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Метод обнаружения структурного сдвига в модели авторегрессионной условной гетероскедастичности: случай распределения Стьюдента
Математическое моделирование. 2023. Т. 35. № 1. С. 51–58.
We consider two methods of structural break detection in a piecewise generalized model of autoregressive conditional heteroscedasticity. The first method is based on Kolmogorov–Smirnov statistics and is called KS-method. The second one is based on the cumulative sums and is called KL-method. In this paper, we compare the KS- and KL-methods under the assumption of Student conditional distribution of random errors. The results of our Monte Carlo experiments were as follows: the KL-method lost to the KS-method both in terms of the average probability of first type error and in terms of the average power structural break detection.
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Russian
Кузнецов М. Е., Полякова М., Лукьянович В. et al., ФАНУ "Востокгосплан", 2026.
Обзор международных практик развития робототехники и искусственного интеллекта и оценка возможностей их применения в условиях России, в первую очередь для Дальнего Востока и Арктической зоны РФ ...
Added: September 16, 2026
Kazakov A., Koryakin V., Safonov K. et al., Journal of Differential Equations 2026 Vol. 480 Article 114626
We study a family of one-dimensional maps that models the dynamics of a system of differential equations with a Lorenz attractor near a bifurcation curve where the system has a pair of homoclinic loops with zero separatrix value. Of particular interest is the region of the parameter plane where the map has a robust chaotic ...
Added: September 16, 2026
М.: Московский Политех, 2026.
Основной целью конференции является освещение проблем, связанных с внедрением технологий искусственного интеллекта в управление городским хозяйством города Москвы. Участниками были представлены инновационные решения для оптимизации использования ресурсов и городской инфраструктуры. Особое внимание было уделено решению задач прогнозирования и аналитического моделирования для повышения эффективности работы городских систем.
Тезисы докладов содержат разностороннее исследование теоретических и практических вопросов развития ...
Added: September 16, 2026
Abdullaev A., Sivaev S., Regional Research of Russia 2026 Vol. 16 No. 3 P. 518–530
The article examines the specific features of implementing regional programs of targeted social support for housing and communal services payments in Russia. The aim of the study is to identify differences between the federal subjects in key parameters of the program, targeting and coverage of households with housing subsidies, as well as in the results of ...
Added: September 16, 2026
Letellier C., Stankevich N., Houri S. et al., Chaos 2026 Vol. 36 No. 9 Article 093128
Toroidal chaos designates a chaotic solution that is structured in the neighborhood of a torus. For being chaotic, such a torus needs to be discontinuously fractalized to present a Cantor set, ensuring the great sensitivity to initial conditions required for chaos. A fractal is related to self-similarity and a non-integer dimension. In fact, although clearly ...
Added: September 16, 2026
Poddiakov A., / Series Social Science Research Network "Social Science Research Network". 2026. No. 7437658.
Clarity of knowledge and reasoning is necessary in many cases. Yet vagueness in scientific thinking related to surprise, curiosity, "ability to engage with not-knowing" (de Freitas) and abductive reasoning is also a crucially important source of scientific creativity which supplements combinatorial logic when dealing with the already known. Starting from studies by C. S. Peirce ...
Added: September 15, 2026
Melman A., Evsyutin O., Computer Science Review 2027 Vol. 63 (A) Article 101066
One of the effective means of protecting digital images is invisible watermarking. Different scenarios have different requirements for watermark resistance to post-processing. Robust watermarking schemes are resistant to a wide range of modifications. Fragile watermarking schemes are designed for integrity control and are destroyed by even minor modifications of images. Semi-fragile watermarking schemes combine features ...
Added: September 15, 2026
Gokhberg L., Abdrakhmanova G., Kutsenko E. et al., Вопросы статистики 2026 Т. 33 № 4 С. 5–20
This article examines the methodological and practical issues associated with the transition to the new edition of the All-Russian Classifier of Economic Activities (OKVED) – OKVED3. The relevance of the study stems from the need to reflect contemporary structural changes in the economy, related to the transformation of the existing economic activities and emergence of ...
Added: September 15, 2026
Воронова К. Д., Lyadova L. N., Proceedings of the Institute for System Programming of the RAS 2026 Vol. 38 No. 4 P. 153–170
Title: Automated Event Logs Generation Based on Unstructured Internet Sources for Process Analysis Tasks
Abstract. This paper presents an approach to automated structuring event-related information extracted from unstructured textual Internet sources for process mining tasks. In many practical cases, information on events associated with various processes is not presented in the form of ready-made event logs, but is ...
Added: September 14, 2026
Makarov I. A., Россия в глобальной политике 2026 Т. 24 № 4 (140) С. 164–182
Три с половиной года остаётся до 2030-го – окончания срока реализации Целей устойчивого развития (ЦУР) – главной международной инициативы, устанавливающей долгосрочные ориентиры для будущего человечества. Уже очевидно, что она провалилась: преодоление бедности, решение экологических проблем и построение инклюзивного и справедливого общества остались красивой мечтой. Кто-то может воспринимать ЦУР как памятник человеческой наивности. Но надо понимать, что эта ...
Added: September 14, 2026
Springer, 2026.
This book gathers selected papers from the KES-IDT 2025 conference, held in Solin, Croatia, on June 25–27, 2025. The book presents and discusses the latest research results and generates new ideas in the field of intelligent decision-making. The range of topics discussed is classification, prediction, data analysis, big data, data science, decision support, knowledge engineering, ...
Added: September 13, 2026
Lebedev O. B., Митяков Е. С., Саенко И. Б. et al., Информация и космос 2026 № 1 С. 53–58
The article presents a methodology for the integrated assessment of cyberattacks on industrial control systems (ICS) using a combination of the Ampire cyber range and a digital twin. The approach is based on calculating five criteria—severity, attacker capabilities, vulnerability, complexity, and defense effectiveness—that form an integrated threat index. Testing across three scenarios confirmed the index's ...
Added: September 13, 2026
Lebedev O. B., Лебедев Б. К., Бесхмельнов М. И., Известия ЮФУ. Технические науки 2024 № 2(242) С. 177–190
This article examines algorithms for generating motion trajectories for unmanned aerial vehicles (UAVs) during search-and-rescue and emergency response operations. It describes methods and algorithms for controlling the movement of a UAV group in various formations—such as line, rank, column, and during turns. Control is achieved through alternative collective adaptation algorithms based on principles of collective ...
Added: September 13, 2026
Lebedev O. B., Котов Д. В., Известия ЮФУ. Технические науки 2024 № 1(237) С. 155–167
The primary approach to solving motion planning and control problems involves the use of intelligent technologies. These technologies are applied to define and adjust control objectives and action programs, as well as to formulate control algorithms under conditions of uncertainty—stemming from various factors—across actuator elements and the motion control, planning, and behavioral subsystems. This paper ...
Added: September 13, 2026
Гибридный алгоритм оптимизации на основе объединения моделей роевого интеллекта: роя хромосом и пчел
Lebedev O. B., Лебедев Б. К., Ганжур М. А., Информатизация и связь 2023 № 2 С. 80–84
A hybrid algorithm has been developed to solve the VLSI component placement problem by combining procedures based on bee colony behavior and a chromosome swarm. The optimization criterion is based on estimates of the number of nets crossing specific lines within the routing area. A modified chromosome swarm paradigm is described; unlike the canonical method, ...
Added: September 13, 2026
Mozias P., Социальные и гуманитарные науки. Отечественная и зарубежная литература. Серия 9: Востоковедение и африканистика 2025 № 4 С. 145–178
Industrial policy has gained momentum over the past 15 years in both developed and developing countries. It is now seen as a tool not only to support economic growth and cope with unemployment but also to accelerate the digitalization of economies and the “green” transition. However, there is no consensus among experts regarding the optimal ...
Added: November 15, 2025
Fayzulin M., Journal of Applied Economic Research 2025 Т. 24 № 3 С. 1023–1064
Studying market efficiency during periods of systemic shocks is an important and challenging task. This paper examines the transformation of the Russian financial market in the context of the structural shift that occurred in 2022.
The aim of the study is to analyze changes in investor behavior and fractional characteristics among different market segments using multifractal ...
Added: August 2, 2025
Furmanov K. K., Turovets J., Проблемы прогнозирования 2024 № 5 С. 128–140
В статье представлены результаты оценки влияния санкций, введенных против Российской Федерации в 2022 г., на объемы выпуска обрабатывающей промышленности. Внешние ограничения затронули преобладающую часть сегментов производственной деятельности, но по-разному. Выделено шесть групп секторов в зависимости от прогнозных оценок эффекта санкций – от крайне негативного до умеренно положительного влияния. Большинство секторов испытало значительное негативное воздействие, включая ...
Added: November 15, 2024
Simachev Y. V., Fedyunina A., Kuzyk M. et al., М.: Издательский дом НИУ ВШЭ, 2024.
В докладе, подготовленном Центром исследований структурной политики НИУ ВШЭ, представлена комплексная картина всех известных на сегодняшний день структурных эффектов международных санкций. Проанализирован накопленный разными странами опыт адаптации к санкционным ограничениям, в том числе их промышленная и научно-технологическая политика. Освещается роль мягкой силы в преодолении международных ограничений, учитывая ее специфику в развивающихся и подсанкционных экономиках. Выделены особенности протекционистских ...
Added: April 27, 2024
Tsatsenko N., В кн.: Труды III Гранберговской конференции: Новосибирск, 11–13 октября 2023 г.: Сборник докладов Всероссийской конференции с международным участием, посвященной памяти академика А.Г. Гранберга «Пространственный анализ социально-экономических систем: история и современность».: Институт экономики и организации промышленного производства СО РАН, 2023. С. 75–80.
This paper examines a variety of theoretical approaches to the relationship between the phenomenon of Dutch disease and structural shifts in the resource-rich economy. The mechanism of the learning by doing effect in the context of the Dutch Disease phenomenon are considered. Firstly, a brief description of the Dutch disease phenomenon itself and its two ...
Added: April 24, 2024
Lukianchenko P., Zotov G., Doklady Mathematics 2023 P. 0
Added: March 16, 2024
D. A. Borzykh, A. A. Yazykov, Mathematical Models and Computer Simulations 2023 Vol. 15 No. 4 P. 654–659
Two methods of structural break detection in a piecewise generalized model of autoregressive
conditional heteroscedasticity are considered. The first method is based on Kolmogorov–
Smirnov statistics and is called the KS method. The second one is based on the cumulative sums and
is called the KL method. In this paper, the KS and KL methods are compared under ...
Added: October 15, 2023
Potapov A., Kurbangaleev M. Z., Экономический журнал Высшей школы экономики 2023 Т. 27 № 2 С. 196–219
При определении маржинальных требований для производных финансовых инструментов на бирже используются статистические модели оценки риска. Данные модели могут использовать грубые упрощения для ускорения и упрощения вычисления требований по открытым позициям. В число таких упрощений входят: ограничение набора учитываемых риск-факторов, использование простых функций распределения и предположение о нулевой или фиксированной корреляции между риск-факторами. В работе осуществлена ...
Added: June 7, 2023
Аганин А. Д., Manevich V., Peresetsky A. et al., Экономический журнал Высшей школы экономики 2023 Т. 27 № 1 С. 49–77
The article compares GARСH and HAR models for 1 day ahead forecasting performance of the realized volatility of financial series. As an example, the cryptocurrency with the largest capitalization, Bitcoin, was chosen. Its realized volatility is calculated from intraday (24 hours) data, using the closing values of five-minute trading intervals. The paper proposes a method ...
Added: March 13, 2023