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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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It was once believed that superconductivity and magnetism avoided each other like the devil avoids holy water. However, modern nanostructures prove the opposite. A Russian theoretical physicist and Indian experimentalists have joined forces to create the electronics of the future—free from energy losses. Nataliya Pugach, Professor at the School of Electronic Engineering at HSE MIEM and Leading Research Fellow at the Quantum Nanoelectronics Laboratory, explains how a long-standing acquaintance in Cambridge grew into a mirror laboratory project with the Indian Institute of Technology Bombay (IIT Bombay), how superconducting spintronics works, and what surprises a researcher in India beyond the university campus.

 

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Controlling Quality for a Physics-Driven Generative Models and Auxiliary Regression Approach

EPJ Web of Conferences. 2024. Vol. 295. Article 09007.
Rogachev A., Ratnikov F.

High energy physics experiments heavily rely on the results of MC simulation of data used to extract physics results. However, the detailed simulation often requires tremendous amount of computation resources.

Using Generative Adversarial Networks and other deep learning generative techniques can drastically speed up the computationally heavy simulations like a simulation of the calorimeter response. To be useful, such models are required to satisfy quality metrics which are driven by a specific physics properties of generated objects rather than by a regular ML image-like quality metrics.

The auxiliary regression extension to the GAN-based fast simulation demonstrated improvements of the physics quality for generated objects. This approach introduces physics metrics to a Discriminator path of the model thus allows direct discriminating of objects with poorly reproduced properties.

In this paper we discuss the auxiliary regression GAN approach to physicsbased fast simulation and concentrate on requirements to the quality of the auxiliary regressor to provide a necessary precision of the generative models built on top of this regressor.

Research target: Computer Science Physics
Language: English
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Keywords: deep learningглубинное обучениеhigh energy physicsфизика высоких энергийgenerative modelsгенеративные модели
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