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A model of the behavior of the active neuron, which was the development of the model described in Shamis A.L. [Shamis, 2006], is designed. Proposed topology is locally connected matrix of the active neural network and the structure integration of information from different sources. An example of the script behavior robot controlled by this neural network is described. The results of experiments with the software implementation of a neural network are presented.

We found a predominance of α-rhythm patterns in the left hemisphere in healthy people compared to people with COVID-19 history. Moreover, we observe a significant decrease in the left hemisphere contribution to the speech center area in people who have undergone COVID-19 when performing speech tasks.

Our findings show that the signal in healthy subjects is more spatially localized and synchronized between hemispheres when performing tasks compared to people who recovered from COVID-19. We also observed a decrease in low frequencies in both hemispheres after COVID-19.

EEG-patterns of COVID-19 are detectable in an unusual frequency domain. What is usually considered noise in electroencephalographic (EEG) data carries information that can be used to determine whether or not a person has had COVID-19. These patterns can be interpreted as signs of hemispheric desynchronization, premature brain ageing, and more significant brain strain when performing simple tasks compared to people who did not have COVID-19.

In our work, we have shown the applicability of neural networks in helping to detect the long-term effects of COVID-19 on EEG-data. Furthermore, our data following other studies supported the hypothesis of the severity of the long-term effects of COVID-19 detected on the EEG-data of EEG-based BCI. The presented findings of functional activity of the brain– computer interface make it possible to use machine learning methods on simple, non-invasive brain–computer interfaces to detect post-COVID syndrome and develop progress in neurorehabilitation.

The paper studies the problem of searching for fragments with missing bibliographic links in a scientific article using automatic binary classification. To train the model, we propose a new contrast resampling technique, the innovation of which is the consideration of the context of the link, taking into account the boundaries of the fragment, which mostly affects the probability of presence of a bibliographic links in it. The training set was formed of automatically labeled samples that are fragments of three sentences with class labels «without link» and «with link» that satisfy the requirement of contrast: samples of different classes are distanced in the source text. The feature space was built automatically based on the term occurrence statistics and was expanded by constructing additional features — entities (names, numbers, quotes and abbreviations) recognized in the text.

A series of experiments was carried out on the archives of the scientific journals «Law enforcement review» (273 articles) and «Journal Infectology» (684 articles). The classification was carried out by the models Nearest Neighbors, RBF SVM, Random Forest, Multilayer Perceptron, with the selection of optimal hyperparameters for each classifier.

Experiments have confirmed the hypothesis put forward. The highest accuracy was reached by the neural network classifier (95%), which is however not as fast as the linear one that showed also high accuracy with contrast resampling (91–94%). These values are superior to those reported for NER and Sentiment Analysis on comparable data. The high computational efficiency of the proposed method makes it possible to integrate it into applied systems and to process documents online.

The purpose of this study is to develop a methodology for change points detection in time series, including financial data. The theoretical basis of the study is based on the pieces of research devoted to the analysis of structural changes in financial markets, description of the proposed algorithms for detecting change points and peculiarities of building classical and deep machine learning models for solving this type of problems. The development of such tools is of interest to investors and other stakeholders, providing them with additional approaches to the effective analysis of financial markets and interpretation of available data.

To address the research objective, a neural network was trained. In the course of the study several ways of training sample formation were considered, differing in the nature of statistical parameters. In order to improve the quality of training and obtain more accurate results, a methodology for feature generation was developed for the formation of features that serve as input data for the neural network. These features, in turn, were derived from an analysis of mathematical expectations and standard deviations of time series data over specific intervals. The potential for combining these features to achieve more stable results is also under investigation.

The results of model experiments were analyzed to compare the effectiveness of the proposed model with other existing changepoint detection algorithms that have gained widespread usage in practical applications. A specially generated dataset, developed using proprietary methods, was utilized as both training and testing data. Furthermore, the model, trained on various features, was tested on daily data from the S&P 500 index to assess its effectiveness in a real financial context.

As the principles of the model’s operation are described, possibilities for its further improvement are considered, including the modernization of the proposed model’s structure, optimization of training data generation, and feature formation. Additionally, the authors are tasked with advancing existing concepts for real-time changepoint detection.