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Application of the Nonlinear Oscillations Theory to the Study of Non-equilibrium Financial Market
P. 375–381.
The research deals with the construction, implementation and analysis of the model of non-equilibrium financial market using econophysical approach and the theory of nonlinear oscillations. We used scaled variation of supply and demand prices and elasticity of these two variables as dynamic variables in the simulation of the nonequilibrium financial market. View of the dynamical variables data was determined on the strength of econophysical prerequisites using the model of hydrodynamic type. As a result, we found that non-equilibrium market can be described with a good degree of accuracy with oscillator models with nonlinear rigidity and self-oscillating system with inertial self-excitation. The most important states of model of oscillation non-equilibrium model of the market were found, including the appearance of chaos and its mechanisms.
In book
Brno: Masarykova univerzita, 2015.
Хоминич И. П., Фрумина С. В., КноРус, 2025.
Pension funds play a key role in ensuring the financial stability of retirees. In Russia, the pension system consists of two main components: state pension payments provided by the Social Fund of Russia (formerly the Pension Fund of Russia) and additional voluntary savings programs implemented by non-state pension funds (NPFs). The Social Fund of Russia ...
Added: January 20, 2026
Kazakov A., Koryakin V., Safonov K. et al., / Series arXiv "math". 2025.
The Lorenz attractor is the first example of a robustly chaotic non-hyperbolic attractor. Each orbit of such an attractor has a positive top Lyapunov exponent, and this property persists under small perturbations despite possible bifurcations of the attractor. In this paper, we study the boundary of the Lorenz attractor existence region in the Shimizu-Morioka model. ...
Added: December 4, 2025
Klementiev A., HSE University Journal of International Law 2025 Vol. 3 No. 2 P. 79–99
International financial markets play a vital role in the modern market economy. Among the instruments traded in these markets, derivative contracts are of particular interest. Over-the-counter derivatives are widely used to allocate risks pertaining to commercial activity. In contrast to many other commercial transactions, derivative products are documented based on model contracts produced by the ...
Added: September 9, 2025
Aleksei Riabykh, Suleimanov I., Nagovitcyn I. et al., EPJ Data Science 2025 Vol. 14 Article 17
Changes in individual and institutional financial behavior leading to shifts in liquidity flows often depend on events reflected in news. However, the task of establishing relationship between financial behavior and news remains challenging and understudied. We propose a news-based feature generation approach that allows accounting for news events in liquidity flow time-series predicting tasks, thereby ...
Added: August 5, 2025
Галазова С. С., Медведева М. Б., Soldatova A., Международный сельскохозяйственный журнал 2024 № 2 С. 149–153
The article examines conceptual and applied aspects of "green" financing in the Russian Federation and the world. The features of the main theoretical approaches to the consideration of "green" instruments within the framework of the concept of "corporate social responsibility", "sustainable development", the concept of "ESG transformation" are determined. The "failures" of the "green" financing ...
Added: July 7, 2025
Klementiev A., Московский журнал международного права 2025 № 1 С. 171–182
INTRODUCTION. Derivative financial instruments (derivatives) are in high demand in international commercial turnover. Although the economic and legal literature presents the point of view that derivatives can exist in the form of securities, the most common is the contractual approach to derivatives. According to this approach, derivatives are commercial contracts, the value of which depends on ...
Added: April 4, 2025
Iudin I., Вопросы экономики 2025 № 4 С. 94–111
The development and spread of digital investment technologies contributes to the growing popularity of the stock market among the general population. As more ordinary people begin investing, their influence on the stock market can be expected to increase. This research tests the relationship between the number of retail investors and the performance of the stock ...
Added: April 3, 2025
S. S. Gavrilov, N. N. Ipatov, V. D. Kulakovskii, JETP Letters 2023 Vol. 118 No. 9 P. 637–643
The spin properties of exciton polaritons in a micropillar cavity placed in a static magnetic field and excited by a resonant light wave are studied theoretically. Owing to the Zeeman effect, a nonlinear polariton system has two branches of optical response that are characterized by opposite circular polarizations. An indirect mechanism of polarization reversal is ...
Added: March 15, 2024
Orlando G., Lampart M., Entropy 2023 Vol. 25 No. 11 Article 1527
Entropy serves as a measure of chaos in systems by representing the average rate of information loss about a phase point’s position on the attractor. When dealing with a multifractal system, a single exponent cannot fully describe its dynamics, necessitating a continuous spectrum of exponents, known as the singularity spectrum. From an investor’s point of ...
Added: February 22, 2024
Sergey Gonchenko, Aleksandr Gonchenko, Chaos 2023 Vol. 33 No. 12 Article 123104
We describe a class of three-dimensional maps with axial symmetry {x → −x, y → −y, z → z} and the constant Jacobian. We study bifurcations and chaotic dynamics in quadratic maps from this class and show that these maps can possess discrete Lorenz-like attractors of various types. We give a description of bifurcation scenarios ...
Added: December 12, 2023
Selivanovskiy A., Научно-образовательный портал «Большая российская энциклопедия» 2023
Credit rating agencies, organizations engaged in the activity of compiling a credit rating - opinions on the ability of a rated entity to fulfill all financial obligations assumed, expressed using a rating category. Credit ratings are calculated on the basis of the past and current financial history of market participants, as well as on the ...
Added: March 19, 2023
Kuznetsov A. P., Sedova Y. V., Stankevich N., Chaos, Solitons and Fractals 2023 Vol. 169 Article 113278
The interaction of a system with quasi-periodic autonomous dynamics and a chaotic Rossler system is studied. We have shown that with the growth of the coupling, regimes of two-frequency and three-frequency quasiperiodicity, a periodic regime and a regime of oscillation death sequentially arise. With a small coupling strength, doubling bifurcations of three-frequency tori are observed ...
Added: March 3, 2023
Iskyandyarov R., Банковские услуги 2019 № 8 С. 24–31
Under scientific and technological progress, the main participants of stock markets, such as banks, broker firms and corporations, are looking for the most effective ways of implementing trading strategy. One of the way is highfrequency trading. The article analyses advantages and disadvantages of HFT in Russian stock market. The article also focuses on the identification ...
Added: February 19, 2023
Gonchenko S., Karatetskaia E., Kazakov A. et al., Chaos 2022 Vol. 32 No. 12 Article 121107
We describe new types of Lorenz-like attractors for three-dimensional flows and maps with symmetries. We give an example of a three-dimensional system of differential equations, which is centrally symmetric and mirror symmetric. We show that the system has a Lorenz-like attractor, which contains three saddle equilibrium states and consists of two mirror-symmetric components that are ...
Added: January 31, 2023
S. S. Gavrilov, Physical Review B: Condensed Matter and Materials Physics 2022 Vol. 106 No. 4 Article 045304
Theoretical study is performed of a single-mode polariton system with linear coupling of spin components. When combined with an ordinary two-particle interaction, the spin coupling involves a spontaneous symmetry breaking accompanied by a switch from linear to circular polarization under resonant driving. The asymmetric steady states can also lose stability, giving way to oscillatory and ...
Added: November 1, 2022
Dmitriev A., Lebedev A., Kornilov V. et al., Complexity 2022 Vol. 2022 Article 8177307
Critical phenomena in stock exchange are regularly occurring and difficult to predict events, often leading to disastrous consequences. The presented paper is devoted to the search and research of early warning signals of critical transitions in stock exchange based on the results of a multifractal analysis of a series of transactions in shares of public ...
Added: October 28, 2022
Lyaskalo A., М.: Издательство Проспект, 2022.
The monograph presents the author's vision of the object, concept and system of financial crimes. The specifics of the composition, unfinished crime, complicity in a crime and circumstances excluding the criminality of an act in the context of a financial crime are considered. On examples from judicial practice, the most complex and practically relevant issues of ...
Added: April 11, 2022
Smirnov V., Kovaleva M., Manevitch L. I., Nonlinear Dynamics 2022 P. 1819–1837
We present the results of the analytical as well as numerical study of the stationary and nonstationary dynamics of the sine-lattice. The latter is the discrete constitutive model used in various fields of physics, in particular, for the description of flexible polymers, quasi-one-dimensional spin chains, biopolymers, etc. To analyze the sine-lattice dynamics, we introduce the complex functions that allow us to determine the nonlinear normalmodes as ...
Added: February 14, 2022
Яшина Н. И., Петров С. С., Kashina O. et al., Аудит и финансовый анализ 2019 № 3 С. 66–70
The authors of the paper have developed the microeconomic model of capital flows on the stock market. The methods of studying of non-equilibrium economic processes and methods of mathematical statistics were used to model the flows of capital on the stock exchange. Such an approach to the diagnosis of capital flows on the stock market ...
Added: November 30, 2021
Яшина Н. И., Kashina O., Петров С. С. et al., Финансовая аналитика: проблемы и решения 2020 Т. 13 № 4 С. 362–382
Subject. This article discusses new possibilities for diagnosing the state of the country's financial and economic system and monitoring the true signs of crisis phenomena. Objectives. The article aims to develop effective methods of diagnosing and predicting financial crises in Russia using a special system of economic indicators and digital analytical tools. Methods. For the ...
Added: November 30, 2021
Volkova O. N., Волкова А. Н., В кн.: Пятый международный экономический симпозиум — 2021. Материалы международных научных конференций 14–17 апреля 2021 г.: СПб.: Скифия-принт, 2021..
The accounting choice depends on understanding the nature of specific accounting objects.
Recently, the new phenomenon becomes a visible part of the financial markets. These are the
cryptocurrency (Bitcoin, especially) and blockchain projects. Since 2020, they have begun to attract the
attention of not only individual participants, but also institutional investors. The emergence of this kind of
assets and ...
Added: November 13, 2021
Kosov M., Рогова Т. М., Зотов А. Е., Вестник экономической безопасности 2020 № 6 С. 44–49
Consideration of the functioning of the legal regime of green bonds is highly relevant due to a number of characteristic features of the functioning of the domestic economy and economic thought. Among them, there is a high need for financing necessary modern environmental projects on the territory of the Russian Federation, the development of the ...
Added: September 2, 2021