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Financial markets’ deterministic aspects modeled by a low-dimensional equation
Scientific Reports. 2022. Vol. 12. Article 1693.
Orlando G., Ruedi S., Bufalo M.
We ask whether empirical finance market data (Financial Stress Index, swap and equity, emerging
and developed, corporate and government, short and long maturity), with their recently observed
alternations between calm periods and financial turmoil, could be described by a low‑dimensional
deterministic model, or whether this requests a stochastic approach. We find that a deterministic
model performs at least as well as one of the best stochastic models, but may offer additional insight
into the essential mechanisms that drive financial markets.
Language:
English
Andreev D. V., Kornev S. A., Bondarenko G.G. et al., Inorganic Materials: Applied Research 2026 Vol. 17 No. 5 P. 1226–1230
Comparative studies are carried out to investigate high-field charge degradation effects in the gate
dielectric of metal—insulator—semiconductor (MIS) structures with aluminum and polysilicon gates.
Charging phenomena in MIS structures are explored using high-field electron injection into the dielectric
under conditions of gradually increasing voltage current density, with periodic short-term switching to a measurement
mode at a constant low injection ...
Added: September 15, 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 ...
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Water confined in heterogeneous clay–quartz pores: Structure and dynamics from atomistic simulations
Glushak A., Tararushkin E., Smirnov G., Colloids and Surfaces A: Physicochemical and Engineering Aspects 2027 Vol. 752 Article 141756
The molecular-scale behavior of water in heterogeneous clay–quartz systems is critical for understanding cementation processes in natural soils and compacted bentonite, which is crucial for oil recovery and nuclear waste disposal barriers construction. Here we investigate how heterogeneity of mixed Na-montmorillonite and α-quartz surfaces affect water structure and dynamics in nanopores of 2.5 to 60 Å ...
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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 ...
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Bochkin G., Doronin S., Fel’dman E. et al., Lobachevskii Journal of Mathematics 2024 Vol. 45 No. 3 P. 1188–1207
We consider the remote state restoring and perfect transfer of the zero-order coherence matrix (PTZ) in a spin system governed by the XXZ-Hamiltonian conserving the excitation number. The restoring tool is represented by several nonzero Larmor frequencies in the Hamiltonian. To simplify the analysis we use two approximating models including either step-wise or pulse-type time-dependence ...
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Fel’dman E. B., Lazarev I., Pechen A. N. et al., Quantum Information Processing 2026 Vol. 25 Article 121
We consider the state-restoring protocol based on the controlled interaction of a linear chain with environment through incoherent control by the specially adjusted step-wise time-dependent Lindblad operators. We show that the best restoring result (maximal scale factors in the restored state) corresponds to the symmetrical Lindblad equation. (0, 1)-excitation dynamics is considered numerically, and restoring ...
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Li S., Hu J., Lazarev I. et al., Annals of Physics 2026 Vol. 494 Article 170618
The distribution of entanglement is a crucial task for quantum communication towards realizing a globe-spanning quantum internet. Recently, a protocol for deterministic long-distance distribution of macroscopic entanglement over a network of ensembles of qubits was introduced (Pyrkov et al., 2025). It was shown that this protocol allows for the propagation of macroscopic amounts of entanglement ...
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Pyrkov A., Lazarev I., Byrnes T., Advanced Quantum Technologies 2025 Article 2400524
Distributing long-distance entanglement is a fundamental goal that is necessary for a variety of tasks such as quantum communication, distributed quantum computing, and quantum metrology. Currently quantum repeater schemes typically aim to distribute one ebit at a time, the equivalent of one Bell pair's worth of entanglement. Here, a scheme is presented to distribute a ...
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I. D. Lazarev, Narozniak M., Byrnes T. et al., Physical Review A: Atomic, Molecular, and Optical physics 2025 Vol. 111 No. 012416 Article 012416
Unsupervised machine learning is one of the main techniques employed in artificial intelligence. We introduce an algorithm for quantum-assisted unsupervised data clustering using the self-organizing feature map, a type of artificial neural network. The complexity of our algorithm scales as 𝑂(𝐿𝑁), in comparison to the classical case which scales as 𝑂(𝐿𝑀𝑁), where 𝑁 is the ...
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Борщевский А. Я., Physical Chemistry Chemical Physics 2025 Vol. 27 No. 9 P. 4793–4803
Through the consistent application of quantum statistical thermodynamics, functions of isothermal mixing of real rarefied gases and quantum gases in states of varying degrees of degeneracy are obtained. The reasons for the emergence and resolution of the “Gibbs paradox” and other “paradoxes” are analyzed. Numerical calculations of entropy and pressure jumps were performed using the ...
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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 ...
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Fedorova E., Ledyaeva S., Stepanov V., International Review of Economics and Finance 2026
This study investigates the influence of low-quality information, specifically fake news, on short
term stock returns, contributing to the discourse on signal theory and behavioral economics.
Employing a machine learning approach, the authors developed a robust fake news dataset from
publicly available sources. Sentiment analysis was conducted using a FinBERT model fine-tuned
for stock market contexts, alongside extensive dataset ...
Added: September 12, 2026
Смирнов С. В., Миллионщиков Д. В., Уфимский математический журнал 2021 Т. 13 № 2 С. 44–73
В данной работе изучаются характеристические алгебры для систем экспоненциального типа, соответствующих вырожденным матрицам Картана. Эти системы обобщают хорошо известные в теории интегрируемых систем гиперболические уравнения синус-Гордон и Цицейки. Для таких систем, соответствующих матрицам Картана ранга 2, характеристические алгебры описаны явно в терминах образующих и соотношений, и доказано, что они имеют линейный рост. Исследуется связь между ...
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Бровкина Н. Е., Терновская Е. П., Мешкова Е. И. et al., В кн.: Банк в современной экономикеКн. Банк в современной экономике.: М.: КноРус, 2026. С. 127–147.
Banks are the central link in the national financial market and the economy as a whole. The share of bank assets in the asset structure of the Russian financial market, despite a slight decline, remains dominant relative to other participants, reaching 80%.
Russian banks are multifaceted. On the one hand, they provide working capital financing, long-term ...
Added: September 3, 2026
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The current economic and political situations in the world determine a special vector of development of new technologies, including digital financial assets, which, in turn, attract more and more attention from issuers and investors. The regulator, represented by the Bank of Russia, has been actively supporting this topic throughout the formation of the Russian digital ...
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Kosov M., Вестник экономической безопасности 2023 № 6 С. 213–221
The basis of the international financial market is foreign exchange flows arising from the functioning of the world economy. The main task of financial flows is to exchange the results of the activities of world economies. Therefore, the essence of the international financial market is to support the movement of foreign currency flows between financial ...
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Kosov M., Вестник экономической безопасности 2024 № 1 С. 198–202
The sanctions pressure of the United States and the European Union on our country aims to weaken the Russian economy. In other words, to exclude banks’ operations on the international financial market and, if possible, freeze their assets. In February 2022, sanctions were imposed against Russian credit institutions, such as: disconnection from SWIFT, a ban ...
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Староверова О. В., Kosov M., Финансовая жизнь 2024 № 4 С. 37–42
The article is devoted to the study of the possibilities of forming a sustainable strategy for the development of financial markets, which will allow developing a ready-made methodology for decision-making in financial market management and increasing the volume of the real sector and improving macroeconomic indicators. The problem of maintaining a positive growth trend is ...
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Effects Of The Development Of Central Bank Digital Currencies On Financial Markets Amid The Pandemic
Kosov M., Borisova L., Popkov S. et al., Emerging Science Journal 2023 Vol. 7 No. S1 P. 186–200
The study determined the influence of the Central Bank Digital Currency (CBDC) on the financial markets during the COVID-19 pandemic. It investigated if the CBDC had the potential to improve the efficiency and lending power of the financial system. The research relied on secondary data from a range of financial markets, such as the FTSE, ...
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Pshichenko D., Znanstvena misel 2024 No. 96 P. 38–42
The article analyzes the application of artificial intelligence (AI) models for forecasting market volatility (MV). Examples of algorithms such as recurrent neural networks (RNN), long short-term memory (LSTM) networks, and regression methods are studied, demonstrating their effectiveness in processing time series and identifying complex data patterns. The importance of integrating machine learning (ML), as a ...
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Lysenok N., Mamochkin A., World economics 2024 No. 7 P. 498–518
The current conditions of economic and political instability raise serious questions about the sustainability of the global fi nancial and economic system. The study of fi nancial markets of developed countries indicates their "overheating" and emphasises the necessity to search for alternative directions for global capital investments. The paper analyses the potential of BRICS development ...
Added: March 10, 2025
Polukhina P., Стэфано В., J. Л. et al., Plos One 2024 Vol. 19 No. 4 P. e0301141–0
Recent advances in the field of machine learning have yielded novel research perspectives in behavioural economics and financial markets microstructure studies. In this paper we study the impact of individual trader leaning characteristics on markets using a stock market simulator designed with a multi-agent architecture. Each agent, representing an autonomous investor, trades stocks through reinforcement ...
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Arkhipov A. V., Procedia Computer Science 2022 Vol. 214 P. 1073–1076
The global financial system is constantly changing, rapidly reacting on the external changes. These changes include evolving macroeconomic policy tools, creation of new regulations in financial markets (affecting both banking institutions, financial markets’ benchmarks, etc.), imposition of legal restrictions of dealing with certain types of financial institutors on the basis of decisions of particular governments, ...
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Klementiev A., Актуальные проблемы российского права 2024 Т. 19 № 1 С. 66–78
The paper provides a general description of the contractual standards of the International Capital
Markets Association (ICMA) for concluding and executing over-the-counter repo agreements and focuses on the
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