• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Book chapter
  • Log-periodic power law and prediction of micex crashes
  • 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 17, 2026
'I Wish That People Would Place Greater Trust in Science'
When Tatiana Eremicheva chose Fundamental and Computational Linguistics as her field of study, she thought it would be about learning languages. Instead, she discovered it was about helping people. In this interview for the HSE Young Scientists project, she discusses science as a way of understanding the world, billiards as a team-building activity, and why learning to read is not always as easy as it seems.
September 15, 2026
Immunity to Chaos: How Personal Resources Help Us Cope with the Challenges of a Turbulent World
International conflicts, crises and digital overload—the modern world puts our minds to the test every day. Traditional psychology often focuses on the consequences: anxiety, depression, and psychosomatic disorders. But what if we looked at the problem differently—through the lens of the resources that prevent us from breaking down? Psychological immunity is precisely this set of resources. Alena Zolotareva and her group, Psychological Immunity as a Resource for Positive Functioning, are developing an integrative model of this phenomenon, adapting diagnostic tools and preparing for large-scale empirical research. Why do psychologists need to collaborate with medical professionals, and how could their research transform preventive care in clinics and corporations?
September 11, 2026
How to Assess Students Knowledge in the Age of AI
A researcher at HSE University has proposed a flowchart to help lecturers decide how to assess students who use artificial intelligence. It shows where the use of AI should be restricted and where it can be incorporated into the learning process. The article has been published in IT Professional.

 

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

?

Log-periodic power law and prediction of micex crashes

P. 13–14.
Zyuzin A.
Language: English
Keywords: forecastingprediction of crashesMICEX indexLog-Periodic Oscillations

In book

Актуальные проблемы экономики и менеджмента. Избранные доклады I студенческой научно-практической конференции Санкт-Петербургской школы экономики и менеджмента НИУ ВШЭ
СПб.: Отдел оперативной полиграфии НИУ ВШЭ, 2016.
Similar publications
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
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
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
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
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
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
Сравнительный анализ моделей прогнозирования региональной инфляции
Габов М. А., Bukina T. V., Kashin D., Журнал Новой экономической ассоциации 2025 № 4(69) С. 87–117
The study aims to compare approaches to forecasting the monthly level of consumer price index (CPI y/y) in the regions of the Volga Federal District using time series models and machine learning methods. This study attempts to select the most appropriate and efficient models for predicting the regional general price level index. The paper also ...
Added: February 22, 2025
Анализ процессов образования контактных радиопомех при комплексном обеспечении электромагнитной совместимости на подвижных объектах радиоэлектронных средств
Б.В. Уткин, Н.Н. Грачёв, Журнал Сибирского федерального университета. Серия: Техника и технологии 2024 Т. 17 № 8 С. 1077–1088
The following article presents an analysis of electromagnetic interference formation caused by the secondary electromagnetic re- emissions formed by radio electronic devices. Based on the results of the conducted research, a method for predicting the spectral characteristics of contact interference to a radio receiver is proposed. The methodology for predicting the spectral composition of contact ...
Added: December 28, 2024
Potential of business uncertainty indicators in forecasting economic activity: The case of Russia
Lola I. S., Asoskov D., Russian Journal of Economics 2024 No. 10(4) P. 351–364
This paper investigates the utility of business uncertainty indicators as predictive tools for forecasting economic activity in the context of Russia. In an era characterized by global economic volatility and geopolitical shifts, understanding the dynamics of economic uncertainty and its impact on overall economic performance is of paramount importance. The study utilizes a comprehensive dataset ...
Added: December 10, 2024
Exploring the potential of business uncertainty indicators in forecasting economic activity: The case of Russia
Lola I. S., Asoskov D., / NRU Higher School of Economics. Series WP BRP "Science, Technology and Innovation". 2024. No. 128/STI/2024.
This paper investigates the utility of business uncertainty indicators as predictive tools for forecasting economic activity in the context of Russia. In an era characterized by global economic volatility and geopolitical shifts, understanding the dynamics of economic uncertainty and its impact on overall economic performance is of paramount importance. The study utilizes a comprehensive dataset ...
Added: November 2, 2024
Corrected Triple Correction Method, CNN and Transfer Learning for Prediction the Realized Volatility of Bitcoin and E-Mini S&P500
Manevich V., Lobachevskii Journal of Mathematics 2024 Vol. 45 No. 3 P. 1194–1206
Added: September 5, 2024
ПРИЛОЖЕНИЕ ПОИСКА, АНАЛИЗА И ПРОГНОЗИРОВАНИЯ ДАННЫХ В СОЦИАЛЬНЫХ СЕТЯХ
Slastnikov S., Zhukova L., Semichasnov I., Информационные технологии и вычислительные системы 2024 № 1 С. 97–108
In this article, we present a web service designed for searching, extracting, and analyzing data from social networks and messengers, demonstrating its application for studying communities within the "VKontakte" social network. The web service enables the identification of typical user profiles within communities, the assessment of emotional sentiment in posts and comments, as well as ...
Added: August 12, 2024
Тихоокеанская Азия
Kanaev E., Вода К. Р., Давыдов О. В. et al., В кн.: Россия и мир: 2024. Экономика и внешняя политика.: М.: ИМЭМО РАН, 2019. С. 37–41.
The chapter discuses likely trends of Pacific Asia between 2020 and 2024. ...
Added: July 29, 2024
Тихоокеанская Азия
Kanaev E., Вода К. Р., Гамза Л. А. et al., В кн.: Россия и мир: 2021. Экономика и внешняя политика. Ежегодный прогноз.: М.: ИМЭМО РАН, 2020. С. 144–153.
The chapter discusses likely trends of development of Pacific Asia in 2021. ...
Added: July 29, 2024
Тихоокеанская и Южная Азия
Kanaev E., Вода К. Р., Куприянов А. В. et al., В кн.: Россия и мир: 2022. Экономика и внешняя политика. Ежегодный прогноз.: ИМЭМО РАН, 2021. С. 128–135.
The chapter discusses likely trends of development of Pacific Asia and South Asia in 2022. ...
Added: July 29, 2024
Россия и мир: 2024. Экономика и внешняя политика
Kanaev E., Афонцев С. А., Вода К. Р. et al., М.: ИМЭМО РАН, 2019.
IMEMO report "Russia and the world: 2024" - forecast of the world economy and international relations for the foreseeable medium-term five-year perspective. The horizon of 2024 is determined by both the political calendar and the dynamics of key processes in world politics, security and trade-economic sphere. The report is based on the decades long IMEMO ...
Added: July 18, 2024
  • 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