?
Пути совершенствования правового режима приобретения крупных пакетов акций открытых акционерных обществ
С. 552–561.
Гомцян С. В.
In book
Кн. 3. , М.: Издательский дом ГУ-ВШЭ, 2010.
Lysenok N., Маркова Ю. Е., Финансовый журнал 2026 Т. 18 № 4 С. 45–63
The article discusses the application of clustering methods to form an optimal investment portfolio
that allows the investor to achieve an effective risk-reward ratio. Three popular clustering methods,
K-Means, MeanShift, and DBSCAN, are examined. The article focuses on the DBSCAN clustering method
and highlights its advantages over other clustering methods in the context of financial data analysis.
DBSCAN is ...
Added: August 27, 2026
Lapteva A., Юридический вестник Самарского университета 2026 Т. 12 № 2 С. 58–69
This article deals with classification of the investment regimes. Investment regimes are one of the manifestations of legal differentiation in the process of legal regulation of relations in the field of investment. It helps to consider the variety of life situations that arise during the implementation of investment activities. The need for different investment legal ...
Added: July 8, 2026
Fayzulin M., Teplova T., Kurkin A., Прикладная эконометрика 2025 Т. 79 С. 99–121
The paper analyses the dynamic connectedness between trading volumes in the Russian stock market and the global cryptocurrency (Bitcoin) market during periods of external shocks (the COVID‑19 crisis and the Russia‑Ukraine conflict) from 2019. Using the TVP‑VAR model and estimates of system variable connectivity, liquidity spillovers (cash flows) are identified between the considered asset classes. For the first time, we analyse the network connectedness of investor sentiment for the most popular Russian stocks and Bitcoin and estimate the role of sentiment in liquidity spillovers. The results demonstrate that Bitcoin’s daily trading volume predominantly acts as a recipient of shocks from the Russian stock market. Meanwhile, the overall coherence in the system was higher during the COVID‑19 crisis period compared to the Special Military Operation (SMO). The study confirms the existence of a correlation between investor sentiment on the Russian stock and cryptocurrency markets. At the beginning of the analyzed period,in 2019, when interest in crypto assets investing began to grow rapidly, this correlation was strongly pronounced.
There is a connectedness between two sentiment indices: on the stock market and crypto‑assets. The intensity of the correlation prevails in the COVID‑19 inception period, significantly exceeding the level observed in the SMO period. This sentiment metrics behaviour may imply adaptation of the Russian stock market to external shocks, as well as retail investors’ expectations of short‑term SMO in early 2022. ...
Added: February 6, 2026
Lapteva A., М.: Русайнс, 2025.
В монографии исследуются особенности правового регулирования инвестиционной деятельности через призму предлагаемой авторской концепции инвестиционного режима, основанной на общеправовой теории правового режима. Категория «правовой режим» позволяет рассматривать специфику юридического регулирования определенного сектора деятельности в динамике, в процессе упорядочивания отдельной группы отношений, т. е. определять, при помощи каких правовых средств происходит организация правовой деятельности. Исследование инвестиционной деятельности ...
Added: February 4, 2026
Sizykh N., Кудрявцева Н. С., Управление большими системами: сборник трудов 2025 № 118 С. 250–285
Numerous studies in the field of forecasting securities prices, particularly stock prices, are aimed at finding more accurate and effective models. However, attention to multivariate forecasting, which allows for more accurate forecasts, remains underappreciated, as its implementation requires a significant increase in computing resources. Therefore, the selection of more simplified yet effective models is relevant. ...
Added: February 3, 2026
Morychev G., Sizykh D., Sizykh N., IEEE Access 2025 Vol. 13 P. 213194–213210
One of the main tools for analyzing large volumes of financial data is the use of clustering methods and models, which allow the identification of various patterns. This study examines the problem of clustering time series that reflect the behavior of prices, yields, modes, trends, and a number of related stock indicators. The relevance and ...
Added: February 3, 2026
Lapteva A., М.: Русайнс, 2025.
В монографии исследуются особенности правового регулирования инвестиционной деятельности через призму предлагаемой авторской концепции инвестиционного режима, основанной на общеправовой теории правового режима. Категория «правовой режим» позволяет рассматривать специфику юридического регулирования определенного сектора деятельности в динамике, в процессе упорядочивания отдельной группы отношений, т. е. определять, при помощи каких правовых средств происходит организация правовой деятельности. Исследование инвестиционной деятельности ...
Added: January 27, 2026
Soldatova A., Сберегательное дело за рубежом 2025 № 1 С. 21–33
The article is devoted to the peculiarities of the functioning of the Chinese stock market, its development prospects and opportunities for investors. Key aspects of regulation, classification of shares, stock exchanges and specifics of market participants are considered. Various types of shares, features of each class and access rules for foreign investors are described. The ...
Added: January 21, 2026
Lysenok N., Фундаментальная и прикладная математика 2025 Т. 25 № 4 С. 90–107
The aim of the study is to assess to what extent modern machine learning methods can improve the accuracy of forecasting the volatility of Russian stocks and whether such improvements lead to real advantages when applied in investment strategies. The work combines a review of theoretical approaches to volatility analysis with empirical research based on ...
Added: January 16, 2026
Галанов В. А., Galanova A., Вестник Российского экономического университета им. Г.В. Плеханова 2025 Т. 22 № 2(140) С. 153–159
The article advances an alternative approach to studying correlation between time and risk in investing into
securities portfolio. This risk is usually identified with risks of short-term trading on stock market. However, in case
securities portfolio is kept for rather a long period of time, then portfolio risk changes in quality, as it becomes
relatively independent from time ...
Added: November 10, 2025
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 ...
Added: October 22, 2025
Лескина Э. И., Panarina M., Закон 2025 № 9 С. 91–100
The article studies the matter of finding the optimal legal regime for different categories of data. Legal problems related to the turnover of big data arise due to the lack of a unified legal framework for regulating the turnover of big data, a variety of data sources and ways to use them. Based on the ...
Added: October 1, 2025
Свиридов О. И., Вопросы статистики 2025 Т. 32 № 4 С. 37–48
The article is devoted to analyzing the stability of the causal relationship between changes in oil prices and the dynamics of the Russian
stock market, whose primary indicator is the RTS Index. The main goal of the research is to test the hypothesis of the persistence of a stable
influence of oil price shocks (driven by fluctuations ...
Added: September 15, 2025
Galanova A., Федоренко А. В., Наука и практика. Научно-аналитический журнал РЭУ им. Г.В. Плеханова 2025 Т. 17 № 1 (57) С. 35–53
Central bank decisions to lower refinancing rates all over the world are usually the result of slowing inflation and improved economic welfare. However, this raises a question of how this affects the main "credit" participants in the financial system - banks and their stock prices. A decline in the market interest rate is a well-known ...
Added: May 28, 2025
Iudin I., Социологические исследования 2025 № 4 С. 140–146
The notion of market devices when applied to digital investment technologies suggests that they not only construct the stock market, but influence individuals’ behaviors as well. Current article aims to outline the types the types of Russian retail investors (lay participants of the stock market) based on the digital technologies and tools they use, as ...
Added: May 12, 2025
Лескина Э. И., Законодательство 2025 № 3 С. 42–49
The presented article is devoted to the consideration of the concept of data circulation, identification of the object of data circulation, namely, the definition of the essence of data and consideration of the circulation of individual types of data, prospects for legal regulation of the specified sphere, trends in the development of foreign legislation in ...
Added: May 8, 2025
Лескина Э. И., Теоретическая и прикладная юриспруденция 2025 № 1(23) С. 102–116
Введение. Процессы цифровизации различных отношений, переход к экономике данных вызывают вопросы, связанные с трансформацией действующего правового регулирования путем разработки новых и оптимизации существующих правовых режимов в области данных. Особую значимость составляют отношения, при которых происходит обработка или оборот больших данных.
Методология и материалы. Целью статьи является исследование различных видов правовых режимов больших данных, в особенности общедозволительного, ...
Added: April 21, 2025
Khaziev G., Sokolova T., Экономика и математические методы 2025 Т. 61 № 1 С. 95–108
The study explores the sentiment of Russian private investors in social networks and its impact on the dynamics of the stock return of 78 companies on the Russian stock market (MOEX) in the period from 2018 to 2022. To take into account sentiment when forecasting returns, the authors RSMI index (Russian social media index) is ...
Added: April 5, 2025
Berzon N. I., Rechmedina S., Lysenok N., Финансы и бизнес 2024 Т. 20 № 4 С. 42–56
The article shows the development of asset pricing models in the stock market from the hypothesis of a random walk in 1900 to the possibility of explaining more than 90% of returns using a factorial approach nowadays. Based on a better definition of risks, researchers are better able to predict prices and form portfolios with ...
Added: March 10, 2025
Zhirnova N., Soldatkina O., Вестник Воронежского государственного университета. Серия: Право 2024 № 4 (59) С. 44–51
The article is devoted to the problem of establishing an effective legal regime for depersonalized personal data, which is relevant in light of the trends to create a «regulatory paradise» for developers of artificial intelligence systems. Changes are taking place in this segment of legislation today, not all of which can be called successful. At ...
Added: February 26, 2025