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ROBUSTNESS MEASURE FOR PORTFOLIO MANAGEMENT STRATEGY
Вестник Южно-Уральского государственного университета. Серия: Компьютерные технологии, управление, радиоэлектроника. 2017. Vol. 17. No. 3. P. 88–98.
Sharipova A., Арьков В. Ю.
A practical approach to estimating of the investment strategy robustness is presented. As a quantitative measure of robustness, the objective function smoothness degree is proposed for utilization. After the optimization has been conducted, it is essential to utilize an additional criterion for the selection of strategies that possess better robustness property. The utilization of the quantitative estimate of the strategy robustness enables a better strategy to be chosen in the efficiency analysis of investment systems. This strategy is more stable and provides higher return in various stock market conditions, including the sideways trend and downtrend.
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
Aczel B., Szaszi B., Clelland H. et al., Nature 2026 Vol. 652 P. 135–142
The same dataset can be analysed in different justifiable ways to answer the same research question, potentially challenging the robustness of empirical science. ...
Added: January 27, 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
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
Dzhanashia K., Aleksandr Fedosov, Oleg Evsutin, Sensors 2025 Vol. 25 No. 23 Article 7726
Using an attack-simulation module is a well-recognized approach to improving the robustness of end-to-end neural-network-based data-hiding schemes. However, most proposed attack simulators are limited in the types of attacks they cover, usually handling only a basic set of digital transformations. Real, in-demand use cases for data-hiding methods may involve modifications that cannot be modeled by ...
Added: November 28, 2025
Chernyshov D., Satanin A., Shchur L., / Series arXiv "math". 2025.
We investigate the boundary separating regular and chaotic dynamics in the generalized Chirikov map, an extension of the standard map with phase-shifted secondary kicks. Lyapunov maps were computed across the parameter space (K,K(α, τ)) and used to train a convolutional neural network (ResNet18) for binary classification of dynamical regimes. The model reproduces the known critical ...
Added: November 21, 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
Meshchaninov V., Strashnov, P., Shevtsov A. et al., / Cornell University. Серия CoRR, arXiv:2403.03726 "Computing Research Repository,". 2025.
Protein design requires a deep understanding of the inherent complexities of the protein universe. While many efforts lean towards conditional generation or focus on specific families of proteins, the foundational task of unconditional generation remains underexplored and undervalued. Here, we explore this pivotal domain, introducing DiMA, a model that leverages continuous diffusion on embeddings derived ...
Added: October 5, 2025
Shabalin A., Meshchaninov V., Vetrov D., / Series cs.CL, arXiv:2505.18853 "Computation and Language". 2025.
Diffusion models have achieved state-of-the-art performance in generating images, audio, and video, but their adaptation to text remains challenging due to its discrete nature. Prior approaches either apply Gaussian diffusion in continuous latent spaces, which inherits semantic structure but struggles with token decoding, or operate in categorical simplex space, which respect discreteness but disregard semantic ...
Added: October 5, 2025
Абрамов А. С., Chernyshev V. L., Mikhaylets E. et al., / Series Social Science Research Network "Social Science Research Network". 2025.
Computer vision is one of the most relevant modern research areas with broad practical applications. However, traditional solutions based on deep learning have signicant limitations and can be misleading. Topological data analysis, on the other hand, is a modern approach to solving similar problems using mathematically deterministic methods of algebraic topology that reduce the risk ...
Added: September 23, 2025
Kochetkov Y., / Series arXiv.org e-print archive "arXiv.math". 2025. No. 07600.
We demonstrate in an elementary way how to construct a frieze pattern of width m-3 from a partition of a convex m-gon
by not intersecting diagonals. ...
Added: September 17, 2025
Kochetkov Y., / Series arXiv.org e-print archive "arXiv.math". 2025. No. 20584.
We give a new proof of the following statement: the Catalan number C_n is divisible
by n+2, if n is odd and n<> 3k+1. ...
Added: September 9, 2025
Musaev A., Makshanov A., Dmitry Grigoriev, Montenegrin Journal of Economics 2023 Vol. 19 No. 1 P. 19–30
The paper considers the problem of constructing channel management
strategies for market chaos conditions. The nature of dynamic chaos violates the probabilistic-statistical paradigm's fundamental principle of experiment repeatability. Under these conditions, the traditional statistical methods of evaluation are not effective, and the generated management decisions are unstable. There is a need to create management strategies that
produce ...
Added: July 11, 2025
Valeriy Kalyagin, Ilya Kostylev, , in: Mathematical Optimization Theory and Operations Research. 23rd International Conference, MOTOR 2024, Omsk, Russia, June 30–July 6, 2024, Proceedings. LNCS, volume 14766.: Springer, 2024. P. 337–348.
Problem of learning a graphical model (graphical model selection problem) consists of recovering a conditional dependence structure (concentration graph) from data given as a sample of observations from a random vector. Various algorithms to solve this problem are known. One class of algorithms is related with convex optimization problem with additional lasso regularization term. Such ...
Added: August 9, 2024
Shirnin A., Andreev N., Potapova S. et al., IEEE/ACM Transactions on Speech and Language Processing 2024 Vol. 32 P. 2751–2763
We present an approach to evaluate the robustness of pre-trained vision and language (V&L) models to noise in input data. Given a source image/text, we perturb it using standard computer vision (CV) / natural language processing (NLP) techniques and feed it to a V&L model. To track performance changes, we explore the problem of visual ...
Added: July 19, 2024
Makarova V. A., В кн.: "Менеджмент XXI века: экономика, общество и образование в условиях глобального социально-политического шока": Материалы XXI Международной научно-практической конференции.: СПб.: РГПУ им. А.И. Герцена, 2023. С. 174–176.
This article presents an approach to identify signs of a change in the investment strategy of investors towards the so-called flight to safety as a response to the growing uncertainty of investment returns. Based on the analysis of the term structure of the interest rate and the study of the dynamics of the government bond ...
Added: February 25, 2024
Bazhenov G., Kuznedelev D., Malinin A. et al., , in: Advances in Neural Information Processing Systems 36 (NeurIPS 2023).: Curran Associates, Inc., 2023. P. 75567–75594.
In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be especially complex since the samples are interdependent. To evaluate the performance of graph models, it is important to test them on diverse ...
Added: February 7, 2024
Anna Melman, Oleg Evsutin, Journal of Visual Communication and Image Representation 2024 Vol. 99 Article 104073
Image watermarking is an effective and promising technology. Robust watermarks, resistant to various attacks, allow authors and owners of digital images to protect their rights to digital content, control its distribution and confirm its authenticity. Most of the modern algorithms for robust image watermarking aim to achieve resistance to a large number of different attacks. ...
Added: January 27, 2024
Стариков Е. Н., Evseeva M., Наумов И. В., Управленец 2022 Т. 13 № 3 С. 16–29
The effective public project management in the economy and industry significantly contributes to the achievement of the country’s strategic development goals. The article explores the role of the Industrial Development Fund (IDF), which is a key tool of industrial policy, in the development of manufacturing industries in the Russian regions. Portfolio management theory and provisions ...
Added: October 27, 2022
Lyashuk A., Bakulev A., , in: YMC Management Review: Year 2021 Volume 14 Issue 1Issue 1.: YMC, 2021. Ch. 1 P. 1–23.
The research aims to clarify portfolio manager (PfM) job functions and design essential and marginal job functions a PfM should perform. Often understood as a tool for embodying the company strategy and creating its value, portfolio management is viewed chiefly from the project management and investment perspectives. Despite the differences in understanding portfolio management from ...
Added: September 1, 2022