| Issue |
Title |
File |
| Vol 61, No 3 (2025) |
Calibration of ARIMA-GARCH-Model of Basic Asset Price Based on Market Option Quotes |
(Rus)
|
|
Arbuzov P.A., Golembiovskiy D.Y.
|
| Vol 61, No 3 (2025) |
Multidimensional Coherent Risk Measures and Their Properties |
(Eng)
|
|
Kulikov A.V., Volkov N.V.
|
| Vol 61, No 3 (2025) |
Forecasting the Return and Volatility of Financial Instruments with Fuzzy Inference Systems and ARMA-GARCH Models |
(Rus)
|
|
Sviyazov V.A.
|
| Vol 61, No 2 (2025) |
Wavelet analysis of the relationship between energy prices and stock indices of high ESG-rating companies: Investment diversification opportunities |
(Rus)
|
|
Sokolova Т.V., Gurov S.V., Medvedev V.А., Lysenko V.V.
|
| Vol 61, No 2 (2025) |
The effectiveness of the main information criteria in choosing the best short-term economic forecasting model |
(Rus)
|
|
Svetunkov S.G.
|
| Vol 61, No 1 (2025) |
Dynamic model of economic growth including the delay between the formation and use of human capital |
(Rus)
|
|
Kilmatov T.R.
|
| Vol 61, No 1 (2025) |
Forecasting Russian stock returns based on investor sentiment analysis in social networks |
(Rus)
|
|
Khaziev G.A., Sokolova T.V.
|
| Vol 61, No 1 (2025) |
Assessing the accuracy of efficiency rankings obtained from a stochastic frontier model with truncated normal distribution of inefficiency |
(Rus)
|
|
Ahmedov E., Furmanov C.C.
|
| Vol 61, No 1 (2025) |
Dynamic model of the software development market based on the problem of performance without interruptions in the scheduling theory |
(Rus)
|
|
Lesik I.A., Perevozchikov A.G., Yudina P.A.
|
| Vol 60, No 4 (2024) |
New aspects of the development of Kantorovich’s one-product dynamic model of replacement of production funds |
(Rus)
|
|
Beklaryan L.A., Borisova S.V., Akopov A.S., Khachatryan N.K.
|
| Vol 60, No 4 (2024) |
The econophysical model of innovation diffusion |
(Rus)
|
|
Zhdaneev O.V., Ovsyannikov I.R.
|
| Vol 60, No 4 (2024) |
Paired piecewise linear regression model with fixed nodes |
(Rus)
|
|
Zubrilin K.M.
|
| Vol 60, No 3 (2024) |
Agent-oriented model of three-level hierarchical minimax management of a regional industrial complex |
(Rus)
|
|
Akberdina V.V., Shorikov A.F., Korovin G.B., Sirotin D.V.
|
| Vol 60, No 3 (2024) |
Methods for estimating integrated variance: Jump robustness issues in high frequency time series |
(Rus)
|
|
Kosimov Z.O.
|
| Vol 60, No 3 (2024) |
Deformation of volatility curves of the Russian stock market on the example of margined options on futures contracts on the RTS index |
(Rus)
|
|
Mulyaev K.N., Perekhod S.A.
|
| Vol 60, No 2 (2024) |
Dynamic and agent-based models of intelligent transportation systems |
(Rus)
|
|
Beklaryan L.A., Beklaryan G.L., Akopov A.S., Khachatryan N.K.
|
| Vol 60, No 2 (2024) |
Portfolio constructions in the stock market based on data envelopment analysis and stochastic frontier analysis |
(Rus)
|
|
Teplova T.V., Sokolova T.V., Haniev A.I.
|
| Vol 60, No 2 (2024) |
On the location of geometrical medians of triangles |
(Rus)
|
|
Panov P.A.
|
| Vol 60, No 1 (2024) |
Hybrid approach to modeling labor productivity factors: Synthesis of randomized controlled experiments and causal Bayesian networks |
(Rus)
|
|
Orlova E.V.
|
| Vol 60, No 1 (2024) |
On one statistical method for analyzing economic processes balancedness |
(Rus)
|
|
Bogatov E.M., Demidova E.G.
|
| Vol 60, No 1 (2024) |
Survival of the strongest in a sequential truel |
(Eng)
|
|
Ilinskiy D.G., Izmalkov S.B., Savvateev A.V.
|
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