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Dynamic Robustification of Trading Management Strategies for Unstable Immersion Environments
Montenegrin Journal of Economics. 2023. Vol. 19. No. 1. P. 19–30.
The paper considers the problem of constructing channel management
strategies for market chaos conditions. The nature of dynamic chaos vio-
lates the probabilistic-statistical paradigm's fundamental principle of exper-
iment repeatability. Under these conditions, the traditional statistical meth-
ods of evaluation are not effective, and the generated management deci-
sions are unstable. There is a need to create management strategies that
produce effective decisions for a wide variety of dynamic characteristics of
observation series generated by market chaos. In this article, we have con-
sidered two variants of such robustification using channel management
strategies as an ex-ample. The first approach is based on the assumption
that the optimal solution for the observation interval with the least favorable
dynamics for this management strategy will produce solutions that are
satisfactory at other observation sites as well. However, our numerical study
does not confirm this assumption. Explanation is that optimization of pa-
rameters for highly dynamic segments with abrupt changes in the observed
process produces degenerate decisions. The optimal control parameters
corresponding to them are suitable only for a very narrow range of possible
variations of the observed process. The second approach to the dynamic
robustification of management strategies is based on searching for optimal
parameters of the strategy on large observation intervals. It is assumed that
at such observation intervals, chaos will demonstrate the most variants of
local dynamics, and the found parameters will be adapted simultaneously to
the most diverse variations in dynamic characteristics of observation series.
In general, this approach gives an encouraging result, however, as ex-
pected, the decrease in performance in the non-matching data segment
turned out to be significant.
Давидович А. С., Shestakova A., Arzumanyan N. et al., Frontiers in Psychology 2026 Vol. 17 - 2026 P. 1–18
Background:
Delay discounting refers to the tendency to choose sooner, smaller rewards over larger, later rewards. Many previous studies link this tendency positively to reward sensitivity, yet the specific mechanisms behind this association remain poorly understood. Reward sensitivity may relate to delay discounting through at least three possible pathways: increased sensitivity to reward size, increased sensitivity ...
Added: May 27, 2026
Tatarinov A., Вопросы статистики 2026 Т. 33 № 2 С. 5–22
The relevance of the article stems from the ongoing transition of national statistical offices to the implementation of the new international macroeconomic accounting standard, SNA 2025. This standard defines modern approaches to measuring economic activity in the context of globalization and digitalization and incorporates assessments of well‑being and sustainability. The subject of the paper is the ...
Added: May 27, 2026
М.: Институт проблем управления им. В.А. Трапезникова РАН, 2024.
В сборник вошли материалы VIII Международной научной конференции «Информационные технологии и технические средства управления» (ICCT-2024). На конференции были рассмотрены вопросы, касающиеся перспектив развития научного приборостроения в телекоммуникационных и управляющих системах, биомедицинской информатики, аппаратного и программного обеспечения информационнокоммуникационных систем, надежности, диагностики и неразрушающего контроля, систем управления и автоматизации, цифровых экосистем, управления производством и логистикой, методов математического ...
Added: May 27, 2026
Degtyarev A., Bakhurin S., Yudin N., DSPA 2026 P. 1–6
This paper investigates one possible solution to the problem of self-interference cancellation (SIC) arising in the design of in-band full-duplex (IBFD) communication systems. Self-interference cancellation is performed in the digital domain using multilayer nonlinear models adapted via gradient-based optimization. The presence of local minima and saddle points during the adaptation of multilayer models limits the ...
Added: May 26, 2026
Kalinin A. M., Проблемы прогнозирования 2026 № 1 С. 45–55
Rosstat's publication of basic input–output tables for 2021, given the five-year periodicity of such materials, represents a significant event for Russian economic science. The article provides an overview of some of the features and properties of the published tables and the results of their use for the analysis of technological changes and import dependence. It ...
Added: May 26, 2026
Tkachuk A., Романова В. В., Экономические науки 2026 № 2 С. 561–565
Актуальность статьи обусловлена трансформацией мирохозяйственных связей под влиянием
Китая. Степень разработанности отражена в полярных оценках экспансии КНР. Объект — экономическая экспансия Китая, предмет — модели взаимодействия со странами Глобального Юга.
Методология базируется на геоэкономическом подходе и концепции асимметричной взаимозависимости. Практическая значимость заключается в выявлении рисков долговой и технологической
зависимости и рекомендациях для стран-партнеров по выстраиванию сбалансированного сотрудничества. ...
Added: May 26, 2026
Kalinin A. M., Вопросы экономики 2025 № 8 С. 26–43
The study of the consequences of the application of individual sanctions instruments at the level of industries or segments of the economy allows us to assess the components and factors of overall sustainability, the effectiveness of the state policy. The paper provides an econometric assessment of the impact of US SDN list sanctions on Russian ...
Added: May 26, 2026
Kalinin A. M., Проблемы прогнозирования 2024 № 1 С. 35–53
The dynamics of the Russian economy in 2022 did not develop along the trajectories expected in most forecasts. Investments in fixed assets, contrary to expectations, decreased slightly; some industries have seen growth. The article offers an analysis of the 2022 results from the point of view of justification of views on the factors determining investment ...
Added: May 26, 2026
Kalinin A. M., Проблемы прогнозирования 2024 № 2 С. 21–33
The article discusses issues related to the assessment of import dependence and the results of the import substitution policy in the period 2016–2020. An overview of options for assessing import dependence indicators is provided, and the possibility of using resource and use tables published by Rosstat is substantiated. The main analysis tool is calculated tables ...
Added: May 26, 2026
Kalinin A. M., Вопросы экономики 2023 № 7 С. 100–114
The paper assesses some of the consequences of Russia’s accession to the World Trade Organization (WTO). Whereas much discussion about its costs and benefits happened during the WTO negotiations and in the first years after the accession, there was little said on the real consequences afterwards. The aim of the research is to assess the ...
Added: May 26, 2026
Kalinin A. M., Общество и экономика 2023 № 4 С. 53–63
The withdrawal of foreign companies from the Russian market due to a change in the political situation has been a new trend for the Russian economy. The study shows that the actual scale of closure of foreign legal entities is insignificant, and even smaller than in previous years: the maximum number of legal entities was ...
Added: May 26, 2026
Kalinin A. M., Вопросы государственного и муниципального управления 2023 № 3 С. 7–25
Customer-centricity (client-centricity) is a new concept for Russian public governance. However, since 2022, the implementation of the relevant principles has been brought to the level of a national strategic initiative. The article proposes an analysis of the issues to be considered when implementing customer-centricity in the practice of government agencies and institutions. The article examines ...
Added: May 26, 2026
Androsov I., Proceedings of the Institute for System Programming of the RAS 2026 Vol. 38 No. 3 P. 87–114
This paper examines echo state networks (ESNs), one of the most prevalent approaches to
implementing reservoir computing. An ESN consists of a recurrent neural network with fixed (untrained)
weights and a readout layer that is typically linear and trainable. This approach enables the creation of energyefficient and computationally efficient neural networks capable of real-time learning. However, since ...
Added: May 26, 2026
Styrin E. M., Ataeva A., Жатикова Д. В. et al., Регион: Экономика и Социология 2026 № 2 С. 31–55
There remains a pronounced interregional differentiation in the level of digital development across the Russian Federation, which necessitates a comprehensive analysis of the factors influencing the digital maturity of public administration bodies in the country’s regions. This article offers a quantitative assessment of the impact of external socioeconomic, institutional, and technological factors on the level ...
Added: May 26, 2026
Switzerland: Springer Publishing Company, 2026.
In this volume of “Lecture Notes in Networks and Systems” we are pleased to present the proceedings of the 25th International Multidisciplinary Conference on Reliability and Statistics in Transportation and Communication” (RelStat-2025), which took place in hybrid form in Riga, Latvia on October 16–18, 2025. This event belongs to a con ference series started in ...
Added: May 25, 2026
Шелованова Т. И., Синяков А. А., Russian Journal of Economics 2025 No. 11 P. 47–75
The booming retail trade and the above-target consumer prices inflation in 2023–2024 in Russia, amid tightening monetary policy stance, raise an issue of the strength of the monetary policy interest rate channel. The focus of our paper is the interest rate elasticity (given inflation expectations) of a household’s loan request probability. We argue that a ...
Added: May 25, 2026
Kaisarova V. P., Коклев К. С., СПб.: Издательство СПбГЭУ, 2025.
The article examines the trends in the development of territorial accessibility of public transport for the population of the largest city based on the geoinformation analysis of the spatial features of its infrastructure. The article provides a transport dynamic for the period 2015-2024 based on cluster analysis of data on individual types of transport and ...
Added: May 25, 2026
Караваева Е. А., Кулигин Л. А., Rezunik L. et al., Труды Института системного программирования РАН 2026 Т. 38 № 3 С. 67–94
В статье представлен метод рефакторинга исходного кода на основе интеграции большой языковой модели (LLM) и расширенной UML-модели программного кода. Предложенный подход позволяет выявлять проблемные участки кода с использованием функций тревожности и структурных метрик классов, а затем выполнять автоматизированный рефакторинг. Ключевой особенностью метода является использование LLM для генерации формальных спецификаций на языке OCL (Object Constraint Language), ...
Added: May 24, 2026
Aczel B., Szaszi B., Clelland H. et al., Nature 2026 Vol. 652 P. 135–142
The same dataset can be analysed in different justifiable ways to answer the same research question, potentially challenging the robustness of empirical science. ...
Added: January 27, 2026
Dzhanashia K., Aleksandr Fedosov, Oleg Evsutin, Sensors 2025 Vol. 25 No. 23 Article 7726
Using an attack-simulation module is a well-recognized approach to improving the robustness of end-to-end neural-network-based data-hiding schemes. However, most proposed attack simulators are limited in the types of attacks they cover, usually handling only a basic set of digital transformations. Real, in-demand use cases for data-hiding methods may involve modifications that cannot be modeled by ...
Added: November 28, 2025
Dai G., Su Z., Vladimir Ulyanov et al., Journal of Functional Analysis 2025 Vol. 289 No. 11 Article 111130
In this paper, we obtain a p-th moment bound for the suprema of a log-concave-tailed nonhomogeneous chaos process, which is optimal in some cases. With this p-th moment bound, we get two uniform Hanson-Wright type deviation inequalities for α-subexponential entries (1<α<2), which generalize some known results. As applications, we prove the restricted isometry property of partial random circulant ...
Added: September 30, 2025
Valeriy Kalyagin, Ilya Kostylev, , in: Mathematical Optimization Theory and Operations Research. 23rd International Conference, MOTOR 2024, Omsk, Russia, June 30–July 6, 2024, Proceedings. LNCS, volume 14766.: Springer, 2024. P. 337–348.
Problem of learning a graphical model (graphical model selection problem) consists of recovering a conditional dependence structure (concentration graph) from data given as a sample of observations from a random vector. Various algorithms to solve this problem are known. One class of algorithms is related with convex optimization problem with additional lasso regularization term. Such ...
Added: August 9, 2024
Shirnin A., Andreev N., Potapova S. et al., IEEE/ACM Transactions on Speech and Language Processing 2024 Vol. 32 P. 2751–2763
We present an approach to evaluate the robustness of pre-trained vision and language (V&L) models to noise in input data. Given a source image/text, we perturb it using standard computer vision (CV) / natural language processing (NLP) techniques and feed it to a V&L model. To track performance changes, we explore the problem of visual ...
Added: July 19, 2024
Bazhenov G., Kuznedelev D., Malinin A. et al., , in: Advances in Neural Information Processing Systems 36 (NeurIPS 2023).: Curran Associates, Inc., 2023. P. 75567–75594.
In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be especially complex since the samples are interdependent. To evaluate the performance of graph models, it is important to test them on diverse ...
Added: February 7, 2024