2026
Kanunnikov A., Promyslov V., Vassilieva E., Electronic Journal of Combinatorics 2024 Vol. 31 No. 3 Article P3.6
Introduced by Goulden and Jackson in their 1996 paper, the matchings-Jack conjecture and the hypermap-Jack conjecture (also known as the b-conjecture) are two major open questions relating Jack symmetric functions, the representation theory of the symmetric groups and combinatorial maps. They show that the coefficients in the power sum expansion of some Cauchy sum for ...
Added: August 7, 2026
Gaete Sepulveda M. A., Dymarskaya O. Y., Chesnokov-Posadsky I. et al., М.: Грифон, 2026.
Recognizing the transformative potential of social entrepreneurship, the Reputation Management in Education Laboratory (RepLab) at the Higher School of Economics in St. Petersburg and the ACT Lab at the Azman Hashim International Business School (AHIBS) at the University of Technology Malaysia (UTM) established the Satellite Lab for Social Entrepreneurship in 2023. This joint initiative aimed ...
Added: August 5, 2026
Gaete Sepulveda M. A., Rozhdestvenskaia N., Кулькова В. Ю. et al., М.: Грифон, 2026.
This workbook is a practical guide for those who are ready to turn their desire to take action into a sustainable social entrepreneurship business model. The social entrepreneurship roadmap is structured around the steps “I’m changing the world” — “I’m developing a comprehensive approach,” guiding you from identifying problems and analyzing stakeholders, through formulating goals ...
Added: August 5, 2026
Фирсанова В. И., ACM, 2026.
The inclusion of autistic people can be augmented by a mobile app that provides information without a human mediator making information perception more liberating for people in the spectrum. This paper is an overview of a doctoral work dedicated to the development of a web-based mobile tool for supporting the inclusion of people on the ...
Added: August 4, 2026
Фирсанова В. И., Хлусова Я. К., CEUR Workshop Proceedings, 2025.
Knowledge graphs are widely used in Retrieval Augmented Generation (RAG) and Explainable AI (XAI), since they can illustrate semantic relationships generated by Large Language Models (LLMs). Recent studies focus on generating knowledge graphs from unstructured data to improve RAG performance; however, they do not explain the underlying graph structure. The analysis of synthetic graphs behind ...
Added: August 4, 2026
Mozias P., Социальные и гуманитарные науки. Отечественная и зарубежная литература. Серия 9: Востоковедение и африканистика 2025 № 4 С. 145–178
Industrial policy has gained momentum over the past 15 years in both developed and developing countries. It is now seen as a tool not only to support economic growth and cope with unemployment but also to accelerate the digitalization of economies and the “green” transition. However, there is no consensus among experts regarding the optimal ...
Added: November 15, 2025
Fayzulin M., Journal of Applied Economic Research 2025 Т. 24 № 3 С. 1023–1064
Studying market efficiency during periods of systemic shocks is an important and challenging task. This paper examines the transformation of the Russian financial market in the context of the structural shift that occurred in 2022.
The aim of the study is to analyze changes in investor behavior and fractional characteristics among different market segments using multifractal ...
Added: August 2, 2025
Furmanov K. K., Turovets J., Проблемы прогнозирования 2024 № 5 С. 128–140
В статье представлены результаты оценки влияния санкций, введенных против Российской Федерации в 2022 г., на объемы выпуска обрабатывающей промышленности. Внешние ограничения затронули преобладающую часть сегментов производственной деятельности, но по-разному. Выделено шесть групп секторов в зависимости от прогнозных оценок эффекта санкций – от крайне негативного до умеренно положительного влияния. Большинство секторов испытало значительное негативное воздействие, включая ...
Added: November 15, 2024