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Development of and research into a rigid algorithm for analyzing Twitter publications and its influence on the movements of the cryptocurrency market
Computer Research and Modeling, 2023, v. 15, no. 1, pp. 157-170Social media is a crucial indicator of the position of assets in the financial market. The paper describes the rigid solution for the classification problem to determine the influence of social media activity on financial market movements. Reputable crypto traders influencers are selected. Twitter posts packages are used as data. The methods of text, which are characterized by the numerous use of slang words and abbreviations, and preprocessing consist in lemmatization of Stanza and the use of regular expressions. A word is considered as an element of a vector of a data unit in the course of solving the problem of binary classification. The best markup parameters for processing Binance candles are searched for. Methods of feature selection, which is necessary for a precise description of text data and the subsequent process of establishing dependence, are represented by machine learning and statistical analysis. First, the feature selection is used based on the information criterion. This approach is implemented in a random forest model and is relevant for the task of feature selection for splitting nodes in a decision tree. The second one is based on the rigid compilation of a binary vector during a rough check of the presence or absence of a word in the package and counting the sum of the elements of this vector. Then a decision is made depending on the superiority of this sum over the threshold value that is predetermined previously by analyzing the frequency distribution of mentions of the word. The algorithm used to solve the problem was named benchmark and analyzed as a tool. Similar algorithms are often used in automated trading strategies. In the course of the study, observations of the influence of frequently occurring words, which are used as a basis of dimension 2 and 3 in vectorization, are described as well.
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Comparison of Arctic zone RF companies with different Polar Index ratings by economic criteria with the help of machine learning tools
Computer Research and Modeling, 2020, v. 12, no. 1, pp. 201-215The paper presents a comparative analysis of the enterprises of the Arctic Zone of the Russian Federation (AZ RF) on economic indicators in accordance with the rating of the Polar index. This study includes numerical data of 193 enterprises located in the AZ RF. Machine learning methods are applied, both standard, from open source, and own original methods — the method of Optimally Reliable Partitions (ORP), the method of Statistically Weighted Syndromes (SWS). Held split, indicating the maximum value of the functional quality, this study used the simplest family of different one-dimensional partition with a single boundary point, as well as a collection of different two-dimensional partition with one boundary point on each of the two combining variables. Permutation tests allow not only to evaluate the reliability of the data of the revealed regularities, but also to exclude partitions with excessive complexity from the set of the revealed regularities. Patterns connected the class number and economic indicators are revealed using the SDT method on one-dimensional indicators. The regularities which are revealed within the framework of the simplest one-dimensional model with one boundary point and with significance not worse than p < 0.001 are also presented in the given study. The so-called sliding control method was used for reliable evaluation of such diagnostic ability. As a result of these studies, a set of methods that had sufficient effectiveness was identified. The collective method based on the results of several machine learning methods showed the high importance of economic indicators for the division of enterprises in accordance with the rating of the Polar index. Our study proved and showed that those companies that entered the top Rating of the Polar index are generally recognized by financial indicators among all companies in the Arctic Zone. However it would be useful to supplement the list of indicators with ecological and social criteria.
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Numerical model of jack-up rig’s mechanical behavior under seismic loading
Computer Research and Modeling, 2022, v. 14, no. 4, pp. 853-871The paper presents results of numerical modeling of stress-strain state of jack-up rigs used for shelf hydrocarbon reservoirs exploitation. The work studied the equilibrium stress state of a jack-up rig standing on seafloor and mechanical behavior of the rig under seismic loading. Surface elastic wave caused by a distant earthquake acts a reason for the loading. Stability of jack-up rig is the main topic of the research, as stability can be lost due to redistribution of stresses and strains in the elements of the rig due to seismic loading. Modeling results revealed that seismic loading can indeed lead to intermittent growth of stresses in particular elements of the rig’s support legs resulting into stability loss. These results were obtained using the finite element-based numerical scheme. The paper contains the proof of modeling results convergence obtained from analysis of one problem — the problem of stresses and strains distributions for the contact problem of a rigid cylinder indenting on elastic half space. The comparison between numerical and analytical solutions proved the used numerical scheme to be correct, as obtained results converged. The paper presents an analysis of the different factors influencing the mechanical behavior of the studied system. These factors include the degree of seismic loading, mechanical properties of seafloor sediments, and depth of support legs penetration. The results obtained from numerical modeling made it possible to formulate preliminary conclusions regarding the need to take site-specific conditions into account whenever planning the use of jack-up rigs, especially, in the regions with seismic activity. The approach presented in the paper can be used to evaluate risks related to offshore hydrocarbon reservoirs exploitation and development, while the reported numerical scheme can be used to solve some contact problems of theory of elasticity with the need to analyze dynamic processes.
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Usage of boundary layer grids in numerical simulations of viscous phenomena in of ship hydrodynamics problems
Computer Research and Modeling, 2023, v. 15, no. 4, pp. 995-1008Numerical simulation of hull flow, marine propellers and other basic problems of ship hydrodynamics using Cartesian adaptive locally-refined grids is advantageous with respect to numerical setup and makes an express analysis very convenient. However, when more accurate viscous phenomena are needed, they condition some problems including a sharp increase of cell number due to high levels of main grid adaptation needed to resolve boundary layers and time step decrease in simulations with a free surface due to decrease of transit time in adapted cells. To avoid those disadvantages, additional boundary layer grids are suggested for resolution of boundary layers. The boundary layer grids are one-dimensional adaptations of main grid layers nearest to a wall, which are built along a normal direction. The boundary layer grids are additional (or chimerical), their volumes are not subtracted from main grid volumes. Governing equations of flow are integrated in both grids simultaneously, and the solutions are merged according to a special algorithm. In simulations of ship hull flow boundary layer grids are able to provide sufficient conditions for low-Reynolds turbulence models and significantly improve flow structure in continues boundary layers along smooth surfaces. When there are flow separations or other complex phenomena on a hull surface, it can be subdivided into regions, and the boundary layer grids should be applied to the regions with simple flow only. This still provides a drastic decrease of computational efforts. In simulations of marine propellers, the boundary layer grids are able to provide refuse of wall functions on blade surfaces, what leads to significantly more accurate hydrodynamic forces. Altering number and configuration of boundary grid layers, it is possible to vary a boundary layer resolution without change of a main grid. This makes the boundary layer grids a suitable tool to investigate scale effects in both problems considered.
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A dynamic analysis of a prey – predator – superpredator system: a family of equilibria and its destruction
Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1601-1615The paper investigates the dynamics of a finite-dimensional model describing the interaction of three populations: prey $x(t)$, its consuming predator $y(t)$, and a superpredator $z(t)$ that feeds on both species. Mathematically, the problem is formulated as a system of nonlinear first-order differential equations with the following right-hand side: $[x(1-x)-(y+z)g;\,\eta_1^{}yg-d_1^{}f-\mu_1^{}y;\,\eta_2^{}zg+d_2^{}f-\mu_2^{}z]$, where $\eta_j^{}$, $d_j^{}$, $\mu_j^{}$ ($j=1,\,2$) are positive coefficients. The considered model belongs to the class of cosymmetric dynamical systems under the Lotka\,--\,Volterra functional response $g=x$, $f=yz$, and two parameter constraints: $\mu_2^{}=d_2^{}\left(1+\frac{\mu_1^{}}{d_1^{}}\right)$, $\eta_2^{}=d_2^{}\left(1+\frac{\eta_1^{}}{d_1^{}}\right)$. In this case, a family of equilibria is being of a straight line in phase space. We have analyzed the stability of the equilibria from the family and isolated equilibria. Maps of stationary solutions and limit cycles have been constructed. The breakdown of the family is studied by violating the cosymmetry conditions and using the Holling model $g(x)=\frac x{1+b_1^{}x}$ and the Beddington–DeAngelis model $f(y,\,z)=\frac{yz}{1+b_2^{}y+b_3^{}z}$. To achieve this, the apparatus of Yudovich's theory of cosymmetry is applied, including the computation of cosymmetric defects and selective functions. Through numerical experimentation, invasive scenarios have been analyzed, encompassing the introduction of a superpredator into the predator-prey system, the elimination of the predator, or the superpredator.
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Difference splitting schemes for the system of one-dimensional equations of hemodynamics
Computer Research and Modeling, 2024, v. 16, no. 2, pp. 459-488The work is devoted to the construction and analysis of difference schemes for a system of hemodynamic equations obtained by averaging the hydrodynamic equations of a viscous incompressible fluid over the vessel cross-section. Models of blood as an ideal and as a viscous Newtonian fluid are considered. Difference schemes that approximate equations with second order on the spatial variable are proposed. The computational algorithms of the constructed schemes are based on the method of splitting on physical processes. According to this approach, at one time step, the model equations are considered separately and sequentially. The practical implementation of the proposed schemes at each time step leads to a sequential solution of two linear systems with tridiagonal matrices. It is demonstrated that the schemes are $\rho$-stable under minor restrictions on the time step in the case of sufficiently smooth solutions.
For the problem with a known analytical solution, it is demonstrated that the numerical solution has a second order convergence in a wide range of spatial grid step. The proposed schemes are compared with well-known explicit schemes, such as the Lax – Wendroff, Lax – Friedrichs and McCormack schemes in computational experiments on modeling blood flow in model vascular systems. It is demonstrated that the results obtained using the proposed schemes are close to the results obtained using other computational schemes, including schemes constructed by other approaches to spatial discretization. It is demonstrated that in the case of different spatial grids, the time of computation for the proposed schemes is significantly less than in the case of explicit schemes, despite the need to solve systems of linear equations at each step. The disadvantages of the schemes are the limitation on the time step in the case of discontinuous or strongly changing solutions and the need to use extrapolation of values at the boundary points of the vessels. In this regard, problems on the adaptation of splitting schemes for problems with discontinuous solutions and in cases of special types of conditions at the vessels ends are perspective for further research.
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Assessing the impact of deposit benchmark interest rate on banking loan dynamics
Computer Research and Modeling, 2024, v. 16, no. 4, pp. 1023-1032Deposit benchmark interest rates are a policy implemented by banking regulators to calculate the interest rates offered to depositors, maintaining equitable and competitive rates within the financial industry. It functions as a benchmark for determining the pricing of different banking products, expenses, and financial choices. The benchmark rate will have a direct impact on the amount of money deposited, which in turn will determine the amount of money available for lending.We are motivated to analyze the influence of deposit benchmark interest rates on the dynamics of banking loans. This study examines the issue using a difference equation of banking loans. In this process, the decision on the loan amount in the next period is influenced by both the present loan volume and the information on its marginal profit. An analysis is made of the loan equilibrium point and its stability. We also analyze the bifurcations that arise in the model. To ensure a stable banking loan, it is necessary to set the benchmark rate higher than the flip value and lower than the transcritical bifurcation values. The confirmation of this result is supported by the bifurcation diagram and its associated Lyapunov exponent. Insufficient deposit benchmark interest rates might lead to chaotic dynamics in banking lending. Additionally, a bifurcation diagram with two parameters is also shown. We do numerical sensitivity analysis by examining contour plots of the stability requirements, which vary with the deposit benchmark interest rate and other parameters. In addition, we examine a nonstandard difference approach for the previous model, assess its stability, and make a comparison with the standard model. The outcome of our study can provide valuable insights to the banking regulator in making informed decisions regarding deposit benchmark interest rates, taking into account several other banking factors.
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Modeling the indirect impact of rhinoceros beetle control on red palm weevils in coconut plantations
Computer Research and Modeling, 2025, v. 17, no. 4, pp. 737-752In this paper, a mathematical model is developed and analyzed to assess the indirect impact of controlling rhinoceros beetles on red palm weevil populations in coconut plantations. The model consists of a system of six non-linear ordinary differential equations (ODEs), capturing the interactions among healthy and infected coconut trees, rhinoceros beetles, red palm weevils, and the oryctes virus. The model ensures biological feasibility through positivity and boundedness analysis. The basic reproduction number $R_0$ is derived using the next-generation matrix method. Both local and global stability of the equilibrium points are analyzed to determine conditions for pest persistence or eradication. Sensitivity analysis identifies the most influential parameters for pest management. Numerical simulations reveal that by effectively controlling the rhinoceros beetle population particularly through infection with the oryctes virus, the spread of the red palm weevil can also be suppressed. This indirect control mechanism helps to protect the coconut tree population more efficiently and supports sustainable pest management in coconut plantations.
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Finite element algorithm for lumbar spine modeling incorporating physical nonlinearity of material
Computer Research and Modeling, 2026, v. 18, no. 4, pp. 974-988This paper presents the development and verification of a finite element algorithm for modeling nonlinear deformation in the functional spinal unit (FSU) of the human lumbar spine. The study is motivated by the increasing prevalence of musculoskeletal disorders and the need for improved predictive methods for spinal motion segment behavior under various loading conditions and pathologies.
Current modeling approaches often employ simplified geometry and linear deformation laws (Hooke’s law) for all spinal elements, including the intervertebral disc. However, these models inadequately represent human anatomy and the physical properties of the intervertebral disc, which comprises the annulus fibrosus and nucleus pulposus exhibiting pronounced nonlinear and viscoelastic characteristics.
To address these limitations, the authors propose a mathematical model wherein vertebrae are treated as linearly elastic, heterogeneous bodies, while the intervertebral disc is modeled according to nonlinear deformation theory. An anatomically accurate 3D reconstruction of the lumbar spine was generated from computed tomography (CT) images. Volumetric tetrahedral finite elements were employed for discretization. The intervertebral disc behavior is described using thin plate bending theory based on Kirchhoff-Love assumptions.
The algorithm’s key feature is a two-step solution procedure: an initial linear elastic solution is obtained, followed by the calculation of additional nodal forces for disc elements, enabling efficient nonlinear analysis without stiffness matrix modification.
Model verification was performed using two geometric representations of the lumbar spine: a simplified version comprising parallelepipeds and cylinders, and a patient-specific realistic model derived from CT data. Numerical simulation results demonstrate that incorporating nonlinear properties of the intervertebral disc substantially alters both deformation patterns and magnitudes compared to purely elastic models, producing nonlinear segments on stress-strain curves. The discrepancy between results obtained with the proposed algorithm and those from Comsol software did not exceed 10%, confirming the model’s validity. This algorithm shows promise for investigating lumbar spine biomechanics under normal conditions, degenerative changes, and post-surgical states.
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Mathematical modeling of low invasive tumor growth with account of inactivation of vascular endothelial growth factor by antiangiogenic drug
Computer Research and Modeling, 2015, v. 7, no. 2, pp. 361-374Views (last year): 4. Citations: 1 (RSCI).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.
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