Computer Sciences

Estimation of Quality of Non-Stationary Systems on the Return Frequency Characteristic Plane

Authors: Ivanov V. M.

Direct quality parameters, such as time of regulation, overshoot, damping decrement are widely used for estimation of linear systems quality. Alongside with direct parameters indirect estimations of quality are used. One of such quality parameters for nonlinear systems is the degree of stability or response speed. A number of research studies show that properties of nonlinear systems investigation is reduced to the analysis of absolute stability of processes.

Prevention of Accidental Combinations of Events in the Control of Human-Machine Systems

Authors: Bogomolov A. S.

In the work the problem of accidental combinations of events is investigated. An accidental combination of events is a set of defects in equipment, software and human errors, relatively non-dangerous separately but leading to an accident when they occur in a certain order at a certain time interval. Modern warning tools can parry mainly individual adverse effects and to effectively prevent critical modes it is necessary to provide mathematical analysis of systems for accidental combinations of events at different time intervals.

Zero-Knowledge Proof Authentication Protocols

Authors: Ratseev S. M., Rostov M. A.

The paper presented the comparative analysis of the authentication Shnorr’s protocol and the authentication protocol based on the task of finding a Hamilton cycle in the graph. It is shown that with the use of CUDA technology the productivity of protocols on graphs is a shighas Shnorr’s protocol productivity. Theim portance of such research is that protocols on graphs (the authentication protocol on the basis of the proof of graph isomorphism, the authentication protocol based on the task of finding a Hamilton cycle in the graph, etc.) have the property of zero-know ledge proof.

Multiple Hedging on Energy Market

Authors: Karatetskaia E. Y., Lakshina V. V.

The article is devoted to the calculation of the dynamic hedge ratio based on three different types of volatility models, among which S-BEKK-GARCH model takes into account cross-sectional dependence. The hedging strategy is built for eight stock-futures pairs on energy market in Russia.

Hybrid Automation Extended Model

Authors: Andreichenko D. K., Andreichenko K. P., Batraeva I. A.

An extended model of hybrid automata for dynamic systems is considered, where, along with a discrete control subsystem and control objects with lumped parameters, there are control objects with distributed parameters (linear and stationary from the point of view of automatic control theory). The possibility of software implementation of an extended model of hybrid automata on embedded computing systems is shown.

Learning Neural Network Controllers for Stabilizing Hybrid Dynamic Systems

Authors: Andreichenko D. K., Fedor M. Z.

Control modules based on artificial neural networks (NN) are often used for controlling objects with lumped parameters. Controled objects in such systems have finite set of natural oscillation frequencies.

On a Goodman–Hedetniemi Sufficient Condition for the Graph Hamiltonicity

Authors: Abrosimov M. B.

In 1859 the Irish mathematician Sir William Rowan Hamilt onpropose daga mein which it was required to find a dodeca hedron bypass around its edges with a return to the starting point. In his honor, the corresponding path in the graph was later called the Hamiltonian cycle: it is the spanning cycle in the graph, that is, the cycle passing through all the vertices of the graph. A graph containing a Hamiltonian cycle is said to be Hamiltonian.

Empirical Analysis of Algorithms for Solving the Index Tracking Problem

Authors: Faizliev A. R., Khomchenko A. A., Sidorov S. P.

Index tracking is a passive financial strategy that tries to replicate the performance of a given index or benchmark. The aim of investor is to find the weights of assets in her/his portfolio that minimize the tracking error, i.e. difference between the performance of the index and the portfolio. The paper considers the index tracking problem with cardinality constraint, i.e. the limit on the number of assets in the portfolio with non-zero weights.

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