В статье выделены фазы жизни социально-экономических систем с точки зрения их устойчивости/неустойчивости, установлена связь между фазой жизни и степенью...

The article underlines the phases of the socio-economic systems from stability / instability viewpoint, links the connection between the life phase and the degree of receptivity of the system's towards change. The socio-economic order parameters are offered, and the assessment methods through...

В статье рассматривается класс совокупностей технологий, которые могут быть представлены как сложные социально-экономические системы. В качестве инструмента...

In this article, author considers a class of technologies aggregates, which can be present as complex socio-economic systems. The order parameters are chosen as instrument of reflect the system integrity of this technologies aggregates. The analysis of aggregates through order parameters permit:...

In this article author marks out the life phases of socio-economic systems from the point of view of theirs stability / instability, determines the correlation between life phase and receptivity degree of system to changes. They offer the order parameters of socio-economic system and assessment...

In this article author marks out the life phases of socio-economic systems from the point of view of theirs stability / instability, determines the correlation between life phase and receptivity degree of system to changes. They offer the order parameters of socio-economic system and assessment...

We present a derivative pricing and estimation methodology for a class of stochastic volatility models that exploits the observed 'bursty' or persistent nature of stock price volatility. Empirical analysis of high-frequency S&P 500 index data confirms that volatility reverts slowly to its mean...

By means of wavelet transform a time series can be decomposed into a time dependent sum of frequency components. As a result we are able to capture seasonalities with time-varying period and intensity, which nourishes the belief that incorporating the wavelet transform in existing forecasting...

We present a multiscale analysis of the price dynamics of U.S. sector exchange-traded funds (ETFs). Our methodology features a multiscale noise-assisted approach, called the complementary ensemble empirical mode decomposition (CEEMD), that decomposes any financial time series into a number of...

We present a multiscale analysis of the price dynamics of U.S. sector exchange-traded funds (ETFs). Our methodology features a multiscale noise-assisted approach, called the complementary ensemble empirical mode decomposition (CEEMD), that decomposes any financial time series into a number of...