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April 28, 2026
Scientists Develop Algorithm for Accurate Financial Time Series Forecasting
Researchers at the HSE Faculty of Computer Science benchmarked more than 200,000 model configurations for predicting financial asset prices and realised volatility, showing that performance can be improved by filtering out noise at specific frequencies in advance. This technique increased accuracy in 65% of cases. The authors also developed their own algorithm, which achieves accuracy comparable to that of the best models while requiring less computational power. The study has been published in Applied Soft Computing.
April 27, 2026
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April 24, 2026
Electronics of the Future: Why Superconductors and Spintronics Work Together
It was once believed that superconductivity and magnetism avoided each other like the devil avoids holy water. However, modern nanostructures prove the opposite. A Russian theoretical physicist and Indian experimentalists have joined forces to create the electronics of the future—free from energy losses. Nataliya Pugach, Professor at the School of Electronic Engineering at HSE MIEM and Leading Research Fellow at the Quantum Nanoelectronics Laboratory, explains how a long-standing acquaintance in Cambridge grew into a mirror laboratory project with the Indian Institute of Technology Bombay (IIT Bombay), how superconducting spintronics works, and what surprises a researcher in India beyond the university campus.

 

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Оптимальность выбора марковским блужданием

Журнал Новой экономической ассоциации. 2013. Т. 4. № 20. С. 33–50.
Zutler I.
In press

  In the rational choice problem Zutler (2011) proposed a model of choice by continuous Markov random walk on a set of alternatives to find the best. In this paper we investigate the optimal properties of obtained solutions.

It is shown that the result of this choice is the maximal element on a set of lotteries with respect to relation  for special function  that has a natural interpretation as flow of probability from one to another lottery.

It is shown the relationship between the problems of choosing the best alternative and  non-cooperative games solution. It is proved that Nash equilibrium is a stationary point of a dynamical system of the continuous random walk of players on the set of available strategies. The intensity transition of the player from one strategy to another is equal to his assessment of increase of payoff in the alleged current rival’s strategies. 

Research target: Mathematics Economics and Management
Priority areas: economics mathematics
Language: Russian
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Keywords: равновесие Нэшамодели принятия решенийнепрерывный марковский процесс
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