Zobrazeno 1 - 10
of 85
pro vyhledávání: '"Rodikov, A."'
This paper introduces the $\sigma$-Cell, a novel Recurrent Neural Network (RNN) architecture for financial volatility modeling. Bridging traditional econometric approaches like GARCH with deep learning, the $\sigma$-Cell incorporates stochastic layer
Externí odkaz:
http://arxiv.org/abs/2309.01565
Volatility models of price fluctuations are well studied in the econometrics literature, with more than 50 years of theoretical and empirical findings. The recent advancements in neural networks (NN) in the deep learning field have naturally offered
Externí odkaz:
http://arxiv.org/abs/2205.07022
Volatility prediction for financial assets is one of the essential questions for understanding financial risks and quadratic price variation. However, although many novel deep learning models were recently proposed, they still have a "hard time" surp
Externí odkaz:
http://arxiv.org/abs/2202.11581
Autor:
Dmitry POGORELOV, Alexander RODIKOV
Publikováno v:
Transport Problems, Vol 16, Iss 3, Pp 5-16 (2021)
The second part of the paper includes numerical tests verifying equations of motion of flexible bodies in absolute coordinates with rectangle and isosceles trapezoid finite elements. The equations are formulated in the first part of the paper. The ve
Externí odkaz:
https://doaj.org/article/f22d4ab6b18e4c5f86021475cc1fe16c
Autor:
Dmitry POGORELOV, Alexander RODIKOV
Publikováno v:
Transport Problems, Vol 16, Iss 2, Pp 141-152 (2021)
Equations of motion of a finite element in absolute coordinates including mass matrix, generalized inertiaandinternal forces are derived. A trapezoidal element for dynamic models of flexible shells in the shape of surface of revolution is considered.
Externí odkaz:
https://doaj.org/article/1a18f865cd2345e1a4a092f721f34c25
Publikováno v:
In Wear 15 August 2019 432-433
Autor:
Babachuk, Yuliia, Mysiv, Volodymyr, Rodikov, Volodymyr, Ivanenko, Oleksandr, Koshliak, Mykhailo
Publikováno v:
Amazonia Investiga; Mar2024, Vol. 13 Issue 75, p185-196, 12p
Publikováno v:
Transport Problems, Vol 14, Iss 4, Pp 31-38 (2019)
The second part of the paper continues a discussion on the topic of parallel computations in railway dynamics. The algorithms described in the first part of the paper are applied to parallel simulation on computers with multicore processors of six di
Externí odkaz:
https://doaj.org/article/1adb7aebc35c4b86827a6b0349c2527c
Autor:
POGORELOV, Dmitry1 pogorelov@universalmechanism.com, RODIKOV, Alexander1
Publikováno v:
Transport Problems: an International Scientific Journal. 2021, Vol. 16 Issue 3, p5-16. 12p.
Autor:
POGORELOV, Dmitry1 pogorelov@universalmechanism.com, RODIKOV, Alexander1
Publikováno v:
Transport Problems: an International Scientific Journal. 2021, Vol. 16 Issue 2, p141-152. 12p.