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Application of the Nonlinear Oscillations Theory to the Study of Non-equilibrium Financial Market
Financial Assets and Investing. 2016. Vol. 7. No. 3. P. 5–19.
The research deals with the construction, implementation and analysis of the model of the non-equilibrium financial market using econophysical approach and the theory of nonlinear oscillations. We used the scaled variation of supply and demand prices and elasticity of these two variables as dynamic variables in the simulation of the non-equilibrium financial market. View of the dynamic variables data was determined based on the strength of econophysical prerequisites using the model of hydrodynamic type. As a result, we found that the non-equilibrium market can be described with a good degree of accuracy with oscillator models with nonlinear rigidity and a 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. We have made the calculations of the correlation dimension for the financial time series. The results show that all observed time series have a clearly defined chaotic dynamic nature.
Piontkovski D., / Series arXiv "math". 2026.
A noncommutative projective variety is defined, following Artin and Zhang, by a graded coherent algebra 𝐴. The category of coherent sheaves is then the quotient qgr(𝐴) of the category of finitely presented graded modules by the subcategory of torsion modules. We consider the categorical and polynomial entropies of the Serre twist, that is, of the ...
Added: June 23, 2026
Piontkovski D., / Series arXiv "math". 2025.
If a symmetric multilinear algebra is weakly nil, then it is Engel. This result may be regarded as an infinite-dimensional analogue of the well-known Jacobian theorem, which states that if a polynomial mapping has a polynomial inverse, then its Jacobian matrix is invertible. This refines a theorem of Gerstenhaber and partially answers a question posed ...
Added: June 23, 2026
Shipilov F., Barnyakov A., Ivanov A. et al., / Series Physics "arxiv.org". 2026.
A fast simulation of the detector response is a vital task in high-energy physics (HEP). Traditional Monte-Carlo methods form the backbone of modern particle physics simulation software but are computationally expensive. We present a machine-learning-based approach to fast simulation of the Focusing Aerogel Ring Imaging Cherenkov (FARICH) detector response. Given a particle track and momentum, ...
Added: May 19, 2026
Derkacheva A., Sakirkina M., Kraev G. et al., /. 2026.
Comprehensive data on natural hazards and their consequences are crucial for effective for risk assessment, adaptation planning, and emergency response. However, many countries face challenges with fragmented, inconsistent, and inaccessible data, particularly regarding local-scale events. To address this data gap in Russia, we developed an end-to-end processing pipeline that scrapes news from various online sources, ...
Added: April 28, 2026
Pilé I., Deng Y., Shchur L., / Series arXiv "math". 2026. No. 2604.10254.
We investigate the spatial overlap of successive spin configurations in Markov chain Monte Carlo simulations using the local Metropolis algorithm and the Svendsen-Wang and Wolff cluster algorithms. We examine the dynamics of these algorithms for two models in different universality classes: the Ising model and the Potts model with three components. The overlap of two ...
Added: April 20, 2026
Gabdullin N., Androsov I., / Series Computer Science "arxiv.org". 2026.
Label prediction in neural networks (NNs) has O(n) complexity proportional to the number of classes. This holds true for classification using fully connected layers and cosine similarity with some set of class prototypes. In this paper we show that if NN latent space (LS) geometry is known and possesses specific properties, label prediction complexity can ...
Added: April 2, 2026
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
Sorokin K., Beketov M., Онучин А. et al., / arxiv.org. Серия cs.SI "Social and Information Networks ". 2025.
Community detection in complex networks is a fundamental problem, open to new approaches in various scientific settings. We introduce a novel community detection method, based on Ricci flow on graphs. Our technique iteratively updates edge weights (their metric lengths) according to their (combinatorial) Foster version of Ricci curvature computed from effective resistance distance between the ...
Added: January 15, 2026
Petrovanov I., Sergeev A., / Series Computer Science "arxiv.org". 2025. No. 2512.18332.
Transport coding reduces message delay in packet-switched networks by introducing controlled redundancy at the transport layer: original packets are encoded into coded packets, and the message is reconstructed after the first successful deliveries, effectively shifting latency from the maximum packet delay to the -th order statistic. We present a concise, reproducible discrete-event implementation of transport coding in OMNeT++, including ...
Added: December 24, 2025
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
Hessian-based lightweight neural network for brain vessel segmentation on a minimal training dataset
Меньшиков И. А., Бернадотт А. К., Elvimov N. S., / Series arXie "Statistical mechanics". 2025.
Accurate segmentation of blood vessels in brain magnetic resonance angiography (MRA) is essential for successful surgical procedures, such as aneurysm repair or bypass surgery. Currently, annotation is primarily performed through manual segmentation or classical methods, such as the Frangi filter, which often lack sufficient accuracy. Neural networks have emerged as powerful tools for medical image ...
Added: December 1, 2025
Rubchinskiy A., Chubarova D., / Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2025. No. WP7/2025/01.
The article examines one of the most famous examples of socio-economic systems, characterized by significant uncertainty – the S&P-500 stock market, where shares of 500 largest US companies are traded. No assumptions are made about the probabilistic characteristics of the stock market. A flexible algorithm for daily trading has been developed, based on both known fixed data ...
Added: November 9, 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
Robert Sandlersky, , in: Reference Module in Earth Systems and Environmental Sciences.: Oxford: Elsevier, 2025. P. 1–11.
Added: February 19, 2025
Olesia Dogonasheva, Daniil Radushev, Boris Gutkin et al., Communications in Nonlinear Science and Numerical Simulation 2025 Vol. 140 Article 108321
Methods that distinguish dynamical regimes in networks of active elements make it possible to design the dynamics of models of realistic networks. A particularly salient example of such dynamics is partial synchronization, which may play a pivotal role in emergent behaviors of biological neural networks. Such emergent partial synchronization in structurally homogeneous networks is commonly ...
Added: August 31, 2024
Chernyshov A., Kozelov B. V., Mogilevsky M. M., Physica A: Statistical Mechanics and its Applications 2024 Vol. 639 Article 129661
It is well-known that the auroral region of the magnetosphere–ionosphere interaction is an open, nonlinear dissipative system far from the equilibrium state. It is in this region that auroras are regularly observed, demonstrating not only a wide variety of dynamic forms but also a wide range of temporal and spatial scales. Due to the memory ...
Added: April 8, 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
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