×

You are using an outdated browser Internet Explorer. It does not support some functions of the site.

Recommend that you install one of the following browsers: Firefox, Opera or Chrome.

Contacts:

+7 961 270-60-01
ivdon3@bk.ru

  • Option trading strategies efficiency analysis for MOEX assets with a machine learning approach.

    An inportant and challenging task for a market analyst is to predict a value or a direction of a certain indicator based on the behaviour of a given financial instrument. In this paper we use random forest algorithms to predict a value and a direction of an implied volatility of RTS index options. We collect and prepare the historical data with an algorithm which takes into account both the actual trades history and the ordlog. We then examine and use the effect of volatility clustering which can be observed on such options. Finally, we construct some simple option trading strategies based on the predictions we made and measure their performance on a subset of our historical data. The results obtained shows that such approach can of use as one of the mechanisms for making decisions in practical trading, and needs further research.

    Keywords: option, trading strategies, random forest, RTS index, spot market

  • Reconstruction of the overpass as a safety requirement

    Issues related to the safe operation of the transport system as a whole. The article touches upon the questions on how to repair the car in Volgograd. In the city, this guide is the only link in the area. Long-term operation of the overpass led to the accumulation of a large number of defects and damages that prevented it from being fully used. Accounting for all aspects of the safe use of the way to ensure its sustainable functioning. The measures ensuring the safe operation of transport facilities include: increasing the dimensions of the roadway of the overpass, strengthening structures to increase the carrying capacity to normative work, processing and storing seismic precipitation on the span, installing a video camera for rapid response in case of traffic accidents and illegal actions. To increase the load-bearing structures, the new beams should be replaced with new beams, designed for high loads, and also use composite reinforcement with carbon fiber.

    Keywords: safety, load-carrying capacity, reconstruction, bridges, sustainable functioning, reinforcement, diagnostics of structures, waterproofing

  • The ratio of the input circuit parameters UPFC

    This article examines the processes occurring in the input circuits of a universal AC control system. The calculated ratio of the power flow control algorithms between networks, provided consumption given the current nature of any nature in the generation of power. The dependences of the calculated ratios.

    Keywords: a universal system of alternating current control; power flow control; vector diagram; Power network voltage inverter, active rectifier, capacitive drive.

  • Analysis of effectiveness of laser processing of seeds spring-sown field of a grade of ""Irgin""

    Results of application of laser technology of processing of seeds of a spring-sown field are presented in article. Results of researches confirm positive influence of application of laser technology, selection of the optimum processing conditions of seeds of wheat therefore productivity of the processed wheat of a grade of "Irgin" increases is carried out.

    Keywords: intensive technology, use of the laser, mode of behavior, laser processing, efficiency, productivity, quality of products, radiation dose, experiment

  • Calibration of machines with numerical program control by means of a laser tracker of VINTAG

    Results of the performed works at calibration of the metal-cutting machine are given in article. The technology of performance of control is considered. The conclusion in which it is noted that laser trackers including the measuring Vintag vehicle produced by Faro firm, possess high efficiency of the solution of problems of calibration is made. Their software has an opportunity to carry out processing of results of measurements and preparation of reports directly on the platform of performance of work and to give results on the place. To provide the accuracy of measurements of the spatial coordinates of 0.005-0.01 mm at distances to 10000-15000 mm. All these characteristics allow to recommend to machine-building enterprises use of such and similar measuring cars for the solution of problems of calibration of metal-cutting machines.

    Keywords: Laser trekker, measurements, geometrical parameters, straightforwardness, perpendicularity, metrology, calibration, metrological characteristics

  • Parametric optimization of a trapezoidal wooden truss with ascending braces on metal toothed plates

    The results of research on the parametric optimization of a trapezoidal wooden truss with ascending braces on metal toothed plates are presented. A deterministic algorithm is developed and a program is developed that allows finding optimal farm parameters from the condition of minimizing the volume of wood, given the initial conditions. The optimum parameters for the farm span of 24 meters were determined for a given value of the external load, diagrams of the dependence of the objective function on the variable parameters.

    Keywords: Parametric optimization, deterministic algorithm, metal toothed plate, trapezoidal farm with ascending bracing

  • Foundations with no flat sole on the basis of a non-uniform loess

    The results of large-scale field experiments to study the interaction of the bases with different shapes and sizes of the protrusions at the bottom with an inhomogeneous loess foundation . It is shown that the protrusion at the base of a significant effect on the VAT base .

    Keywords: foundation , stress, strain , stamp , eccentricity , mean pressure

  • Oscillation of metal-vapor lasers with the transverse-type of electrical discharge and with a high repetition rate of pumping pulses

    The lasers working at mixture of helium and mercury vapors, and at mixture of neon and thallium vapors, in which the population inversion and laser oscillation are carried out on mercury ionic quantum transitions with the wavelengths of 615 nm and 794,5 nm, and on thallium ionic transitions with a wavelength of 594,9 nm and 695 nm are investigated.The conclusion is drawn about a similarity of pumping of ion quantum transitions of metals in the active media of ion gas discharge metal vapor lasers in plasma of transverse-type discharges: the hollow cathode discharge and a capacitive high-frequency discharge. The optimum discharge conditions from the point of view of obtaining the maximum laser output power have been experimentally found when using for pumping as transverse-type discharge with hollow cathode with high repetition rate of current pulses up to 100 kHz. The structure of 594,9 and 695nm thallium ionic laser lines caused by hyperfine and isotopic splitting of laser levels is investigated. The frequency intervals between components of 594,9nm laser line (45 GHz and 102 GHz) and of 695 nm line (35GHz) are measured

    Keywords: ion metal vapor laser, high-frequency discharge, hollow-cathode discharge with high repetition rate of current pulses, optimum conditions for laser oscillation

  • Investigation of electrophysical characteristics of solar panel using a computerized measuring stand

    In order to determine the prospects of the use of solar panels as a basis for the creation of the charger, you must know the several parameters: short circuit current, open circuit voltage, coefficient of efficiency and others. In this paper, these parameters are measured based on the results of research the current-voltage characteristics of the solar panels, resulting in an automatic mode with the use of a computer and a digital meter E7-20.

    Keywords: Solar cell, solar panel, solar battery, power source, charger, current-voltage characteristic, coefficient of efficiency, LCR meter

  • Device for measuring magnetic characteristics ferromagnetic materials at a volume stress state

    This article provides information about the device for measurement of physical quantities of ferromagnetic materials. Discussed in detail and clearly shows the structure of the device.

    Keywords: ferromagnetic materials, parameters, measuring device design, volumetric stressed state

  • Determination of elastic properties of biological layered medium based on nonlinear interaction of acoustic waves

    In work on the basis of one of the methods of nonlinear acoustics (method of successive approximations) is considered environment as a set of orthogonal plane layers. The analysis is conducted with the division generated total field into components parallel and orthogonal to the direction of its propagation. It is recognized as the primary distribution field distribution along the longitudinal direction with the introduction of the aperture factor and orthogonal to the introduction of the cross-aperture factor. It determines the range of changes of the parameters for biological environments in the case of the nonlinear interaction of acoustic waves in them.

    Keywords: nonlinear interaction, quadratic nonlinearity, different layered media, immersion method, transverse aperture factor.

  • Application of warehouse equipment for mechanized installation of floor structures during the erections of frame houses with a flat slab

    The article discusses the possibilities of using forklift trucks (stacker-reach trucks) for mechanized installation of dividing walls, when cast-in-place slabs are assembled or manufactured. It is emphasized that in the early 1980s similar equipment that didn’t have a series production, was used in the construction of buildings by the lift-slab method. Some technical characteristics of the old equipment and modern warehouse equipment are compared, the advantages of the modern are revealed. It is noted that the simultaneous use of warehouse equipment on several floors of the erected frame building can lead to a significant reduction in the construction time. It is also indicated that the stacker-reach trucks used at the construction site are multifunctional, since they can not only transport construction cargo but also serve as an auxiliary equipment for safe work at a certain altitude when performing welding operations and fixing joints.

    Keywords: precast and cast-in-situ frame building, mechanized installation of dividing walls, remote site, forklift truck, stacker-reach truck, working site

  • Studies of dustiness in a residential area located near industrial enterprises with PM10 and PM2.5 particles

    Air pollution in residential areas near industrial plants is one of the most significant problems of modern ecology. The resulting dust is one of the important factors in assessing the adverse impact on the environment. Studies show that the greatest danger to the human body is particles up to 10 microns in size. When analyzing the dispersion of dust in the residential and industrial areas, it is possible to estimate the percentage of particles PM10 and PM2.5 from the total amount that is necessary to effectively control the effects of dust on human health. The article gives a comparative analysis of the results of studies of the dispersion composition and dust concentration in the air of the working zone and the urban environment.

    Keywords: sources of pollution, atmospheric air, dispersed analysis, PM10, PM2.5, dust, microscopic method, laser method, concentration, sanitary protection zone

  • A systematic approach to the implementation of interactive forms of learning during lectures on technical subjects at university

    The introduction of new standards of higher education, especially the mentality of today's youth lead to the fact that the established methods of teaching classes in high school, by the way, is still widely practiced, do not allow the full interest of students and to provide high efficiency of development of the subject. In connection with the above, great interest is holding lectures with interactive forms obucheniya.Odnoy of the most effective and low-cost training in interactive forms a lecture scheduled errors (lecture-provocation). Teach people to think, quickly analyze professional situations, to act as experts, to work in a team - all this is possible if we use different kinds of interactive activities, including this kind as to the planned lecture errors.

    Keywords: systematic approach, improving the efficiency of the educational process, lecture scheduled errors, interactive activity, activation of learning and cognitive activity, technical discipline

  • The development of timber-carrying infrastructure through the use of products of mining enterprises

    This article includes mathematical models that optimize transportation costs flakiness rubble and dropouts

    Keywords: flakiness broken stone, gravel, mathematical models, transport, optimization of transport costs