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We consider the hierarchical model of financial crashes introduced by A. Johansen and D. Sornette which reproduces the log-periodic power law behavior of the price before the critical point. In order to build the generalization of this model we introduce the dependence of an influence exponent on an ultrametric distance between agents. Much attention is being paid to a problem of critical point universality which is investigated by comparison of probability density functions of the crash times corresponding to systems with various total numbers of agents.

The number of papers addressing the forecasting of the infectious disease morbidity is rapidly growing due to accumulation of available statistical data. This article surveys the major approaches for the shortterm and the long-term morbidity forecasting. Their limitations and the practical application possibilities are pointed out. The paper presents the conventional time series analysis methods — regression and autoregressive models; machine learning-based approaches — Bayesian networks and artificial neural networks; case-based reasoning; filtration-based techniques. The most known mathematical models of infectious diseases are mentioned: classical equation-based models (deterministic and stochastic), modern simulation models (network and agent-based).

Financial mathematics is one of the most natural applications for the statistical analysis of time series. Financial time series reflect simultaneous activity of a large number of different economic agents. Consequently, one expects that methods of statistical physics and the theory of random processes can be applied to them.

In this paper, we provide a statistical analysis of time series of the FOREX currency market. Of particular interest is the comparison of the time series behavior depending on the way time is measured: physical time versus trading time measured in the number of elementary price changes (ticks). The experimentally observed statistics of the time series under consideration (euro–dollar for the first half of 2007 and for 2009 and British pound – dollar for 2007) radically differs depending on the choice of the method of time measurement. When measuring time in ticks, the distribution of price increments can be well described by the normal distribution already on a scale of the order of ten ticks. At the same time, when price increments are measured in real physical time, the distribution of increments continues to differ radically from the normal up to scales of the order of minutes and even hours.

To explain this phenomenon, we investigate the statistical properties of elementary increments in price and time. In particular, we show that the distribution of time between ticks for all three time series has a long (1-2 orders of magnitude) power-law tails with exponential cutoff at large times. We obtained approximate expressions for the distributions of waiting times for all three cases. Other statistical characteristics of the time series (the distribution of elementary price changes, pair correlation functions for price increments and for waiting times) demonstrate fairly simple behavior. Thus, it is the anomalously wide distribution of the waiting times that plays the most important role in the deviation of the distribution of increments from the normal. As a result, we discuss the possibility of applying a continuous time random walk (CTRW) model to describe the FOREX time series.

Inhibitors of histone deacetylases (HDACi) have considered as a promising class of drugs for the treatment of cancers because of their effects on cell growth, differentiation, and apoptosis. Angiogenesis play an important role in the growth of most solid tumors and the progression of metastasis. The vascular endothelial growth factor (VEGF) is a key angiogenic agent, which is secreted by malignant tumors, which induces the proliferation and the migration of vascular endothelial cells. Currently, the most promising strategy in the fight against cancer is the creation of hybrid drugs that simultaneously act on several physiological targets. In this work, a series of hybrids bearing N-phenylquinazolin-4-amine and hydroxamic acid moieties were studied as dual VEGFR-2/HDAC inhibitors using simplex representation of the molecular structure and Support Vector Machine (SVM). The total sample of 42 compounds was divided into training and test sets. Five-fold cross-validation (5-fold) was used for internal validation. Satisfactory quantitative structure—activity relationship (QSAR) models were constructed (R²_test = 0.64–0.87) for inhibitors of HDAC, VEGFR-2 and human breast cancer cell line MCF-7. The interpretation of the obtained QSAR models was carried out. The coordinated effect of different molecular fragments on the increase of antitumor activity of the studied compounds was estimated. Among the substituents of the N-phenyl fragment, the positive contribution of para bromine for all three types of activity can be distinguished. The results of the interpretation were used for molecular design of potential dual VEGFR-2/HDAC inhibitors. For comparative QSAR research we used physicochemical descriptors calculated by the program HYBOT, the method of Random Forest (RF), and on-line version of the expert system OCHEM (https://ochem.eu). In the modeling of OCHEM PyDescriptor descriptors and extreme gradient boosting was chosen. In addition, the models obtained with the help of the expert system OCHEM were used for virtual screening of 300 compounds to select promising VEGFR-2/HDAC inhibitors for further synthesis and testing.

Migration has a significant impact on the shaping of the demographic structure of the territories population, the state of regional and local labour markets. As a rule, rapid change in the working-age population of any territory due to migration processes results in an imbalance in supply and demand on labour markets and a change in the demographic structure of the population. Migration is also to a large extent a reflection of socio-economic processes taking place in the society. Hence, the issues related to the study of migration factors, the direction, intensity and structure of migration flows, and the prediction of their magnitude are becoming topical issues these days.

Mathematical tools are often used to analyze, predict migration processes and assess their consequences, allowing for essentially accurate modelling of migration processes for different territories on the basis of the available statistical data. In recent years, quite a number of scientific papers on modelling internal and external migration flows using mathematical methods have appeared both in Russia and in foreign countries in recent years. Consequently, there has been a need to systematize the currently most commonly used methods and tools applied in migration modelling to form a coherent picture of the main trends and research directions in this field.

The presented review considers the main approaches to migration modelling and the main components of migration modelling methodology, i. e. stages, methods, models and model classification. Their comparative analysis was also conducted and general recommendations on the choice of mathematical tools for modelling were developed. The review contains two sections: migration modelling methods and migration models. The first section describes the main methods used in the model development process — econometric, cellular automata, system-dynamic, probabilistic, balance, optimization and cluster analysis. Based on the analysis of modern domestic and foreign publications on migration, the most common classes of models — regression, agent-based, simulation, optimization, probabilistic, balance, dynamic and combined — were identified and described. The features, advantages and disadvantages of different types of migration process models were considered.

Since 1950s the field of city transport modelling has progressed rapidly. The first equilibrium distribution models of traffic flow appeared. The most popular model (which is still being widely used) was the Beckmann model, based on the two Wardrop principles. The core of the model could be briefly described as the search for the Nash equilibrium in a population demand game, in which losses of agents (drivers) are calculated based on the chosen path and demands of this path with correspondences being fixed. The demands (costs) of a path are calculated as the sum of the demands of different path segments (graph edges), that are included in the path. The costs of an edge (edge travel time) are determined by the amount of traffic on this edge (more traffic means larger travel time). The flow on a graph edge is determined by the sum of flows over all paths passing through the given edge. Thus, the cost of traveling along a path is determined not only by the choice of the path, but also by the paths other drivers have chosen. Thus, it is a standard game theory task. The way cost functions are constructed allows us to narrow the search for equilibrium to solving an optimization problem (game is potential in this case). If the cost functions are monotone and non-decreasing, the optimization problem is convex. Actually, different assumptions about the cost functions form different models. The most popular model is based on the BPR cost function. Such functions are massively used in calculations of real cities. However, in the beginning of the XXI century, Yu. E. Nesterov and A. de Palma showed that Beckmann-type models have serious weak points. Those could be fixed using the stable dynamics model, as it was called by the authors. The search for equilibrium here could be also reduced to an optimization problem, moreover, the problem of linear programming. In 2013, A.V.Gasnikov discovered that the stable dynamics model can be obtained by a passage to the limit in the Beckmann model. However, it was made only for several practically important, but still special cases. Generally, the question if this passage to the limit is possible remains open. In this paper, we provide the justification of the possibility of the above-mentioned passage to the limit in the general case, when the cost function for traveling along the edge as a function of the flow along the edge degenerates into a function equal to fixed costs until the capacity is reached and it is equal to plus infinity when the capacity is exceeded.

At the middle of the 2000-th, scientists studying the functioning of insect communities identified four basic patterns of the organizational structure of such communities. (i) Cooperation is more developed in groups with strong kinship. (ii) Cooperation in species with large colony sizes is often more developed than in species with small colony sizes. And small-sized colonies often exhibit greater internal reproductive conflict and less morphological and behavioral specialization. (iii) Within a single species, brood size (i. e., in a sense, efficiency) per capita usually decreases as colony size increases. (iv) Advanced cooperation tends to occur when resources are limited and intergroup competition is fierce. Thinking of the functioning of a group of organisms as a two-level competitive market in which individuals face the problem of allocating their energy between investment in intergroup competition and investment in intragroup competition, i. e., an internal struggle for the share of resources obtained through intergroup competition, we can compare such a biological situation with the economic phenomenon of “coopetition” — the cooperation of competing agents with the goal of later competitively dividing the resources won in consequence In the framework of economic researches the effects similar to (ii) — in the framework of large and small group competition the optimal strategy of large group would be complete squeezing out of the second group and monopolization of the market (i. e. large groups tend to act cooperatively) and (iii) — there are conditions, in which the size of the group has a negative impact on productivity of each of its individuals (this effect is called the paradox of group size or Ringelman effect). The general idea of modeling such effects is the idea of proportionality — each individual (an individual/rational agent) decides what share of his forces to invest in intergroup competition and what share to invest in intragroup competition. The group’s gain must be proportional to its total investment in competition, while the individual’s gain is proportional to its contribution to intra-group competition. Despite the prevalence of empirical observations, no gametheoretic model has yet been introduced in which the empirically observed effects can be confirmed. This paper proposes a model that eliminates the problems of previously existing ones and the simulation of Nash equilibrium states within the proposed model allows the above effects to be observed in numerical experiments.

Recently we have developed a new method for studying DNA based on ultrasound - induced cleavage of DNA sugar-phosphate backbone. Relative cleavage rates of the phosphodiester bonds in all 16 dinucleotides have been determined. The increased amount of data sampling (of more than 20 000 nucleotides) made it also possible to obtain cleavage rates in all 256 possible tetranucleotides. These values quantitatively characterize sequence effects on conformational dynamics of DNA sugar phosphate backbone. Same type of DNA heterogeneity have been discovered and studied using its chemical cleavage induced by various chemical agents and DNAse I. The presence of essential heterogeneity in structural properties of DNA might be a key for physical mapping of the genomes, i.e. determining the structural profiles being responsible for DNA recognition by gene expression regulation machinery.

This paper is dedicated to discussing methods of statistical modeling the outcomes of sport events and, particularly, matches with continuous time. We propose a simulation-based approach to predicting the outcome of a match, somehow medium between pure statistical methods and agent simulation of individual players. An example of retrospective prediction is given.

In the last decade along with classical cytotoxic agents, antiangiogenic drugs have been actively used in cancer chemotherapy. They are not aimed at killing malignant cells, but at blocking the process of angiogenesis, i.e., the growth of new vessels in the tumor and its surrounding tissues. Agents that stimulate angiogenesis, in particular, vascular endothelial growth factor, are actively produced by tumor cells in the state of metabolic stress. It is believed that blocking of tumor neovascularization should lead to a shortage of nutrients flow to the tumor, and thus can stop, or at least significantly slow down its growth. Clinical practice on the use of first antiangiogenic drug bevacizumab has shown that in some cases such therapy does not influence the growth rate of the tumor, whereas for other types of malignant neoplasms antiangiogenic therapy has a high antitumor effect. However, it has been shown that along with successful slowing of tumor growth, therapy with bevacizumab can induce directed tumor progression to a more invasive, and therefore more lethal, type. These data require theoretical analysis and rationale for the evolutionary factors that lead to the observation of epithelial-mesenchymal transition. For this purpose we have developed a spatially distributed mathematical model of growth and antiangiogenic therapy of heterogeneous tumor consisting of two subpopulations of malignant cells. One of subpopulations possesses inherent characteristics of epithelial phenotype, i.e., low motility and high proliferation rate, the other one corresponds to mesenchymal phenotype having high motility and low proliferation rate. We have performed the investigation of competition between these subpopulations of heterogeneous tumor in the cases of tumor growth without therapy and under bevacizumab monotherapy. It is shown that constant use of antiangiogenic drug leads to an increase of the region in parameter space, where the dominance of mesenchymal phenotype takes place, i.e., within a certain range of parameters in the absence of therapy epithelial phenotype is dominant but during bevacizumab administration mesenchymal phenotype begins to dominate. This result provides a theoretical basis of the clinically observed directed tumor progression to more invasive type under antiangiogenic therapy.