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Crisis Forecasting in Ask and Bid Prices Formation Systems in Case of Precious Metals
Гл. 1. С. 11–18.
Dmitriev A., Markov N.
We proposed the nonlinear dynamic model of the formation of the market prices of precious metals based on the econophysic considerations. This model is a system of three ordinary differential equations relating the time dependence of elasticity, variations of bid and ask prices; it is similar to the Lorenz system. The areas of the dynamic stochasticity in experimental data were found with the comparing of the experimental and the theoretical ask and bid prices. These areas are the precursors of the crisis mode in the form of dynamic chaos.
In book
Sarasota: University of South Florida Sarasota-Manatee, 2014.
Chernyshov D., В кн.: XXIX Межвузовская научно-техническая конференция студентов, аспирантов и молодых специалистов им. Е.В. Арменского. Москва, 22–28 апреля 2025 года.: М.: МИЭМ НИУ ВШЭ, 2025.
Работа посвящена исследованию обобщённого отображения Чирикова, описывающего динамику плоского ротатора под действием периодического возбуждения. Получены аналитические и численные результаты, демонстрирующие стохастический характер поведения системы при бинарном режиме управления ротатором. Новым результатом является обнаружение дополнительной серии резонансов (антирезонансов) и установление границы устойчивого поведения нелинейных отображений при сложных методах управления динамикой нелинейной системы. ...
Added: May 19, 2026
Посадский К. М., Математические заметки 2026 Т. 119 № 1 С. 104–116
В работе изучаются непрерывные 2-значные динамические системы с дискретным временем (динамики) на $\mathbb{C}$. Исследуется вопрос --- можно ли задать двухзначную динамику действием некоторой двухзначной группы. В работе построен класс сильно обратимых непрерывных 2-значных динамик на $\mathbb{C}$, не задающихся действием 2-значной группы. Построен пример непрерывной 2-значной динамики на $\mathbb{C}$, не являющейся сильно обратимой, но задающейся действием ...
Added: February 27, 2026
Тушнолобова М. О., Экономическая социология 2025
Bruce Carruthers’ book “The Economy of Promises: Trust, Power, and Credit in America” is devoted to a historical and sociological analysis of the evolution of credit relations in the United States. The key question that the author answers is how did creditors decide whom to trust in different periods of U. S. history? The author ...
Added: November 18, 2025
Ошемков А. А., Tuzhilin M., Математический сборник 2018 Т. 209 № 9 С. 1351–1375
We study the stability property of singularities of integrable Hamiltonian systems under integrable perturbations. It is known that among singularities of corank 1, only singularities of complexity 1 are stable. As it turns out, in the case of two degrees of freedom, there are both stable and unstable singularities of rank 0 and complexity 2. A complete list of singularities ...
Added: September 12, 2025
Tuzhilin M., Moscow University Mathematics Bulletin 2015 Vol. 70 No. 2 P. 74–78
A new approach to the problem of describing the singularities of momentum mapping for a Lagrange top is presented. Previous results were obtained with the use of the bihamilton structure. A simple and convenient technique for determination of singular points and their type is presented. ...
Added: September 12, 2025
Grigoryev L. M., Россия в глобальной политике 2025 Т. 23 № 2 С. 170–188
The period preceding the reforms of the 1990s, the activities of the leaders and participants of the processes should be discussed “according to the bylinas of that time”, and not according to memories and later adjustments to a given or even known result. This does not exclude a contemporary assessment of past events. But we ...
Added: May 16, 2025
Makeeva N., Экономика и математические методы 2026 Т. 62 № 2 С. 58–72
This study analyzes the accuracy of nowcasting and short-term forecasting models for annualized quarterly GDP growth rates in 33 developing countries over the period from Q1 2013 to Q4 2023. The research evaluates the out-of-sample accuracy of various models (MIDAS, MFBVAR, DFM, regularization-based models, a classical pairwise regression and first-order autoregression model) using the last ...
Added: April 19, 2025
Makeeva N., Прикладная эконометрика 2025 Т. 79 С. 27–49
The paper presents the results of an accuracy analysis of nowcasting models for Russia’s GDP and its components based on usage data for the period from the first quarter of 2014 to the third quarter of 2023. The novelty of the study lies in comparing the accuracy of various models — MIDAS, MFBVAR, DFM models, ...
Added: April 19, 2025
Lee H., Sergey U. Chernikov, Nagy S. et al., Social Sciences 2022 Vol. 11 No. 11 Article 522
This empirical study investigates the impact of the Hofstede cultural dimensions (HCD) on the Global Innovation Index (GII) scores in four different years (2007, 2009, 2019 and 2021) to compare the impacts during the pre- and post-crisis (financial and COVID-19) period by employing ordinary least square (OLS) and robust least square (Robust) analyses. The purpose ...
Added: March 11, 2025
Yatskin D., В кн.: Сборник материалов IV Всероссийской научно-практической конференции «Вопросы контроля хозяйственной деятельности и финансового аудита, национальной безопасности, системного анализа и управления». ФГБНУ «Аналитический центр».: М.: [б.и.], 2019. С. 117–126.
Рассматривается подход к построению динамических систем, устойчивых к структурным изменениям ...
Added: March 7, 2025
Alexeevskaya E., Вестник арбитражной практики 2018 № 4 С. 3–5
The lack of a uniform understanding of the "judicial system" definition in Russia in the legal literature leads to a budgetary resource dispersion, which, ultimately, negatively affects the quality of justice and, as a result, destabilize the judicial system. Besides, the legal science lacks true comprehension of the Russian judicial system phenomenon, which prevents the ...
Added: August 20, 2024
Makeeva N., Stankevich I., Любайкин Н. С., Вопросы экономики 2024 № 3 С. 120–142
In this paper the following models are compared: restricted and unrestricted MIDAS-models (mixed data sampling models), MFBVAR-model (mixed frequency Bayesian vector autoregression), Linear model with regularization (MIDAS_L1-, MIDAS_L2- and MIDAS_PC-model) and dynamic factor model. The results are compared with classical autoregression as a benchmark. Production indices for different industries and indicators characterizing Russian GDP and ...
Added: February 2, 2024
Umar Z., Riaz Y., Shahab Y. et al., Pacific-Basin Finance Journal 2023 Vol. 80 Article 102056
This paper explores the connectedness between the returns and volatilities of the conventional and Islamic bond markets. We use the level, slope, and curvature of the US yield curve and estimate the connectedness of these factors with the Dow Jones Islamic indices (of 3 to 10 years of maturity) as well as the minimum connectedness portfolio. The ...
Added: June 22, 2023
Barinova M., Galkin O., Galkina S. et al., Журнал Средневолжского математического общества 2023 Т. 25 № 1 С. 522–526
К 80-летию со дня рождения Владислава Сергеевича Медведева. ...
Added: March 9, 2023
Моисеева Д. В., Kuzina O. E., Экономическая социология 2022 Т. 23 № 5 С. 121–132
In his book ‘The Social Life of Money’ Nigel Dodd, a professor at the LSE, presents the results of his research on money. The main purpose of the book is to reconsider the nature of money, especially its social nature. The author explores the possibilities to change society rethinking the existing economic, sociological, philosophical, psychological, ...
Added: November 12, 2022
Lukin A., Dmitri V., Artemyev A. et al., Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 2022 Vol. 106 Article 065205
Current sheets are spatially localized almost-one-dimensional (1D) structures with intense plasma currents. They play a key role in storing the magnetic field energy and they separate different plasma populations in planetary magnetospheres, the solar wind, and the solar corona. Current sheets are primary regions for the magnetic field line reconnection responsible for plasma heating and ...
Added: October 19, 2022
Zhemkov M., Деньги и кредит 2022 № 2 С. 79–104
This paper presents an approach to the estimation of monthly GDP growth in Russia using temporal disaggregation. This method represents a balanced view of the current economic situation that relies on a model framework and encompasses all economic sectors. The paper makes a meaningful contribution to the existing academic literature on the topic by combining ...
Added: July 9, 2022
Dabrowski M., Вопросы экономики 2022 № 2 С. 5–32
The paper contains a retrospective analysis of macroeconomic policy and macroeconomic reforms in post-Soviet countries in 1992-2021, that is, after obtaining political and economic independence at the end of 1991. A special attention is given to problems of macroeconomic stabilization and economic growth. As a result of structural distortions inherited from the Soviet economy and ...
Added: February 22, 2022
Pokhodnya N., Шамолин М. В., Вестник Самарского государственного университета. Естественнонаучная серия 2013 № 9-1 (110) С. 35–41
Certain general conditions of integrability in elementary functions for the systems on the tangent bundle of two-dimensional sphere are studied. At that an interesting example of three-dimensional phase pattern of pendulum-like system which describes the motion of spherical pendulum, placed in an over-run medium flow. Sufficient conditions of existence of the first integrals expressed through ...
Added: December 14, 2021
Яшина Н. И., Kashina O., Петров С. С. et al., Финансовая аналитика: проблемы и решения 2020 Т. 13 № 4 С. 362–382
Subject. This article discusses new possibilities for diagnosing the state of the country's financial and economic system and monitoring the true signs of crisis phenomena. Objectives. The article aims to develop effective methods of diagnosing and predicting financial crises in Russia using a special system of economic indicators and digital analytical tools. Methods. For the ...
Added: November 30, 2021
Kiyatkina A., Shadrikov V., Вестник Ярославского государственного университета им. П.Г. Демидова. Серия Гуманитарные науки 2021 Т. 5 № 3 С. 434–443
The article discusses understanding as a human tendency to remove uncertainty through the phenomenon of «entropy». The learning process initially puts the student in a situation of constant movement from a disordered
environment to an ordered one, which occurs due to the constant interruption of the student’s inner world balance. Studies of understanding through entropy allow ...
Added: November 10, 2021
Stanislav Minkov, Shilin I., Qualitative Theory of Dynamical Systems 2021 Vol. 20 No. 3 Article 77
For Milnor, statistical, and minimal attractors, we construct examples of smooth flows ϕ on S^2 for which the attractor of the Cartesian square of ϕ is smaller than the Cartesian square of the attractor of ϕ. In the example for the minimal attractors, the flow ϕ also has a global physical measure such that its ...
Added: September 16, 2021