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October 8, 2026
HSE Experts Take Part in 23rd Annual Meeting of Valdai Discussion Club
The 23rd Annual Meeting of the Valdai Discussion Club was held from September 28 to October 1, 2026 under the theme ‘Responsibility for the Future: Limits of the Possible, or Limitless Possibilities?’ The forum brought together 120 experts from 40 countries, including representatives of China, the United States, India, Brazil, the United Kingdom, Germany, Egypt, Iran, and Japan.
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The HSE International Centre of Decision Choice and Analysis studies a wide range of methods for analysing decision-making and possible scenarios for the development of natural, socio-economic, and political phenomena using various mathematical models. The application of advanced mathematical methods to forecasting helps to prevent negative outcomes and avoid erroneous decisions. The HSE News Service spoke to the centre’s director, Prof. Fuad Aleskerov, about its work.
October 6, 2026
International N5 Symposium ‘Neural Networks and Nonlinearity in Nizhny Novgorod Brings Together Scientists from Russia and Serbia
The International N5 Symposium ‘Neural Networks and Nonlinearity in Nizhny Novgorod’ was held at the Nizhny Novgorod House of Scientists from September 23 to 26. The event was organised by HSE University–Nizhny Novgorod and the Nizhny Novgorod House of Scientists, with the participation of Sberbank and the Institute of Physics Belgrade. The symposium was held for the second time: the first conference took place in 2025 and attracted considerable interest from the academic community.

 

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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.
Musaev A., Makshanov A., Dmitry Grigoriev

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.

Research target: Computer Science Economics and Management
Language: English
DOI
Text on another site
Keywords: robustnessdynamic stabilitychaos processesunstable immersion environmentobservation serieschannel strategynumerical studies
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