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The Genesis of Uncertainty: Structural Analysis of Stochastic Chaos in Finance Markets
Complexity. 2023. Vol. 2023. No. 1. Article 1302220.
Te presented article is methodological in nature and is devoted to the analysis of observation series of fnancial asset quotation
changes in capital markets. Te most important feature of these processes is their instability, which manifests itself in high
sensitivity to seemingly minor disturbing factors. Tis phenomenon is well-studied in the theory of nonlinear dynamical systems
and is described by models of deterministic chaos. However, for the processes considered in the article, the dynamic instability of
the immersion environment is exacerbated by stochastic uncertainty caused by random fuctuations in the pricing process. As
a result, describing observation series of quotations of fnancial assets is difcult because it involves stochastic chaos. Tis article
analyzes and classifes chaotic series of observations to help model and forecast related processes.
Language:
English
Keywords: Stochastic chaos
De Gruyter, 2026.
Post-Soviet Eurasia is one of the world's most geopolitically consequential and rapidly transforming regions. Developments across it increasingly reshape political, economic and social relations far beyond its borders. Understanding these dynamics is therefore both intellectually urgent and analytically demanding, requiring an interdisciplinary approach capable of moving beyond established categories and fragmented national perspectives.
This handbook provides ...
Added: October 5, 2026
М.: Национальный исследовательский университет "Высшая школа экономики", 2026.
В шестнадцатом выпуске электронного издания «Вестник Российского мониторинга экономического положения и здоровья населения НИУ ВШЭ (RLMSHSE)» представлены работы, подготовленные на основании данных лонгитюдного обследования домохозяйств «Российский мониторинг экономического положения и здоровья населения НИУ ВШЭ» (РМЭЗ НИУ ВШЭ) за 1992–2024 гг. В выпуске рассматриваются динамика доходов и расходов российских домохозяйств, тенденции развития рынка труда, социальное самочувствие ...
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В условиях роста стоимости энергоресурсов и необходимости повышения энергоэффективности производственных процессов особую актуальность приобретает задача оптимизации энергопотребления промышленных предприятий. В данной работе рассматривается подход к управлению энергозатратами машиностроительного предприятия на основе методов многокритериальной оптимизации. Постановка задачи включает несколько целевых функций: минимизацию энергопотребления, минимизацию стоимости электроэнергии с учётом тарифных ограничений и максимизацию производственной эффективности. Для решения ...
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Милицына П. С., Rozhkova K., Roshchin S. et al., Высшее образование в России 2026 № 8-9 С. 94–115
Привлечение и удержание молодых педагогов в школах является одним из важнейших вопросов для преодоления проблемы кадрового дефицита в системе образования. В статье анализируются особенности трудоустройства выпускников российских вузов педагогических специальностей выпуска 2021–2022 гг. На основе тотальных административных данных выявлены факторы, влияющие на вероятность их первоначального трудоустройства в школу и последующего закрепления в профессии. Результаты показывают, ...
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Автухова Е. Э., Larionov A., Плачинда К. Д., М.: Экономический факультет МГУ имени М. В. Ломоносова, 2026.
Данное методическое пособие разработано в соответствии с рабочей программой курса «Банковское дело», реализуемого на Экономическом факультете МГУ имени М. В. Ломоносова по специальности «Экономика» (бакалавриат), и может быть рекомендовано для подготовки к семинарским занятиям и самостоятельной работе студентов. ...
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Kuninets A., IEEE Transactions on Information Theory 2026 P. 1–1
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Chebotarev V., Andreyuk D., Elizarova Anastasiya et al., Procedia Computer Science 2022 Vol. 213 No. C P. 596–601
The dynamics of opinion in a group are of interest for a number of practical purposes. In particular, consensus helps and polarization of opinions hinders cohesive teamwork. Existing approaches for modeling opinion dynamics mostly do not take into account the dynamism of social relations in a group. This paper proposes an algorithm and a program ...
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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 ...
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Prokhorov A., Burda M., Journal of Computational and Graphical Statistics 2026 P. 1–13
Bayesian nonparametric density estimation procedures are typically based on single-scale priors, such as Dirichlet process mixtures. Alternative multiscale density priors built on decision trees have many well-known advantages, including the ability to characterize abrupt local changes and to provide an estimate with a desired level of resolution. Despite their theoretical appeal, multiscale methods have typically ...
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Drawing on data from the 2024 RLMS-HSE, the article shows that employmentrelated risks are increasingly being shifted onto workers in Russia, while employment differentiation already affects more than 40% of employed Russians, even without taking into account deviations from standard working hours, which are typical of most representatives of the mass social strata. Employment differentiation in Russia is characterized, ...
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Acceptance of enterprise AI search requires checking answer correctness and access controls, defining acceptable errors, and assessing whether testing is sufficient. A record for individual acceptance criteria was developed. Its eight fields link requirements and risks to system configuration, testing, and the acceptance decision. The fields are mapped to provisions in four Russian standards. The ...
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Potanin B., Dolgikh S., Statistics and Probability Letters 2027 Article 110984
We derive bounds on the gradient and Hessian of the log-CDF, ln F(x), of the multivariate normal distribution. These bounds scale linearly and quadratically in ‖x‖ , respectively, with constants depending only on the covariance matrix. We demonstrate the usefulness of these bounds by proving asymptotic normality of the maximum-likelihood estimator of the multivariate probit ...
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Musaev A., Makshanov A., Dmitry Grigoriev, International Journal of Dynamics and Control 2023 Vol. 11 P. 2566–2579
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