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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.
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Algorithms for Project Portfolio Selection Based on Fuzzy Multi-objective Model

Ch. 6. P. 65–77.
Alexey A. Lifshits, Avdoshin S. M.

The companies that are IT-industry leaders perform from several tens to several hundreds of projects simultaneously. The main problem is to decide whether the project is acceptable to the current strategic goals and resource limits of a company or not. This leads firms to an issue of a project portfolio selection; therefore, the challenge is to choose the subset of all projects which satisfy the strategic objectives of a company in the best way. In this present article we propose the multi-objective mathematical model of the project portfolio selection problem, defined on the fuzzy trapezoidal numbers. We provide an overview of methods for solving this problem, which are a branch and bound approach, an adaptive parameter variation scheme based on the epsilon-constraint method, ant colony optimization method and genetic algorithm. After analysis, we choose ant colony optimization method and SPEA II method, which is a modification of a genetic algorithm. We describe the implementation of these methods applied to the project portfolio selection problem. The ant colony optimization is based on the max min ant system with one pheromone structure and one ant colony. Three modification of our SPEA II implementation were considered. The first adaptation uses the binary tournament selection, while the second requires the rank selection method. The last one is based on another variant of generating initial population. The part of the population is generated by a non-random manner on the basis of solving a one-criterion optimization problem. This fact makes the population more strongly than an initial population, which is generated completely by random.

Language: English
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Keywords: project portfoliomulti-objective modelfuzzy numbersgenetic algorithmant colony optimization

In book

Emerging Trends in Information Systems: Recent Innovations, Result and Experiences
Emerging Trends in Information Systems: Recent Innovations, Result and Experiences
Netherlands: Springer, 2016.
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