All issues

Social media posts play an important role in demonstration of financial market state, and their analysis is a powerful tool for trading. The article describes the result of a study of the impact of social media activities on the movement of the financial market. The top authoritative influencers are selected. Twitter posts are used as data. Such texts usually include slang and abbreviations, so methods for preparing primary text data, including Stanza, regular expressions are presented. Two approaches to the representation of a point in time in the format of text data are considered. The difference of the influence of a single tweet or a whole package consisting of tweets collected over a certain period of time is investigated. A statistical approach in the form of frequency analysis is also considered, metrics defined by the significance of a particular word when identifying the relationship between price changes and Twitter posts are introduced. Frequency analysis involves the study of the occurrence distributions of various words and bigrams in the text for positive, negative or general trends. To build the markup, changes in the market are processed into a binary vector using various parameters, thus setting the task of binary classification. The parameters for Binance candlesticks are sorted out for better description of the movement of the cryptocurrency market, their variability is also explored in this article. Sentiment is studied using Stanford Core NLP. The result of statistical analysis is relevant to feature selection for further binary or multiclass classification tasks. The presented methods of text analysis contribute to the increase of the accuracy of models designed to solve natural language processing problems by selecting words, improving the quality of vectorization. Such algorithms are often used in automated trading strategies to predict the price of an asset, the trend of its movement.

This work deals with numerical modeling of motion of the multibody systems consisting of rigid bodies with arbitrary masses and inertial properties. We consider both planar and spatial systems which may contain kinematic loops.

The numerical modeling is fully automatic and its computational algorithm contains three principal steps. On step one a graph of the considered mechanical system is formed from the userinput data. This graph represents the hierarchical structure of the mechanical system. On step two the differential-algebraic equations of motion of the system are derived using the so-called Joint Coordinate Method. This method allows to minimize the redundancy and lower the number of the equations of motion and thus optimize the calculations. On step three the equations of motion are integrated numerically and the resulting laws of motion are presented via user interface or files.

The aforementioned algorithm is implemented in the software complex that contains a computer algebra system, a graph library, a mechanical solver, a library of numerical methods and a user interface.

This article considers the task of multiclass classification of coniferous trees with varying degrees of damage by insect pests on images obtained using unmanned aerial vehicles (UAVs). We propose the use of convolutional neural networks (CNNs) for the classification of fir trees Abies sibirica and Siberian pine trees Pinus sibirica in unmanned aerial vehicles (UAV) imagery. In our approach, we develop three CNN models based on the classical U-Net architecture, designed for pixel-wise classification of images (semantic segmentation). The first model, Mo-U-Net, incorporates several changes to the classical U-Net model. The second and third models, MSC-U-Net and MSC-Res-U-Net, respectively, form ensembles of three Mo-U-Net models, each varying in depth and input image sizes. Additionally, the MSC-Res-U-Net model includes the integration of residual blocks. To validate our approach, we have created two datasets of UAV images depicting trees affected by pests, specifically Abies sibirica and Pinus sibirica, and trained the proposed three CNN models utilizing mIoULoss and Focal Loss as loss functions. Subsequent evaluation focused on the effectiveness of each trained model in classifying damaged trees. The results obtained indicate that when mIoULoss served as the loss function, the proposed models fell short of practical applicability in the forestry industry, failing to achieve classification accuracy above the threshold value of 0.5 for individual classes of both tree species according to the IoU metric. However, under Focal Loss, the MSC-Res-U-Net and Mo-U-Net models, in contrast to the third proposed model MSC-U-Net, exhibited high classification accuracy (surpassing the threshold value of 0.5) for all classes of Abies sibirica and Pinus sibirica trees. Thus, these results underscore the practical significance of the MSC-Res-U-Net and Mo-U-Net models for forestry professionals, enabling accurate classification and early detection of pest outbreaks in coniferous trees.

A Large Language Model (LLM) is an advanced artificial intelligence algorithm that utilizes deep learning methodologies and extensive datasets to process, understand, and generate humanlike text. These models are capable of performing various tasks, such as summarization, content creation, translation, and predictive text generation, making them highly versatile in applications involving natural language understanding. Generative AI, often associated with LLMs, specifically focuses on creating new content, particularly text, by leveraging the capabilities of these models. Developers can harness LLMs to automate complex processes, such as extracting relevant information from system requirement documents and translating them into a structured database schema. This capability has the potential to streamline the database design phase, saving significant time and effort while ensuring that the resulting schema aligns closely with the given requirements. By integrating LLM technology with Natural Language Processing (NLP) techniques, the efficiency and accuracy of generating database schemas based on textual requirement specifications can be significantly enhanced. The proposed tool will utilize these capabilities to read system requirement specifications, which may be provided as text descriptions or as Entity-Relationship Diagrams (ERDs). It will then analyze the input and automatically generate a relational database schema in the form of SQL commands. This innovation eliminates much of the manual effort involved in database design, reduces human errors, and accelerates development timelines. The aim of this work is to provide a tool can be invaluable for software developers, database architects, and organizations aiming to optimize their workflow and align technical deliverables with business requirements seamlessly.

The aim of study was to develop an ensemble machine learning method for constructing interpretable predictive models and to validate it using the example of predicting in-hospital mortality (IHM) in patients with ST-segment elevation myocardial infarction (STEMI).

A retrospective cohort study was conducted using data from 5446 electronic medical records of STEMI patients who underwent percutaneous coronary intervention (PCI). Patients were divided into two groups: 335 (6.2%) patients who died during hospitalization and 5111 (93.8%) patients with a favourable in-hospital outcome. A pool of potential predictors was formed using statistical methods. Through multimetric categorization (minimizing p-values, maximizing the area under the ROC curve (AUC), and SHAP value analysis), decision trees, and multivariable logistic regression (MLR), predictors were transformed into risk factors for IHM. Predictive models for IHM were developed using MLR, Random Forest Risk Factors (RandFRF), Stochastic Gradient Boosting (XGboost), Random Forest (RF), Adaptive boosting, Gradient Boosting, Light Gradient-Boosting Machine, Categorical Boosting (CatBoost), Explainable Boosting Machine and Stacking methods.

Authors developed the RandFRF method, which integrates the predictive outcomes of modified decision trees, identifies risk factors and ranks them based on their contribution to the risk of adverse outcomes. RandFRF enables the development of predictive models with high discriminative performance (AUC 0.908), comparable to models based on CatBoost and Stacking (AUC 0.904 and 0.908, respectively). In turn, risk factors provide clinicians with information on the patient’s risk group classification and the extent of their impact on the probability of IHM. The risk factors identified by RandFRF can serve not only as rationale for the prediction results but also as a basis for developing more accurate models.

One of the principles of forming a competitive market environment is to create conditions for economic agents to implement Nash – Cournot optimal strategies. With the standard approach to determining Nash – Cournot optimal market strategies, economic agents must have complete information about the indicators and dynamic characteristics of all market participants. Which is not true.

In this regard, to find Nash – Cournot optimal solutions in dynamic models, it is necessary to have a coordinator who has complete information about the participants. However, in the case of a large number of game participants, even if the coordinator has the necessary information, computational difficulties arise associated with the need to solve a large number of coupled equations (in the case of linear dynamic games — Riccati matrix equations).

In this regard, there is a need to decompose the general problem of determining optimal strategies for market participants into private (local) problems. Approaches based on the iterative decomposition of coupled matrix Riccati equations and the solution of local Riccati equations were studied for linear dynamic games with a quadratic criterion. This article considers a simpler approach to the iterative determination of the Nash – Cournot equilibrium in an oligopoly, by decomposition using operational calculus (operator method).

The proposed approach is based on the following procedure. A virtual coordinator, which has information about the parameters of the inverse demand function, forms prices for the prospective period. Oligopolists, given fixed price dynamics, determine their strategies in accordance with a slightly modified optimality criterion. The optimal volumes of production of the oligopolists are sent to the coordinator, who, based on the iterative algorithm, adjusts the price dynamics at the previous step.

The proposed procedure is illustrated by the example of a static and dynamic model of rational behavior of oligopoly participants who maximize the net present value (NPV). Using the methods of operational calculus (and in particular, the inverse Z-transformation), conditions are found under which the iterative procedure leads to equilibrium levels of price and production volumes in the case of linear dynamic games with both quadratic and nonlinear (concave) optimization criteria.

The approach considered is used in relation to examples of duopoly, triopoly, duopoly on the market with a differentiated product, duopoly with interacting oligopolists with a linear inverse demand function. Comparison of the results of calculating the dynamics of price and production volumes of oligopolists for the considered examples based on coupled equations of the matrix Riccati equations in Matlab (in the table — Riccati), as well as in accordance with the proposed iterative method in the widely available Excel system shows their practical identity.

In addition, the application of the proposed iterative procedure is illustrated by the example of a duopoly with a nonlinear demand function.

The question of distribution of citizens expenses in modern Russia is experimentally investigated. New cars were chosen as representative group of the acquired goods as well as earlier. Results of the analysis of sales of new cars for 2007–2009 are presented below. Main “body” of density of probability to find certain number of cars depending on their price, since some initial price up to ~ k$60, is an exponential distribution. The found feature of distribution (unlike 2003–2005) was an existence of minimum price. For expensive cars (distribution “tail”), the asymptotic form is the Pareto distribution with a hyperbole exponent a little greater, than measured earlier for 2003–2005. The results turned up to be similar to direct measurements of distribution of tax declarations on their size, submitted to the USA in 2004 where exponential distribution of the income of citizens, since some minimum, with some asymptotic in the form of Pareto's distribution also was observed.

A mathematical model of tumor growth in tissue taking into account angiogenesis and antiangiogenic therapy is developed. In the model the convective flows in tissue are considered as well as individual motility of tumor cells. It is considered that a cell starts to migrate if the nutrient concentration falls lower than the critical level and returns into proliferation in the region with high nutrient concentration. Malignant cells in the state of metabolic stress produce vascular endothelial growth factor (VEGF), stimulating tumor angiogenesis, which increases the nutrient supply. In this work an antiangiogenic drug which bounds irreversibly to VEGF, converting it to inactive form, is modeled. Numerical analysis of influence of antiangiogenic drug concentration and efficiency on tumor rate of growth and structure is performed. It is shown that antiangiogenic therapy can decrease the growth of low-invasive tumor, but is not able to stop it completely.

Modern mathematical models in the dynamics system “soil–plant” are considered. The components of this system are: agricultural plant, microorganisms of the rhizosphere (root zone of plants), the mineral nutrition elements of plants in their mobile and immobile forms. The model of submitted system based on the analysis of the adopted provisions was developed. The construction of system elements allows to display the coordinated dynamics of these elements among themselves. In particular, the dynamics of mineral nutrition elements in plants and the dynamics of their biomass are determined by the current contents in the rhizosphere of mineral fertilizers and organic origin substances (plant roots, leaves, etc.). The immobility of plants spatial distribution and the mobile spatial nature of microorganisms are assumed. This mechanism is determined by diffusion. Mutual relationships between weeds and pests are suggested. The dynamics of the mineral nutrition elements is determined by the peculiarity of sorption in the soil solution, environmental conditions, organic decomposition and fertilizer application. An analytical study for a system where each of the components is represented by only one species (fertilizer, the association of microorganisms and plants) was performed. An adaptation of the wave propagation model in the “resource–consumer” system (Kolmogorov–Petrovsky–Piskunov waves) has been developed for annual agricultural crops. The developed model has been adapted for the growth of Krasnoufimskaya-100 spring wheat in a vessel on peat lowland soil, where nitrogen, phosphorus, and potassium fertilizers were added variably. Sample distributions are plants biomass and the content of mineral nutrition elements in them. The parametric identification of the model and its adequacy was performed. An assessment of the model adequacy showed a good agreement between the model and experimental data.

The article considers a bilinear model of the influence of external disturbances on the stability of the structure of social systems. Approaches to the third-party stabilization of the initial system consisting of two groups are investigated — by reducing the initial system to a linear system with uncertain parameters and using the results of the theory of linear dynamic games with a quadratic criterion. The influence of the coefficients of the proposed model of the social system and the control parameters on the quality of the system stabilization is analyzed with the help of computer experiments. It is shown that the use of a minimax strategy by a third party in the form of feedback control leads to a relatively close convergence of the population of the second group (excited by external influences) to an acceptable level, even with unfavorable periodic dynamic perturbations.

The influence of one of the key coefficients in the criterion $(\varepsilon)$ used to compensate for the effects of external disturbances (the latter are present in the linear model in the form of uncertainty) on the quality of system stabilization is investigated. Using Z-transform, it is shown that a decrease in the coefficient $\varepsilon$ should lead to an increase in the values of the sum of the squares of the control. The computer calculations carried out in the article also show that the improvement of the convergence of the system structure to the equilibrium level with a decrease in this coefficient is achieved due to sharp changes in control in the initial period, which may induce the transition of some members of the quiet group to the second, excited group.

The article also examines the influence of the values of the model coefficients that characterize the level of social tension on the quality of management. Calculations show that an increase in the level of social tension (all other things being equal) leads to the need for a significant increase in the third party's stabilizing efforts, as well as the value of control at the transition period.

The results of the statistical modeling carried out in the article show that the calculated feedback controls successfully compensate for random disturbances on the social system (both in the form of «white» noise, and of autocorrelated disturbances).