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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.
Language:
Russian
Kuznetsov A. P., Sedova Y. V., Stankevich N., Chaos, Solitons and Fractals 2026 Vol. 213 No. 12 Article 119309
We analyze the interaction of a quasi-periodic subsystem, in which two-, three-, and four- frequency quasi-periodic oscillations are possible, with a chaotic subsystem. A discrete version is obtained via the Euler scheme from the corresponding flow model. The dynamics of individual subsystems are discussed, including quasi-periodic bifurcations of invariant tori and the occur rence of ...
Added: October 16, 2026
Mozias P., Социальные и гуманитарные науки. Отечественная и зарубежная литература. Серия 9: Востоковедение и африканистика 2026 № 3 С. 197–223
Abstract. Long-standing differences in development levels between China’s coastal and inland provinces intensified during the 1980s–1990s, at the early stages of market reforms. In response, from the late 1990s the Сentral government began implementing major development initiatives such as the “Go West”, the “Revitalization of the Northeast,” and the “Rise of Central China,” while in ...
Added: October 15, 2026
Aleksei Samarin, Nazarenko A., Nazarenko D. et al., Machine Learning and Knowledge Extraction 2026 Vol. 8 No. 10 Article 330
Automated microscopic image analysis is essential for quantitative microbiology, yet manual acquisition and generic recognition models struggle with morphological variability and scene artifacts. We address both ends of this pipeline. First, we present a low-cost, open-source acquisition system, based on an Arduino UNO R3 microcontroller and NEMA 17 stepper motors, that automates focusing, magnification, and ...
Added: October 14, 2026
Lukinskiy V., Lukinsky V., Sokolov B. et al., Annual Reviews in Control 2026 No. 62 P. 1–15
Enterprises planning material requirements must account for multiple sources of uncertainty. Considering the impact of yield uncertainty is of prime importance to decision-makers. To mitigate the effects of random yield on the continuity of manufacturing operations, we propose establishing a reserve stock to prevent shortages due to defective items within safety stock levels. If no ...
Added: October 14, 2026
Mamedov I., Fofanov M., Lukianchenko P. et al., IEEE Access 2026 No. 14 P. 26662–26671
DreamBooth-style personalization, which often relies on one or a few images, can memorize context (background, pose, lighting) rather than learning the subject’s identity, thereby reducing fidelity and limiting prompt-driven edits. P-LoRA (Probability LoRA) is introduced as a training-time modification that biases diffusion timestep sampling and utilizes importance weights, ensuring that the overall objective remains unchanged. ...
Added: October 14, 2026
Vukovic N., Krivokhizhin O., Антонова В. Д., АПК: Экономика, управление 2026 № 8 С. 89–95
One of the key roles is given to the agro-industrial complex in the global agenda of sustainable development. The leaders of the sustainable development of the agro-industrial complex identify the main trends and set standards for responsible business conduct in the industry. This article is devoted to the analysis of the leaders of responsible business ...
Added: October 14, 2026
Parkhomenko V., Kulikova S., Buzmakov A. V., Lobachevskii Journal of Mathematics 2026 Vol. 47 No. 6 P. 2979–2992
The stability of formal concepts and its generalization as robustness are considered in the paper. We use an approximation of stability in the form of Δ-measure for fast calculations. A computationally efficient method for calculating robustness based on subcontexts is presented. We also present a new method to analytically evaluate the number of preimages for ...
Added: October 14, 2026
Kuznetsov A. P., Sedova Y. V., Sataev I. R. et al., Mathematics and Computers in Simulation 2027 Vol. 2 P. 574–592
Universal bifurcation structures on the parameter plane of nonlinear systems, known as shrimps, are discussed. An overview of numerous examples from various fields of science is given. Shrimps are typical for both maps of different dimensions and flows. The varieties of shrimp are discussed and relevant examples are given. The similarity property on the parameter ...
Added: October 14, 2026
Springer, 2026.
This book highlights cutting-edge research in the field of network science, offering scientists, researchers, students and practitioners a unique update on the latest advances in theory and a multitude of applications. It presents the peer-reviewed proceedings of the XIV International Conference on Complex Networks and their Applications (COMPLEX NETWORKS 2025). The carefully selected papers cover ...
Added: October 13, 2026
Springer, 2026.
This book offers a comprehensive overview of the latest research, innovations, and practical applications in the field of sustainability, with a focus on construction materials and their use in building and civil engineering structures. As an outcome of the 3rd International Conference on Sustainability: Developments and Innovations (ICSDI 2026), this book presents a selection of ...
Added: October 13, 2026
Dmitriev A., Kornilov V., Batienkov R., Lecture Notes in Civil Engineering 2026 Vol. 886 P. 249–255
Numerous studies have provided compelling evidence that the probability distribution of avalanche sizes follows a power law, and that 1/f noise is present in the stochastic dynamics of landslides. We present a theoretical explanation of these phenomena within the framework of self-organized criticality theory, proposing a discrete-time model in the form of a sandpile cellular ...
Added: October 13, 2026
Dmitriev A., Shulman I., Lebedev A., Studies in Computational Intelligence 2026 Vol. 1265 P. 266–273
A discrete-time model is presented for the self-organization of the X/Twitter social network to the edge of a phase transition, characterized by avalanche-like propagation of information in the network. The model is based on the analogy between the critical dynamics of the X social network and sandpile cellular automata with Manna rule on the Chung-Lu ...
Added: October 13, 2026
Makarov D. M., Kalikin N., Fashchevsky K. A. et al., Electrochimica Acta 2026 Vol. 579 Article 150159
Machine learning (ML) has become a powerful tool for accelerating the development of carbon-based supercapacitors;
however, most published models assume that a single predictive framework can describe both conventional
porous carbons and hybrid carbon electrodes. Here, we test this assumption using a comprehensive
benchmark dataset and an extended literature-curated dataset enriched with synthesis- and electrolyte-related
descriptors. Three ML algorithms ...
Added: October 13, 2026
Kim J., Lee K., Industrial and Corporate Change 2026 Vol. 35 No. 5 P. 1122–1152
This study represents one of the first attempts to develop a global typology of regional innovation systems (RIS) across both advanced and catching-up economies, identifying distinct pathways for regional technological catch-up. Utilizing United States Patent and Trademark Office (USPTO) patent citation data from 33 regions worldwide over the period 2000–2017, we construct several RIS indicators, ...
Added: October 13, 2026
Zhang Z., Ilvovsky D., Information Processing and Management 2026 Vol. 63 No. 7
Transformer-based Large Language Models (LLMs) rely on Key-Value (KV) cache to accelerate autoregressive decoding, but memory and compute requirements still grow with context length, limiting deployment on resource-constrained devices. Existing training-free KV cache compression methods mainly rely on attention-driven retention heuristics, which may under preserve structurally informative tokens under tight cache budgets, especially when such ...
Added: October 13, 2026
Xu S., Yu H., Ren T. et al., Journal of Knowledge Management 2025 Vol. 29 No. 10 P. 3410–3436
Purpose
This study aims to investigate the role of knowledge management in enhancing urban innovation within the context of smart cities, with a particular emphasis on the function of future communities as foundational units of knowledge-driven development. It aims to distinguish the respective contributions of knowledge acquisition and knowledge sharing as input mechanisms, while examining the ...
Added: October 13, 2026
Gusein-Zade S., Campillo A., Delgado F., Mathematische Zeitschrift 2026 Vol. 314 No. 1 P. 1–22
For a subfield $\K$ of the field $\C$ of complex numbers, we consider curve and divisorial valuations on the algebra $\K[[x,y]]$ of formal power series in two variables with the coefficients in $\K$. We compute the semigroup Poincar\'e series and the classical Poincar\'e series of a (discrete, rank one) valuation on it. ...
Added: October 13, 2026
No Species Is an Island, Entire of Itself: Genetic Speciation Algorithm with Interplay among Species
Gromov V., Sohrabi M., Fathollahi-Fard A., International Journal of Engineering, Transactions B: Applications 2027 Vol. 40 No. 5 P. 1437–1460
This paper, with a particular emphasis on Genetic Algorithm (GA), proposes a novel approach that integrates clustering mechanisms, predator-prey dynamics, and a distinctive selection strategy for generating subsequent populations. The proposed evolutionary algorithm, referred to as Genetic Speciation Algorithm with Interplay Among Species (GSAIS), is comprehensively evaluated against several variants of GAs as well as ...
Added: October 12, 2026
Mishuris G., Meylan M. H., Pelinovsky E., Journal of Fluid Mechanics 2026 Vol. 1045 Article A4
In this paper, we revisit the classic problem of a wave field on a sloping beach of an arbitrary angle and propose a general approach that allows the computation of regular solutions of the problem regardless of the angle. We use the Mellin-transform technique, reducing the problem to singular integral equations with fixed-point singularities of ...
Added: October 12, 2026
Alexandrov D., Vasilevsky V., Rezunik L. et al., Труды Института системного программирования РАН 2026 Т. 38 № 5 С. 73–90
Large language models demonstrate limitations in tasks that require precise information retrieval from very long input sequences. This limitation affects code generation in large object-oriented systems, where correctness depends on complex inter-class dependencies and the analysis of long execution traces that exceed standard context window sizes. This paper presents JavaCapsule, a technology for automated generation ...
Added: October 12, 2026
Singapore: Springer, 2026.
This volume presents the Proceedings of the 34th IUPAP Conference on Computational Physics (CCP2023), held in Kobe, Japan on August 4–8, 2023. It offers a collection of peer-reviewed articles that highlight recent developments in computational and simulation research across various areas of physics. Key topics include the use of data science, quantum computing, and machine ...
Added: October 12, 2026
Gusein-Zade S., М.: МЦНМО, 2026.
Книга содержит курс лекций по дифференциальной геометрии и топологии, читавшихся автором на механико-математическом факультете МГУ в разные годы. В дополнениях приводятся некоторые сюжеты (связности в расслоениях, теорема Фробениуса, производные Ли и др.), которые были включены в курс в отдельные годы либо содержались в аналогичных курсах лекций в Независимом московском университете.
Для студентов математических и физических специальностей. ...
Added: October 12, 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