• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Book chapter
  • Crisis Forecasting in Ask and Bid Prices Formation Systems in Case of Precious Metals
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2028
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
September 21, 2026
Researchers Develop Methodology to Assess the Quality of Legal Representation in Criminal Proceedings
Having a good defence attorney in criminal proceedings can largely determine whether a defendant retains their freedom, health and good name. Researchers at HSE University propose a method for predicting an attorney’s performance based on the outcomes of their previous cases. The methodology takes into account the severity of the charges, the complexity of the cases, and the most likely outcome, drawing on judicial statistics.
September 21, 2026
Algebra, Geometry, and AI: Russian and Vietnamese Mathematicians Discuss Current Research
A delegation of scientists from Hanoi visited the HSE Faculty of Computer Science and then took part in a Russian-Vietnamese conference in St Petersburg. The events were part of the three-year project ‘Flexibility and Computational Methods.’ Over the course of the project, the researchers have prepared joint publications and obtained new mathematical results.
September 18, 2026
When Pictures Hinder Understanding: Illustrations May Impede Learning of Abstract Ideas
Illustrations can help remember specific actions but do not always make abstract ideas easier to learn. Researchers from HSE University and Humboldt University compared how people learn from texts with different levels of abstractness. They found that participants remembered illustrations better and performed better on related tasks after reading a multimedia text about yoga asanas than after reading an abstract text about the Nash equilibrium. The findings could help improve the selection of illustrations for educational and informational materials. The study has been published in Learning and Instruction.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

Crisis Forecasting in Ask and Bid Prices Formation Systems in Case of Precious Metals

Ch. 1. P. 11–18.
Dmitriev A., Maltseva S. V., 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.

Language: English
Full text
Keywords: кризисforecastingfinancial crisisdynamic modelsдинамическая модельпрогнозирование рисков

In book

Global Interdisciplinary Business-Economics Advancement Conference. Conference Proceeding
Global Interdisciplinary Business-Economics Advancement Conference. Conference Proceeding
Sarasota: University of South Florida Sarasota-Manatee, 2014.
Similar publications
Стенограмма семинара Ассоциации японоведов «Новый ближневосточный кризис и Япония», 14 мая 2026 года, МГИМО — Университет
Киреева А. А., Добринская О. А., Chizhevskaya M. et al., Японские исследования 2026 № 2 С. 157–181
The Middle East (ME) region is vitally important to Japan, as it accounts for 90% of Japan's oil imports. For many years, Japan has sought to build friendly relations with all countries in the region, often having to balance its own interests with its strategic alignment with the United States, its only military and political ally. The seminar ...
Added: August 19, 2026
Urbi et Orbi («Городу и миру»): «85 секунд до апокалипсиса». Сборник
М.: ООО «Городу и миру», 2026.
Как преодолеть нарастающий мировой беспорядок. ...
Added: July 1, 2026
Декомпозиция и прогноз социальных настроений россиян (нейросетевой подход)
Karacharovskiy V., Ларина У. С., Резмерица А. А., Социологические исследования 2026 № 7 С. 60–75
Based on the neural network approach, the decomposition of the index of social mood in Russia for the period 2004-2024 was carried out and their dynamics for this period was modeled. The following issues are discussed: (a) the nature of the social mood' shocks in Russia, based on their connection with the concepts of politics ...
Added: May 14, 2026
Смысловое совладание как мишень психологической диагностики
Leontiev D., Rasskazova E., Taranenko O., Консультативная психология и психотерапия 2025 Т. 33 № 2 С. 171–190
Context and relevance. The work is aimed at adapting the “Meaning-Centered Coping” (MCC) scale (Eisenbeck et al., 2022). Methods and materials. The adaptation was carried out on the basis of several samples. The first one was collected in 2020 during the COVID-19 pandemic as a part of the large scale international study, in which the ...
Added: February 12, 2026
Экономическая интеграция России и Беларуси: перспективы роста и обмена инновациями
Kopnova E., Журавлева К. А., Коряков И. В. et al., Журнал Белорусского государственного университета. Экономика 2025 № 1 С. 36–46
he article examines the prospects for economic cooperation between Russia and Belarus within the framework of the EAEU, SCO and BRICS integration associations, with an emphasis on the impact of sanctions and their consequences for the economic growth of the countries. The study includes the use of econometric modeling methods to evaluate the forecast of ...
Added: December 11, 2025
Development the reinforcement learning model for sources identification of H2S industrial emissions
Kychkin A., Chernitsin I., Vikentyeva O., , in: 2025 International Conference on Industrial Engineering, Applications and Manufacturing (ICIEAM).: IEEE, 2025. P. 987–991.
Industry 4.0 concept focuses on sustainability problem that requires to control air emissions, especially for harmful substances like H2S, and reduction their impact on nature by using environmental monitoring and sources identification systems. This task requires solving inverse problem of dispersion models, which should establish complex mathematical dependences between the sensor data, the location and ...
Added: November 4, 2025
Как меняют жизнь россиян чрезвычайные события: новые вызовы и устойчивость адаптации
Kozyreva P. M., Смирнов А. И., Социологическая наука и социальная практика 2025 Т. 13 № 2 С. 9–27
На основе данных «Российского мониторинга экономического положения и здоровья населения НИУ ВШЭ (RLMS-HSE)» осуществлён анализ особенностей адаптации россиян к новой социальной реальности, формирующейся под влиянием событий чрезвычайного характера. Основное внимание уделено динамическому анализу уровня и отдельных структурных параметров социального самочувствия в период распространения коронавируса COVID-19 и проведения специальной военной операции (СВО), который помогает расширить представление ...
Added: October 29, 2025
Методы машинного обучения в макроэкономическом прогнозировании: предварительные итоги
Smirnov S. V., Вопросы экономики 2025 № 10 С. 131–154
The paper summarizes machine-learning (ML) methods most relevant to macroeconomics and assesses their performance in forecasting and nowcasting key macro indicators. Despite rapid methodological progress and a surge of publications over the past 25 years, gains in forecast accuracy with traditional statistical (economic, financial, and survey) data remain modest. ML models often outperform naïve and ...
Added: October 12, 2025
System Architecture of the Automated AI-driven Predictive Assessment for Environmental Monitoring in Industrial Areas
Kychkin A., Chernitsin I., Vikentyeva O., , in: 2025 International Russian Automation Conference (RusAutoCon).: IEEE, 2025. P. 1046–1050.
This paper presents system architecture of the automated AI-driven predictive assessment of the ecological state of the air in sanitary protection zones around industrial facilities. The developed solution implements automated pre-processing of data presented in the form of time series using machine learning methods and the construction of short-term forecasts of pollutant concentrations for the ...
Added: October 6, 2025
Анализ факторов, влияющих на управление денежными потоками предприятия
Чан Ф. Т., Староверова О. В., Kosov M., Аудиторские ведомости 2025 № 2 С. 129–134
This article is devoted to the study of factors affecting enterprise cash flow management. Methods of analysis and synthesis of peer-reviewed scientific sources on this issue are applied. As a result of the research, two groups of factors have been identified and systematized: objective factors (state economic policy, customer influence) and subjective factors (competence of ...
Added: September 22, 2025
О сценариях и количественных параметрах прогноза развития сектора ИКТ в России
Belousov D., Аблаев Э. Ю., Abramova E. et al., Проблемы прогнозирования 2025 № 2 С. 98–117
Статья описывает результаты количественных расчетов в соответствии со сценарными прогнозами мировой и отечественной экономики, а также российского сектора информационнокоммуникационных технологий (ИКТ). На основе сценарных условий определены количественные параметры прогнозов развития отечественного сектора ИКТ в четырех сценариях: «максимальном» (целевой сценарий), «осторожного роста», «умеренной экспансии» и «кризисном» (худший из возможных) с учетом их характерных особенностей. ...
Added: September 19, 2025
Роль исторических эпох и символов в моделировании динамики и шоков социальных настроений в России
Karacharovskiy V., Социологические исследования 2025 № 6 С. 3–14
The article evaluates the possibility of forecasting mass social attitudes based on the interest of the population for the eras in the development of the country. Historical eras and their symbols are considered as comparison standards, temporal analogues of reference groups that provide the mass consciousness with samples of “reserve” standards of living and standards ...
Added: August 12, 2025
К прогнозированию вероятности невооруженной революционной дестабилизации методами машинного обучения
Медведев И. А., Korotayev A., Социология власти 2025 Т. 37 № 2 С. 108–141
The authors provide a broad overview of the main applications for machine learning methods in political sociology. They describe history of the transition from simple regression models to complex machine learning models. The reasons for and benefits of this transition are discussed. The authors identify the main uses of machine learning models in related disciplines and ...
Added: August 1, 2025
К вопросу о человеке в религиозно-философском творчестве В.И. Иванова
Doronina A., Человек 2025 Т. 36 № 3 С. 64–78
The article proposes a hypothesis that work of the symbolist philosopher Vyacheslav I. Ivanov contains an original religious and anthropological concept with which all the themes of his religious and philosophical works are correlated. The author examines the evolution of human understanding in the works of Vyacheslav I. Ivanov, starting with the historical study “The ...
Added: June 25, 2025
Chaotic dynamics in an overlapping generations model: Forecasting and regularization
Tatyana A. Alexeeva, Kuznetsov N., Mokaev T. et al., Chaos, Solitons and Fractals 2025 Vol. 196 Article 116371
Irregular dynamics (especially chaotic) is often undesirable in economics because it presents challenges for predicting and controlling the behavior of economic agents. In this paper, we used an overlapping generations (OLG) model with a control function in the form of government spending as an example, to demonstrate an effective approach to forecasting and regulating chaotic ...
Added: April 20, 2025
The Impact of National Culture on Innovation: A Comparative Analysis between Developed and Developing Nations during the Pre- and Post-Crisis Period 2007–2021
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
Forecasting market volatility using AI and ML models
Pshichenko D., Znanstvena misel 2024 No. 96 P. 38–42
The article analyzes the application of artificial intelligence (AI) models for forecasting market volatility (MV). Examples of algorithms such as recurrent neural networks (RNN), long short-term memory (LSTM) networks, and regression methods are studied, demonstrating their effectiveness in processing time series and identifying complex data patterns. The importance of integrating machine learning (ML), as a ...
Added: March 10, 2025
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit