×

You are using an outdated browser Internet Explorer. It does not support some functions of the site.

Recommend that you install one of the following browsers: Firefox, Opera or Chrome.

Contacts:

+7 961 270-60-01
ivdon3@bk.ru

  • Option trading strategies efficiency analysis for MOEX assets with a machine learning approach.

    An inportant and challenging task for a market analyst is to predict a value or a direction of a certain indicator based on the behaviour of a given financial instrument. In this paper we use random forest algorithms to predict a value and a direction of an implied volatility of RTS index options. We collect and prepare the historical data with an algorithm which takes into account both the actual trades history and the ordlog. We then examine and use the effect of volatility clustering which can be observed on such options. Finally, we construct some simple option trading strategies based on the predictions we made and measure their performance on a subset of our historical data. The results obtained shows that such approach can of use as one of the mechanisms for making decisions in practical trading, and needs further research.

    Keywords: option, trading strategies, random forest, RTS index, spot market

  • The new class of nonlinear radioelectronic dynamic systems

    Correlation intervals of chaotic systems with modulated time step-size signals was estimated. Temporal discretisation step estimation ratio to quasi-resonant period oscillations was varied. Probability distributions of the Lorenz system signals are considered. Discretization step size influence on poly Gauss properties of signals was carried out.

    Keywords: dynamic chaos, radioelectronic dynamic systems, statistical properties

  • The ratio of the input circuit parameters UPFC

    This article examines the processes occurring in the input circuits of a universal AC control system. The calculated ratio of the power flow control algorithms between networks, provided consumption given the current nature of any nature in the generation of power. The dependences of the calculated ratios.

    Keywords: a universal system of alternating current control; power flow control; vector diagram; Power network voltage inverter, active rectifier, capacitive drive.

  • Analysis of effectiveness of laser processing of seeds spring-sown field of a grade of ""Irgin""

    Results of application of laser technology of processing of seeds of a spring-sown field are presented in article. Results of researches confirm positive influence of application of laser technology, selection of the optimum processing conditions of seeds of wheat therefore productivity of the processed wheat of a grade of "Irgin" increases is carried out.

    Keywords: intensive technology, use of the laser, mode of behavior, laser processing, efficiency, productivity, quality of products, radiation dose, experiment

  • Multilayer 1d-periodic absorbing structures in the optical range

    In the present work a new trends in the development of absorbent materials are described. The results of calculation of scattering and reflection patterns for multilayer structures are presented. Parameters of the structures with highest absorption are evaluated. Analysis of obtained theoretical calculations is presented.

    Keywords: resonance absorption, metamaterials, plasmons, nanophotonics, nanostructures, reflectance

  • Dust pollution in urbanized areas for the storage of waste potash production and its impact on human health

    The article presents the analysis of dispersed dust cloud formed by the production of works for the storage of waste production of potash fertilizers. The analysis makes it possible to assess the impact of dust on the organism of workers and to provide personal protective equipment.

    Keywords: Seimova G.V., Firsov R.G., Rossoshanskij V.V.

  • Studies of dustiness in a residential area located near industrial enterprises with PM10 and PM2.5 particles

    Air pollution in residential areas near industrial plants is one of the most significant problems of modern ecology. The resulting dust is one of the important factors in assessing the adverse impact on the environment. Studies show that the greatest danger to the human body is particles up to 10 microns in size. When analyzing the dispersion of dust in the residential and industrial areas, it is possible to estimate the percentage of particles PM10 and PM2.5 from the total amount that is necessary to effectively control the effects of dust on human health. The article gives a comparative analysis of the results of studies of the dispersion composition and dust concentration in the air of the working zone and the urban environment.

    Keywords: sources of pollution, atmospheric air, dispersed analysis, PM10, PM2.5, dust, microscopic method, laser method, concentration, sanitary protection zone

  • The production of cellular concrete using local materials

    The paper proposes a new foam based on cement and the steelmaking slag, which is obtained and developed at the Department of construction materials and special technologies, IAIS VSTU. The purpose of the survey was to obtain an effective insulating material for wall building envelopes, in high-rise housing construction and of the material for use in low-rise construction in the manufacture, which would maximize the use of local raw and production resources. When selecting components, special attention was paid to the resource base of existing enterprises of Volgograd, analyse the products of local manufacturers. The tests were conducted in the laboratory and on the production line. It is known that the slag used in the production of building materials rarely, usually just transported to dumps by truck. At the plants, open hearth plants, slag with shlakovoza buckets are taken and poured as a melt into slag pits. Use water spraying for crushing slag due to thermal shock when the temperature drops.

    Keywords: foam, electric furnace slags, heat insulation material, building energy efficiency, building materials

  • Method for preliminary assessment of the geotechnical situation of the site for the reconstruction of construction of unique buildings and structures

    The article is devoted to the development of a methodology for preliminary assessment of the geotechnical situation of the site for the reconstruction of construction of unique buildings and structures and its explanation. Was the method of determining the geotechnical category, the complexity of a new building and highlighted the main aspects of the stages of the methodology.

    Keywords: geotechnical situation, unique buildings, investment risks, risk category, category of responsibility of an object category of technical condition of foundations

  • Information maintenance of ecological safety for geographically distributed systems of hazardous substances storage

    Paper deals with the analysis and synthesis of geographically distributed systems for storage of hazardous substances from the environmental safety position. Particular attention is paid to the information layer to ensure environmental safety (ES) of these systems, which operates on the results of the processing of regulatory documents, environmental monitoring data, analytical reports, etc. Its operation is based on a system of specialized automated workplaces (AWP), each of which generates a plurality of projections and calculations in order to provide ES, using information on three levels of detail: the physical, technological and logical. The structures of mathematical, informationtion, software and hardware provision of AWP are discussed. It is shown that the proposed AWP structure can be used in the design of the various systems for storage of hazardous substances and is aimed to provide ES in their operation.

    Keywords: geographically distributed storage systems, hazardous materials, environmental security, information maintenance, environmental specialists, workstation

  • The stages of formation and current trends of project and reconstruction of industrial buildings

    The article consists of overview of stages of forming industrial buildings architectural types and contemporary trends and principles of industrial buildings topical organization and reconstruction.

    Keywords: architecture, industrial buildings, reconstruction of industrial buildings

  • Chemical processing PET

    In the article methods of utilization of PET. The chemical method chosen by us is one the most priority types of the processing of plastic containers (bottles - PET). Also results of some physical and mechanical tests of the modified PET

    Keywords: PET, chemical modification, polyisobutylene, recycling, extrusion

  • Technical maintenance of ecological safety for geographically distributed systems of hazardous substances storage

    From the standpoint of environmental safety paper deals with the analysis and synthesis of geographically distributed systems for storage of hazardous substances. The main attention is paid to the technical maintenance of ecological safety of these systems which is determined by the layer of tool control system (TCS) in ecological situation monitoring channels, storage of hazardous substances and protection parameters of perimeter storage. Operation of TCS relies on the use of fiber-optic sensors based on fiber Bragg gratings in each of said channels and their methods of polyharmonic probing. Defined principles of joint measurement of temperature and pressure as the main storage options, optical absorption measurements of gas concentrations using remote multicomponent fiber optic infrared analyzer for monitoring the environmental situation are discussed. The information about the construction of storage areas perimeter security systems sensors are given. It is shown that the proposed TCS structure can be used in the design of the various systems of hazardous substances storage and is aimed at addressing issues of environmental safety in their operation.

    Keywords: geographically distributed storage systems, hazardous materials, environmental security, technical support, fiber Bragg grating, measurement of temperature and pressure, multi-fiber optical infrared gas analyzer

  • Development of the system videoraspoznavaniya graphic images based on multi-agent recursive cognitive architectures

    The paper deals with the issue of establishing recognition of graphic objects in the video stream based on multi-agent recursive cognitive architectures. A structure of the system, a hierarchy of agents and their interactions. The article describes the developed messaging protocol between the subsystem coding information obtained from a video input device and the core of the multi-recursive cognitive architecture

    Keywords: multi-agent system, cognitive architecture, the agent, recognition, videoraspoznavanie, multimodal data, artificial intelligence

  • Mathematical modeling of the nonlinear characteristics of the elements in relation to the problem of implementation of the two-terminal with the specified non-linear dependencies

    The article proposes to use to describe the polar equations of nonlinear resistive two-terminal corresponding differential equations. This simplifies the implementation of non-linear resistors based on analog-digital-analog element. Constant coefficients in the mathematical model are treated as constants of integration. Therefore, the element setting the desired current-voltage characteristic is accomplished by setting appropriate initial conditions.

    Keywords: Non-linear element, a mathematical model, pole equation, the differential form