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  • Кредитный "пузырь" и кризис: модель перколации финансового рынка
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News
May 25, 2026
HSE Scientists Train Neural Network to 'Hear' Faults in Electric Motors
Researchers at the AI and Digital Science Institute of the HSE Faculty of Computer Science have developed a new method—the Signature-Guided Data Augmentation (SGDA) framework—that achieves 99% accuracy in motor fault detection and 86% accuracy in fault classification. The application of this approach can reduce industrial equipment repair costs, minimise downtime, and improve production safety. The study results have been published in Engineering Applications of Artificial Intelligence.
May 25, 2026
'The Humanities Serve as a Conscience'
Maria Mizernaia studies Soviet literature and the history of book publishing. In this interview for the HSE Young Scientists project, she discusses plans to publish a novel about besieged Leningrad, AI-provoked reflections on what it means to be human, and how novels can help satisfy our dopamine hunger.
May 25, 2026
Is It Possible to Predict a Citys Life Based on the Shape of Its Neighbourhoods?
Is it possible to predict, based on the configuration of streets and buildings, where a café will open or where traffic congestion will occur? Participants in the Spatial Analysis and Modelling of Urban Processes research and study group use open data and machine learning to identify universal patterns. Alexander Sheludkov and Eduard Somov discuss the purpose of comparing cities, the need for new forms of urban statistics, and how open data is transforming approaches to urban studies.

 

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?

Кредитный "пузырь" и кризис: модель перколации финансового рынка

Вестник Российской академии естественных наук. 2008. Т. 8. № 2. С. 90–101.
Smirnov A. D.

Proposed a simple model of stochastic credit bubble that had been growing over the recent years due to global excess liquidity. The latter gave rise to the formation of a random sequence of the debt buyers clusters and initiated simultaneously the widespread practice of loan repayments with the new debt issuance. It had greatly increased positive feedbacks in the global market via structured financial instruments thus speeding up the debt growth. The debt bubble bursts at the critical value of global liquidity, and a nonlinear differential equation serves as a model of this singularity. Percolation process demonstrated how asset securitization and financial innovations might direct global system towards collapse. The model made possible to estimate conditional probability of a collapse that appeared to be equal to 0.27

Priority areas: economics
Language: Russian
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