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Оптимальное управление в задаче портфельного трекинга с учетом временных предпочтений инвестора
Управление большими системами: сборник трудов. 2015. № 56. С. 123–142.
We consider a problem of optimal portfolio selection in order to track a riskless reference portfolio. The performance of controls is evaluated according to the investor’s time-preference. We investigate the stochastic optimality of the control which minimizes the expected long-run cost, providing an asymptotically upper estimate (almost surely) on difference between objective functionals corresponding to the optimal control and any admissible control strategy.
Language:
Russian
Gayfullin S., Kikteva V., Results in Mathematics 2026 Vol. 81 No. 5 Article 146
In this paper we obtain a criterion of flexibility for an affine complexity-zero horospherical variety. This result generalizes previously known results on flexibility of normal horospherical varieties, horospherical varieties with an action of a semisimple group, and non-normal toric varieties. ...
Added: August 3, 2026
Пермь: Управление издательской деятельности Пермского государственного национального исследовательского университета, 2025.
The monograph is dedicated to the 70th anniversary of the founding of the Department of Socio Economic Geography at Perm State National Research University. The collective monograph covers a wide range of issues related to the geographical study of the territorial organization of society, which were laid down in the numerous works of M. D. Sharygin and have ...
Added: August 3, 2026
Lunts V., Функциональный анализ и его приложения 2026 Т. 60 № 3 С. 127–129
Доказано, что канонические полуортогональные разложения производной категории диаграммной схемы индуцируют аналогичные разложения подкатегории совершенных комплексов. ...
Added: August 3, 2026
Belomestny D., Gasnikov A., Gladin E. et al., Russian Mathematical Surveys 2026 Vol. 81 No. 4(490) P. 3–90
Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin the design and analysis of modern algorithms in RL. We begin from Markov decision processes (MDPs) and the Bellman operators, emphasizing contraction mappings, monotonicity, and fixed-point theory that yield convergence guarantees and rates ...
Added: August 3, 2026
Lysenok N., Enterprise Development and Microfinance 2026 Vol. 36 No. 4s P. 81–92
This paper decomposes the performance of volatility-informed multi-strategy trading in constituents of the MOEX index, using six systematic strategies on 17 liquid stocks that account for about 80% of Russian equity market capitalization, evaluated walk-forward over 2022–2025. Two results emerge. First, diversification arithmetic: with an average pairwise return correlation of 0.09 and negatively correlated trend ...
Added: August 2, 2026
Radomskii A., Mathematical notes 2026 Vol. 119 No. 6 P. 1136–1147
We obtain an upper bound for the sum $\sum_{n\leq N} (a_{n}/\varphi (a_{n}))^{s}$, where $\varphi$ is Euler's totient function, $s\in\mathbb{N}$, and $a_{1},\ldots, a_{N}$ are positive integers (not necessarily distinct) with some restrictions. As applications, for any $t>0$, we obtain an upper bound for the number of $n\in [1,N]$ such that $a_{n}/ \varphi (a_{n})> t$. ...
Added: July 31, 2026
Maghsoohi A., Pavlov V., Rouse P. et al., Health Care Management Science 2026 Vol. 29 No. 37
As the numbers of older people (65 +) rise globally, the pressure on acute hospitals to provide efficient and effective care while addressing resource inequities increases. In this study we introduce Recognising Episodes of Acute Complexity in Health (REACH), a novel Automatic Machine Learning (AutoML)-based predictive model that prioritises older patients and assigns them to complex ...
Added: July 30, 2026
Федеральное государственное бюджетное учреждение науки Институт Европы Российской академии наук, 2026.
This edited volume examines the place of the European Union in the global economy during the first quarter of the twenty-first century against the backdrop of an emerging global economic order in which BRICS countries are playing an increasingly important role. Particular attention is paid to the evolution of the EU’s integration strategy – its ...
Added: July 30, 2026
Абызов А. Н., Буутай П. Н., Математика и теоретические компьютерные науки 2026 Т. 4 № 2 С. 4–75
This paper is expository and methodological in nature and is devoted to the development of E.I. Zolotarev’s ideas embedded in his approach to the proof of the quadratic reciprocity law (1872). We consider extensions of Zolotarev’s approach to abstract number rings presented in the work of A. Brunyate and P.L. Clark (2015), and to finite ...
Added: July 30, 2026
Ponomarenko A., / Series Computer Science "arxiv.org". 2025.
This paper addresses the challenge of merging hierarchical navigable small world (HNSW) graphs, a critical operation for distributed systems, incremental indexing, and database compaction. We propose three algorithms for this task: Naive Graph Merge (NGM), Intra Graph Traversal Merge (IGTM), and Cross Graph Traversal Merge (CGTM). These algorithms differ in their approach to vertex selection ...
Added: July 30, 2026
Mikhaylets E. V., Razorenova A. М., Chernyshev V. L. et al., Scientific Reports 2026 Vol. 16 Article 23560
Meditation offers a naturalistic paradigm for studying introspection, yet the neural dynamics of advanced tantric practices remain largely unexplored. Buddhist Highest Yoga Tantra (BHYT) comprises a sequence of eight dissolution stages culminating in the “clear light” state. We recorded EEG during eyes-closed BHYT meditation performed in monasteries and hermitages (51 sessions from 36 male practitioners; ...
Added: July 29, 2026
Lola I. S., Семенова М. Т., Усов Н. А., ИСИЭЗ НИУ ВШЭ, 2026.
Центр конъюнктурных исследований Института статистических исследований и экономики знаний НИУ ВШЭ представляет информационно-аналитический материал «Деловой климат в оптовой торговле во II квартале 2026 г.», подготовленный в рамках Программы фундаментальных исследований НИУ ВШЭ на основе ежеквартальных конъюнктурных опросов руководителей 6,5 тыс. организаций оптовой торговли, проводимых Федеральной службой государственной статистики в 82 субъектах Российской Федерации. Обследования проводятся на ...
Added: July 29, 2026
Lola I. S., Ostapkovich G. V., Asoskov D. et al., ИСИЭЗ НИУ ВШЭ, 2026.
Для расчета индекса экономического настроения (ИЭН ВШЭ) использовались результаты обследований деловой активности российских предприятий и организаций, а также потребительских ожиданий, в мониторинговом режиме проводимых Росстатом. В обследованиях принимают участие 17,5 тыс. руководителей организаций различных секторов экономики (около 6 тыс. крупных и средних предприятий добывающей и обрабатывающей промышленности, 6,2 тыс. строительных фирм, 3,4 тыс. организаций розничной торговли, около ...
Added: July 29, 2026
Попеленский Ф. Ю., Математический сборник 2026 Т. 217 № 2 С. 108–153
In a recent paper Buchstaber and the author introduced a new structure on the cohomology of Hopf algebras in terms of the Buchstaber spectral sequence (Bss). We fully calculate this structure on the cohomology (known for a long time) of the important Hopf subalgebra A(1) of the classical Steenrod algebra A2.
As part of a demonstration ...
Added: July 28, 2026
Metlov K., Andrei B. Bogatyrëv, Annalen der Physik 2026 Vol. 538 No. 6 Article e70234
Thanks to the recent progress in bulk full three-dimensional nanoscale magnetization distribution imaging, there is a growing
interest to three-dimensional (3D) magnetization textures, promising new high information density spintronic applications.
Compared to 1D domain walls or 2D magnetic vortices/skyrmions, they are a much harder challenge to represent, analyze and
reason about. Here we build analytical representation for such ...
Added: July 28, 2026
Lodiagin B., Petrov V., International Journal of Innovative Research and Scientific Studies 2026 Vol. 9 No. 7 P. 127–141
This study compares seven Russian regional airport public-private partnership projects to examine how governance arrangements relate to implementation performance and adaptation under uncertainty. The analysis draws on public documents, project-participant materials, industry reports, and business media available by May 2026. A qualitative multiple-case design combines thematic analysis with cross-case synthesis. The cases range from comparatively ...
Added: July 27, 2026
Pashkov S., Социологический журнал 2026 Т. 32 № 2 С. 32–44
This article discusses the methodological possibilities and specific features of constructing chain indices based on longitudinal sociological data. The relevance of the study stems from the shortage of diverse socio-economic indicators for promptly tracking fluctuations in the expectations and intentions of small business owners under heightened uncertainty. The authors show that the chain index methodology ...
Added: July 27, 2026
Menovshchikov A., Ukhlov A., Rendiconti del Circolo Matematico di Palermo 2026 Vol. 75 Article 91
We consider the nonlinear Neumann eigenvalue problem in outward cuspidal domains with a weighted measure. Using composition operators on Sobolev spaces, we establish embeddings of Sobolev spaces into weighted Lebesgue spaces. These embeddings give the solvability of the Neumann spectral problem in this setting and provide estimates for the corresponding weighted Neumann eigenvalues. ...
Added: July 27, 2026
Menovshchikov A., Journal of Mathematical Sciences 2026 Vol. 298 P. 608–618
We study the set of (p, q)-eigenvalues of the p-Laplace operator with no-flux boundary conditions. We show that this set is closed and that its smallest positive element (the first nontrivial eigenvalue) admits a variational characterization. Moreover, we establish lower bounds for this eigenvalue in cuspidal domains. ...
Added: July 27, 2026
Slabolitskiy I. S., Экономический журнал Высшей школы экономики 2026 Т. 30 № 2 С. 215–244
This paper proposes a new approach for modeling and forecasting key indicators of Russia's foreign economic activity based on a block-based architecture of a Bayesian Vector Autoregression model with exogenous variables (BVARX). In conditions of high external uncertainty and the absence of publicly available data on the physical volumes of foreign trade since 2022, the ...
Added: July 24, 2026
Лобоцкий М. Ю., Komarov M. M., Zaramenskikh E., Бизнес-информатика 2026 Т. 20 № 2 С. 7–21
By early 2026, AI agents ceased to be experimental tools and began to be considered as a form of business process automation. Based on the analysis of in-depth interviews, an expert session, a quantitative survey of Russian companies, and sources reflecting Russian and foreign experience in the deployment of AI agents, a fivelevel maturity model ...
Added: July 24, 2026
Zhuravleva T., Afanasev K., Engelmann J. et al., / Series "SSRN Working Paper Series". 2026.
Extortionary ("harassment") bribery can persist even when widely condemned, consistent with a coordination problem sustained by beliefs about what others do and what others consider acceptable. We study whether a minimal institutional featurethe presence of a third-party monitor empowered to punish-shifts (i) normative expectations about extortion and compliance and (ii) empirical expectations about their prevalence. ...
Added: July 22, 2026
Loubenets E. R., / Series arxiv.org "quant-ph". 2026. No. 2607.18050.
In many quantum applications it is important to know whether or not a Bell nonlocal two-qudit state exhibits its nonlocality under correlation scenarios with some given numbers S1,S2≥1 of generalized quantum measurements at two sites. In the present article, we find analytically a new general locality condition sufficient for a nonseparable Werner state with a ...
Added: July 21, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Chow polylogarithms are some special functions arising in explicit description of the Beilinson regulator map. The most interesting functional equation for this function reflects its vanishing on the boundary in the Bloch's cycle complex. We show that this functional equation formally follows from more simple ones, namely skew-symmetry, functoriality and multiplicativity.
To prove this, we study ...
Added: July 16, 2026