Abstract:

The multitrading analytical system is designed for operational, tactical and strategic forecasting of price changes of various financial instruments in the Forex market using the Metatrader 5 computer Internet terminal. In the Analytical windows of the terminal, a functional distribution of 17 indicators of technical analysis is organized into Sections of Price, Oscillations, Trends and Control. When setting up complex indicators of Price Equilibrium Level, Oscillation Distribution, Trend Potential and Oscillation Group Trend, a technique is used to connect trend indicators to oscillator data. Complex indicators unmask the stages of formation of elementary price oscillations and their groups (packets of 4 oscillations, blocks of 2 packages and modules of 4 blocks), and help establish the location of pivot points of price channels. For synchronous analysis of operational, tactical and strategic trends in price changes of one financial instrument, the Analytical Display combines six Analytical windows with a sequential increase in the time scale of interval charts (timeframes) by 4 times. Regulations have been developed for multiscale marking, design and use of Andrews pitchforks for forecasting long-term trends. Operational and tactical forecasts are visualized using multi-scale trend arrows in the Zone of Actual Oscillations. A technique is proposed for combining the tools of fundamental and technical analysis to determine the probability of the onset and relative significance of fundamental events that are not contained in the economic calendar.

Abstract:

The results on the creation of methods for managing mathematical knowledge in the context of digital mathematical libraries are presented. The software tools developed on the basis of these methods are part of the OntoMath digital ecosystem, within which they interact. A brief description of the architecture of the OntoMath ecosystem is given, the levels of subject ontologies and external ontologies are highlighted, as well as the level of software tools and services. Semantic services are separated into a separate category. This term denotes software tools, in the functionality of which queries to subject ontologies are used to ensure the management of knowledge objects. General descriptions of developed subject ontologies are given: educational mathematical ontology OntoMath^Edu and ontology of professional mathematics OntoMath^PRO. The development of educational ontology is reflected in the direction of including educational prerequisite links between classes. Among the software tools of the digital ecosystem, search services for mathematical electronic collections, a service for semantic annotation of mathematical documents, tools for semantic marking of educational mathematical documents, as well as a system for automatically generating testing tests in mathematical educational disciplines are highlighted. As part of the OntoMath digital ecosystem, special-purpose recommender systems are being developed. The current version of the ecosystem includes a recommender system for generating a list of related articles based on the OntoMath^PRO ontology, a recommender system for appointing experts to support the scientific review process, and recommender systems for selecting subject classifiers UDC and Mathematics Subject Classification codes for mathematical documents. The results are also presented in the direction of creating a digital library metadata factory, which includes services and tools for extracting, refining, replenishing and normalizing the metadata of electronic mathematical collections. Note that the OntoMath ecosystem is being developed as the technological basis for the Lobachevskii Digital Mathematical Library.

Abstract:

A method for assessing the risk of default of a corporate borrower at the monitoring stage based on a scoring assessment is proposed. This paper provides proof of the hypothesis that scoring methods for assessing credit risks can be used not only at the stage of initial assessment of a potential borrower when making a decision on lending, but also at the stage of its monitoring when accompanying a transaction. Monitoring is a periodic review of the credit quality of the corporate borrower with whom the loan agreement is concluded. This is done for the purpose of timely detection of negative signals, as well as timely response to threatening trends in the borrower's activities.

Some credit institutions save on monitoring by relying on the decision-making system, considering it flawless. However, this saving can be a fatal mistake, since many things change over time during the "life" of the enterprise. This is facilitated by both external factors (political, economic) and internal (incorrect development strategy of the organization, inability to assess its own credit capabilities, unscrupulous counterparties).

The proposed method is a system of automatic risk signals that have been tested for predictive ability, excluding manual procedures. The proposed solution includes markers (risk signals) that have a predictive ability above average, which can lead to a default of the corporate borrower. In addition, color marking is applied – red, yellow, green, which allows you to visualize the criticality of the identified risk signal depending on the predictive ability - a visual representation of the borrower's risks in order to facilitate interpretation.

The analysis of the developed method showed how much it is possible to speed up the monitoring process, which will allow for a prompt response to the identified risk signals, as well as to predict the likely deterioration of the borrower's credit quality in the loan or guarantee portfolio without compromising the quality of risk assessment.

Abstract: This article describes a marked corpus of publicism of a XIX-th century in the original graphics (http://smalt.karelia.ru/corpus/index.phtml), also the substantiation the choice of theory and marking parameters is given, some of the annotation's complexities are discussed. The corpus basis consists of Vladimir Dal's texts, Fyodor Dostoyevsky's texts and articles of some publicists cooperating with him.