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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.
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Extremal part of the PBW-filtration and E-polynomials

2013. No. arXiv:1306.3146.
Feigin E., Cherednik I.
Given a reduced irreducible root system, the corresponding nil-DAHA is used to calculate the extremal coefficients of nonsymmetric Macdonald polynomials, also called E-polynomails, in the limit t=infinity and for antidominant weights, which is an important ingredient of the new theory of nonsymmetric q-Whittaker function. These coefficients are pure q-powers and their degrees are expected to coincide in the untwisted setting with the extremal degrees of the so-called PBW-filtration in the corresponding finite-dimensional irreducible representations of the simple Lie algebra for any root systems. This is a particular case of a general conjecture in terms of the level-one Demazure modules. We prove this coincidence for all Lie algebras of classical type and for G_2, and also establish the relations of our extremal degrees to minimal q-degrees of the extremal terms of the Kostant q-partition function; they coincide with the latter only for some root systems.
Priority areas: mathematics
Language: English
Full text
Keywords: PBW filtrationMacdonald polynomialsполиномы МакдональдаПБВ фильтрация
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