Tag "forecasting"

Researchers at the HSE Faculty of Computer Science benchmarked more than 200,000 model configurations for predicting financial asset prices and realised volatility, showing that performance can be improved by filtering out noise at specific frequencies in advance. This technique increased accuracy in 65% of cases. The authors also developed their own algorithm, which achieves accuracy comparable to that of the best models while requiring less computational power. The study has been published in Applied Soft Computing.

HSE Professor, Yevgeny Gontmakher explains exactly how the results of the last elections are reflected in the new 'Putin doctrine' – isolationism, a rejection of European values and resetting the relationship with society. 'In the near future', he says, 'we can expect a purge of the elite and the introduction of full-scale censorship.'