?
Model for Assessing the Liquidity of a Stock Market Trading Instrument
P. 1–5.
Currently, a large number of studies are being conducted to improve the accuracy of the developed forecasting methods for the stock market. At the same time, multivariate models based on machine learning methods are increasingly used. Since liquidity indicators have a significant impact on asset pricing, taking them into account can improve the accuracy of forecasting. The purpose of this study is to develop machine learning models that forecast securities quotes taking into account the liquidity factor, as well as to analyze the impact of liquidity on the accuracy of forecasting various types of securities. Using the example of multivariate models ARIMA and LSTM, a study was conducted of forecast indicators of stock quotes with the addition of a feature time series with liquidity ratios. The results of the study show that taking liquidity into account is of great importance in developing more accurate forecasting methods, which is very important for investors and investment companies.
Konstantinov A., Elizarova Anastasiya P., Utkin L., Computing, Telecommunications and Control 2026 Vol. 19 No. 1 P. 16–25
Decision trees and their ensemble extensions, such as random forests, are widely used as classification models due to their simplicity and interpretability. However, in many real-world tasks where class labels overlap in the feature space, standard decision trees rely on hard splits that create fragile decision boundaries. In these regions, small perturbations in the input ...
Added: October 2, 2026
International Joint Conferences on Artificial Intelligence, 2026.
Added: October 1, 2026
Portnoy S., Efremov A., Кузьмин В. В., В кн.: Распределенные компьютерные и телекоммуникационные сети: управление, вычисление, связь (DCCN-2026): материалы XXIX Международной научной конференции. Россия, Москва, 21–27 сентября 2026 г.: М.: РУДН, 2026..
В работе рассматривается возможность улучшения помехоустойчивости каскадного кода, состоящего из внутреннего кода Хэмминга (4,3) и внешнего кода Рида — Соломона (7,5) над полем GF(8), за счёт дополнительной кор рекции ошибок на основе машинного обучения. Внешний код декодируется списочным алгоритмом с перебором стираний; рассматриваются списки дли ной 5 и 10 комбинаций. Для компенсации потерь помехоустойчивости при ...
Added: September 26, 2026
Ионцев М. А., Инновации и инвестиции 2026 № 2 С. 458–462
В статье проводится сравнительный анализ транзакционных издержек и ценовой эффективности централизованных (ЦЦБ) и децентрализованных (ДЦБ) бирж цифровых валют. На основе уникального высокочастотного набора данных, включающего реестры заявок Binance, Kraken, Coinbase и пулы ликвидности Uniswap v2/v3, автор количественно оценивает ключевые составляющие издержек: спреды спроса/предложения, биржевые сборы и комиссии блокчейна. Установлено, что общие транзакционные издержки на ДЦБ ...
Added: September 21, 2026
Lebedev O. B., Левченко Д. Д., Черкасов Р. И., Инженерный вестник Дона 2026 № 2(134) Статья 7
This article analyzes the impact of artificial intelligence (AI) and machine learning technologies on the development and transformation of cyberthreats and the creation of highly effective cyberdefense systems. Key trends in AI evolution are discussed, including data-, model-, application-, and human-centric approaches, and their role in shaping both defensive and offensive capabilities. It is shown ...
Added: September 12, 2026
Lebedev O. B., Шмелева А. Г., Гежа Н. С., Информатика и автоматизация (Труды СПИИРАН) 2026 Т. 25 № 3 С. 720–750
This paper describes the development of a neural network model for automated analysis of medical data in electrophysiology based on deep learning methods. The relevance of this work stems from the growing need to improve the objectivity, speed, and accuracy of processing complex spatiotemporal signals, such as ECG or EEG. Convolutional neural networks (CNNs), which ...
Added: September 10, 2026
Вохминцев И. В., Вестник международных организаций: образование, наука, новая экономика 2026 Т. 21 № 2
The EAEU and the CSTO are Russia’s principal regional international organisations. Understanding, assessing, and analysing the foreign-policy positions of the countries that belong to them is a matter of the state’s national interests. This determines the purpose of the study: to identify the level and the form of cohesion in the voting of EAEU and ...
Added: September 7, 2026
Starodubov K., Гвасалия Г. В., Карасев П. И., Нано-био-технологии. Тепло- и электроэнергетика. Математическое моделирование: сборник статей III международной научно-практической конференции (Липецкий государственный технический университет, Липецк, Россия) 2025 С. 219–223
This paper discusses the concept of neural networks, convolutional neural networks, their architecture and their operation principle. The main attention is paid to testing the reliability of storing images of people as embeddings, which are considered to be unrecoverable in the original image. In the course of the research an experiment is carried out: the ...
Added: September 6, 2026
Vyacheslav D. Neverov, Lukyanov A., Andrey V. Krasavin et al., Physical Review B: Condensed Matter and Materials Physics 2026 Vol. 113 No. 2 Article 024515
We develop a neural network approach to solve the self-consistent Bogoliubov-de Gennes equations in strongly disordered s-wave superconductors. The method accurately reproduces inhomogeneous gap distributions and generalizes to system sizes far larger than those used in training. It reduces computational scaling from O(N6 ) to O(N2), enabling quantitative analysis of percolation phenomena and the superconductor-insulator ...
Added: September 5, 2026
Kazun A., Devyatnikov V., Белов М. Д., Вопросы теоретической экономики 2026 Т. 3 № 32 С. 115–135
Как понять, хорош адвокат или нет? В данной статье мы описываем методологию, позволяющую измерять качество юридической помощи через разницу между тем, что предсказывает модель машинного обучения по объективным характеристикам дела, и тем, чем дело закончилось в реальности. Мы исходим из предпосылки, что если у адвоката дела стабильно заканчиваются лучше ожидаемого, то он делает свою работу хорошо. ...
Added: August 28, 2026
Lysenok N., Маркова Ю. Е., Финансовый журнал 2026 Т. 18 № 4 С. 45–63
The article discusses the application of clustering methods to form an optimal investment portfolio
that allows the investor to achieve an effective risk-reward ratio. Three popular clustering methods,
K-Means, MeanShift, and DBSCAN, are examined. The article focuses on the DBSCAN clustering method
and highlights its advantages over other clustering methods in the context of financial data analysis.
DBSCAN is ...
Added: August 27, 2026
Tasenko O., Untila K., Shishkovskaya T. et al., В кн.: Десятая международная конференция по когнитивной науке: Тезисы докладов. Пятигорск, 26–30 июня 2024 г.: Пятигорск: ОПиИД УНР ФГБОУ ВО «ПГУ», 2024. С. 328–329.
Шизофрения – это хроническое психическое расстройство, которое выражается как комбинация психотических симптомов, таких как галлюцинации, бред и дезорганизация когнитивных функций. Для шизофрении характерны трудности с поиском слов, приближение слов, то есть
использование сходных по значению с нужным или же описывающих предполагаемое значение, а также использование негативной лексики чаще, чем в группе нормы, в том числе при
описании ...
Added: August 24, 2026
Nikita I. Lysenok, International Journal of Computer Information Systems and Industrial Management Applications 2026 Vol. 18 No. 18s P. 1406–1430
A volatility forecast becomes useful only after it has passed through four stages: a model produces it, a trading rule consumes it, a portfolio aggregates the result, and an investor evaluates that result against a utility function. Each stage has its own mature evaluation apparatus, and each is studied in isolation. This review traces the ...
Added: August 23, 2026
Nikita I. Lysenok, International Journal of Computer Information Systems and Industrial Management Applications 2026 Vol. 18 No. 17s P. 533–549
This paper asks which families of volatility forecasting models create economic value in active trading, and through which integration channel that value is transmitted. Seven models drawn from four families — econometric (GJR-GARCH, HAR-J), gradient boosting (XGBoost, LightGBM), recurrent neural networks (LSTM, GRU) and a hybrid combining HAR-J with boosting — are compared on the ...
Added: August 18, 2026
Glinkina L. S., Doptan E., Kosonogov V., Journal of Individual Differences 2026 No. 47(3) P. 132–143
This study investigates a novel method for assessing Dark Tetrad personality traits (Machiavellianism, Narcissism, Psychopathy, Everyday Sadism) through humor evaluation. Traditional self-report measures are limited by response biases, creating a need for indirect behavioral assessment. We hypothesized that individual differences in these traits would correlate with distinct patterns in evaluating visual humor (funniness, perceived kindness/cruelty, ...
Added: July 8, 2026
Масленикова А. С., Попова Т. И., В кн.: Компьютерная лингвистика и интеллектуальные технологии: По материалам ежегодной международной конференции «Диалог». Выпуск 24Issue 24.: M.: Max press, 2026. С. 420–428.
This study focuses on developing and comparing methods for automatic annotation of speech formulas in a corpus of Russian internet comments. Speech formulas are a class of multiword expressions that convey emotional reactions in dialogue. The research material consisted of a corpus of 10,000 comments (157,261 tokens) collected from five Telegram channels. Dictionary-based formal search ...
Added: June 29, 2026
Новиков Р. С., Novopashin M., Pozin B., Programming and Computer Software 2026 Vol. 52 No. 1 P. 28 – 38
Added: June 26, 2026
Korotayev A., Chernomorchenko I., Медведев И. А., Восток. Афро-азиатские общества: история и современность 2026 № 3 С. 117–130
This study employs machine learning methods to rank factors contributing to large-scale armed and unarmed destabilization across Asian and African countries. Analysis reveals that African nations demonstrate greater vulnerability to armed destabilization (up to full-scale civil wars), whereas Asian countries are more prone to less violent unarmed forms (mass antigovernment demonstrations, riots, general strikes and ...
Added: June 21, 2026