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  • Закономерности динамических характеристик экономических временных рядов с разным масштабом измерения
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News
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.
April 27, 2026
Fair Division: How Mathematics Helps to Divide the Indivisible
How can items be allocated among participants so that no one feels short-changed? Alexander Karpov, Assistant Professor at the Faculty of Economic Sciences, and his Singaporean colleague, Prof. Warut Suksompong, set out to find a mathematical answer to this question. In this interview, they discuss how a model of rational preferences is constructed, why one cannot rely on a simple sum of values, and where an algorithm that asks a minimal number of questions can be useful.
April 24, 2026
Electronics of the Future: Why Superconductors and Spintronics Work Together
It was once believed that superconductivity and magnetism avoided each other like the devil avoids holy water. However, modern nanostructures prove the opposite. A Russian theoretical physicist and Indian experimentalists have joined forces to create the electronics of the future—free from energy losses. Nataliya Pugach, Professor at the School of Electronic Engineering at HSE MIEM and Leading Research Fellow at the Quantum Nanoelectronics Laboratory, explains how a long-standing acquaintance in Cambridge grew into a mirror laboratory project with the Indian Institute of Technology Bombay (IIT Bombay), how superconducting spintronics works, and what surprises a researcher in India beyond the university campus.

 

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Закономерности динамических характеристик экономических временных рядов с разным масштабом измерения

С. 294–299.
Perminov G. I.

This paper the experimental research of dynamic characteristics self-similar scales of measurement financial time lines and quality check statistical, econometrics and intellectual methods of their analysis and forecasting is described. Research was carried out on 25 various financial time lines, including on lines of the prices of actions of the Russian and foreign companies, the prices for gold, oil, indexes of the MMVB, S&P, exchange rates, etc. The Analysis of these lines has confirmed presence of the common laws in change of structure of lines depending on scale.

Language: Russian
Full text
Keywords: временные рядымоделированиеscales of measurementself-similaritydynamic characteristicstime linesмасштабы измерениясамоподобиединамические характеристики

In book

Анализ, моделирование, управление, развитие экономических систем: сборник научных трудов V международной школы-симпозиума АМУР-2011, 12-18 сентября 2011 г., Севастополь
Анализ, моделирование, управление, развитие экономических систем: сборник научных трудов V международной школы-симпозиума АМУР-2011, 12-18 сентября 2011 г., Севастополь
Симф.: ТНУ им. В.И. Вернадского, 2011.
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