D. Grigoriev
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View article: Analyzing and forecasting P/E ratios using investor sentiment in panel data regression and LSTM models
Analyzing and forecasting P/E ratios using investor sentiment in panel data regression and LSTM models Open
This study investigates several factors influencing the well-known price/earnings ratio (P/E), with particular emphasis on investor sentiment scores obtained from textual data using natural language processing models. Data consisting of va…
View article: Artionyms and machine learning: auto naming of the paintings
Artionyms and machine learning: auto naming of the paintings Open
Image captioning is a question of great interest in a wide range of applications. In the art market there is a particularly acute shortage of specialized machine learning methods for accelerated and at the same time in-depth study of often…
View article: Adaptive algorithms for change point detection in financial time series
Adaptive algorithms for change point detection in financial time series Open
The detection of change points in chaotic and non-stationary time series presents a critical challenge for numerous practical applications, particularly in fields such as finance, climatology, and engineering. Traditional statistical metho…
View article: Exploring the Quotation Inertia in International Currency Markets
Exploring the Quotation Inertia in International Currency Markets Open
The authors suggest a methodology that involves conducting a preliminary analysis of inertia in financial time series. Inertia here means the manifestation of some kind of long-term memory. Such effects may take place in complex processes …
View article: The Genesis of Uncertainty: Structural Analysis of Stochastic Chaos in Finance Markets
The Genesis of Uncertainty: Structural Analysis of Stochastic Chaos in Finance Markets Open
The presented article is methodological in nature and is devoted to the analysis of observation series of financial asset quotation changes in capital markets. The most important feature of these processes is their instability, which manif…
View article: The influence of color on prices of abstract paintings
The influence of color on prices of abstract paintings Open
Determination of price of an artwork is a fundamental problem in cultural economics. In this work we investigate what impact visual characteristics of a painting have on its price. We construct a number of visual features measuring complex…
View article: Evolutionary Optimization of Control Strategies for Non-Stationary Immersion Environments
Evolutionary Optimization of Control Strategies for Non-Stationary Immersion Environments Open
We consider the problem of evolutionary self-organization of control strategies using the example of speculative trading in a non-stationary immersion market environment. The main issue that obstructs obtaining real profit is the extremely…
View article: Computing with two quantum reservoirs connected via optimized two-qubit non-selective measurements
Computing with two quantum reservoirs connected via optimized two-qubit non-selective measurements Open
Currently, quantum reservoir computing is one of the most promising and experimentally accessible techniques for hybrid, quantum-classical machine learning. However, its applications are limited due to practical restrictions on the size of…
View article: Numerical Studies of Channel Management Strategies for Nonstationary Immersion Environments: EURUSD Case Study
Numerical Studies of Channel Management Strategies for Nonstationary Immersion Environments: EURUSD Case Study Open
This article considers a short-term forecasting of a process that is an output signal of a nonlinear system observed on the background of additive noise. Forecasting is made possible thanks to the technique of nonparametric estimation of l…
View article: Mammalian petrosal from the Lower Cretaceous high paleo-latitude Teete locality (Yakutia, Eastern Russia)
Mammalian petrosal from the Lower Cretaceous high paleo-latitude Teete locality (Yakutia, Eastern Russia) Open
A mammalian petrosal from the Lower Cretaceous Teete locality in Yakutia (Russia) shows a prominent and complex system of venous channels in the bony wall of the pars cochlearis surrounding the straight cochlear canal. This complex venous …
View article: Statistical Analysis of Current Financial Instrument Quotes in the Conditions of Market Chaos
Statistical Analysis of Current Financial Instrument Quotes in the Conditions of Market Chaos Open
In this paper, the problem of estimating the current value of financial instruments using multidimensional statistical analysis is considered. The research considers various approaches to constructing regression computational schemes using…
View article: Computing with two quantum reservoirs connected via optimized two-qubit nonselective measurements
Computing with two quantum reservoirs connected via optimized two-qubit nonselective measurements Open
Currently, quantum reservoir computing is one of the most promising and experimentally accessible techniques for hybrid, quantum-classical machine learning. However, its applications are limited due to practical restrictions on the size of…
View article: Numerical Studies of Statistical Management Decisions in Conditions of Stochastic Chaos
Numerical Studies of Statistical Management Decisions in Conditions of Stochastic Chaos Open
The research presented in this article is dedicated to analyzing the acceptability of traditional techniques of statistical management decision-making in conditions of stochastic chaos. A corresponding example would be asset management at …
View article: Analyzing and forecasting financial series with singular spectral analysis
Analyzing and forecasting financial series with singular spectral analysis Open
Modern techniques for managing multidimensional stochastic processes that reflect the dynamics of unstable environments are proactive, which refers to decision making based on forecasting the system’s state vector evolution. At the same ti…
View article: Deep Gene Networks and Response to Stress
Deep Gene Networks and Response to Stress Open
We consider systems of differential equations with polynomial and rational nonlinearities and with a dependence on a discrete parameter. Such systems arise in biological and ecological applications, where the discrete parameter can be inte…
View article: Forecasting Multivariate Chaotic Processes with Precedent Analysis
Forecasting Multivariate Chaotic Processes with Precedent Analysis Open
Predicting the state of a dynamic system influenced by a chaotic immersion environment is an extremely difficult task, in which the direct use of statistical extrapolation computational schemes is infeasible. This paper considers a version…
View article: Chaotic waves serve as universal pattern generators
Chaotic waves serve as universal pattern generators Open
Excitable media are prevalent models for describing physical, chemical, and biological systems which support wave propagation. In this letter, we show that the time evolution of the medium state at the wave fronts can be determined by comp…
View article: The Search for μ+ → e+γ with 10–14 Sensitivity: The Upgrade of the MEG Experiment
The Search for μ+ → e+γ with 10–14 Sensitivity: The Upgrade of the MEG Experiment Open
The MEG experiment took data at the Paul Scherrer Institute in the years 2009–2013 to test the violation of the lepton flavor conservation law, which originates from an accidental symmetry that the Standard Model of elementary particle phy…
View article: Analyzing, Modeling, and Utilizing Observation Series Correlation in Capital Markets
Analyzing, Modeling, and Utilizing Observation Series Correlation in Capital Markets Open
In this paper, we consider the task of the analysis, modeling, and application of dependencies between asset quotes at various capital markets. As an example, we study the dependency between financial instrument observation series in the c…
View article: Wear patterns and dental functioning in an Early Cretaceous stegosaur from Yakutia, Eastern Russia
Wear patterns and dental functioning in an Early Cretaceous stegosaur from Yakutia, Eastern Russia Open
Isolated stegosaurian teeth from the Early Cretaceous high-latitude (palaeolatitude estimate of N 62°- 66.5°) Teete locality in Yakutia (Eastern Siberia, Russia) are characterized by a labiolingually compressed, slightly asymmetrical and m…
View article: Measurement of hadronic cross sections at CMD-3
Measurement of hadronic cross sections at CMD-3 Open
This paper reports a current status of the measurements of the hadronic cross sections in the c.m. energy range from 0.32 to 2.0 GeV with the CMD-3 detector at the VEPP-2000 electron-positron collider. The overall size of the data, acquire…
View article: Tropical cryptography II: Extensions by homomorphisms
Tropical cryptography II: Extensions by homomorphisms Open
We use extensions of tropical algebras as platforms for very efficient public key exchange protocols.