7 research outputs found

    Assessment of Multivariate Financial Risks of a Stock Share Portfolio

    Get PDF
    The method of evaluation of stochastic volatility (SV) model coefficients, with time going to the infinity, is consid-ered. The problem of finding the solution of a system of stochastic differential equations is reduced to that of the analytical solution of the Fokker-Planck-Kolmogorov asymptotic equation. The constructed algorithm is applied to econometric analysis of daily GAZPROM share prices and values of S&P500 Index options (SPX).stochastic volatility model; Fokker-Planck-Kolmogorov equation

    Nature-aligned approaches to form students’ system motivation

    No full text
    Sustainable development of the society involves the transition of the society from the current evolutional stage to a higher stage without revolutionary destruction of the existing frames of society. An individual, playing a prominent role in human history from time to time, is able to provide for the evolution of consciousness of the whole community, appearing on the top of the evolutional cone in the moment of passing of the system to the qualitatively new stage of its development. Only an integral individual, a person-creator possessing a high potential of harmony is able to accomplish such transition. The golden proportion of the social structure of the society implies a certain correlation of ontological categories of people, having personality orientation that characterizes them as a creator, consumer or destroyer. The modern approaches to education involve motivating a human being to self-improvement all his/her lifelong. The question is that, how much pedagogical systems correspond to the laws of harmony, which provide formation of social strata golden proportion structure considered not from the perspective of class position, but from the perspective of creative personality orientation. The analysis of the existing educational approaches showed, that the best indices satisfying the set social problem belong to noospheric pedagogics, based on nature-aligned methodology of teaching academic disciplines. It is built on principles of health protection and health development, intellectual potential, system motivation of an individual to self-perfection. Nature-aligned educational methodology is personality oriented and enables the student to accomplish object-subject transformation in the process of education, as a result of which, following the receipt of special educational knowledge, abilities and skills, he/she gets common educational abilities and skills, on the basis of which the processes of self-actualization, self-affirmation, independence, self-efficacy, self-leadership, and self-government are initiated and realized. Only the system model of motivation, organized in such a way, forms life potential of personality in the process of education,  beginning with primary school and until post-graduate education, that is able to ensure good health and satisfy one’s vanity, without which he/she will not feel happy and assist sustainable development of the society on the whole. Only observing laws of harmony in the educational process provides formation of personalities with a high level of harmony that will determine the level of harmony in the society, as well. The philosophical, managerial, psychological and pedagogical aspects of individual self-perfection processes are considered in the paper. Special attention is paid to the questions of forming common educational abilities and skills in the process of teaching academic disciplines according to the nature-aligned methodology. The key mechanisms of object-subject transformation in the process of education are described, that provide an individual with energy for passing to the next level of his/her personality development. It is shown how nature-aligned methodology of noospheric pedagogics enables to make the process of the student’s personality growth self-regulated in the process of education

    POTENTIALS AND PARADOXES OF FEDERAL EDUCATIONAL STANDARD ASA: PHANTOM OF THE HEALTHSAFING

    No full text
    It is Conducted analysis of specific of new Federal State Educational Standard as an instrument of creation of institute of "new" school. It is shown that requirements of standard are basis for the estimation of results of education and terms of realization of the educational programs. An educational process is examined in the dynamics of forming of personality of students, passing the stages of physical, creative, interpersonality, social, fundamental, universal development and going out on a level higher potential allowing to talk, not only about intellectual and creative development, but about healthsafing. Creation of the educational system, allowing to form the valued reference-points in society, adequate to the requirements of providing of social comfort allowing to expose creative and spiritual potential, is offered

    Dynamics Of Dune Massifs In Various Meteorological Conditions On The Example Of The Curonian Spit (South-Eastern Baltic Sea Coast)

    Get PDF
    A study of geomorphological changes in the continental dune massifs of the Curonian Spit is presented. Analysis of sand dynamics was carried out using satellite images. A relative decrease in the area of open dunes as a result of vegetation of the western slope was revealed. It was determined that the dune belt displacement of the southern part of the Curonian Spit occurs  eastward  at a speed  of 2-5 mper year. Good correlation of the directions of the slopes of large dunes in the villages Morskoe and Rybachy with the direction of the resulting wind vector at the nearest weather station was noted. The relationship between  the formation of relief microforms on the surface of the dunes and the resulting wind vector is revealed. In addition, meteorological parameters affecting aeolian processes in the southeast of the Baltic Region were investigated. The prevailing importance for the formation of aeolian relief forms of the Curonian Spit are the speed and direction of the wind in conjunction  with precipitation. For the period 2006–2018 the average annual number  of favorable days for the formation of the dunes of the Curonian Spit was 36±17

    Influencing engineering education through the competency-based approach

    Get PDF
    The article poses a problem of engineering education and training of today, which are facing difficulties while developing an efficient competency-based approach realization. The authors concentrate on an urgent task of developing the integration competence of future engineers which is treated as a metadisciplinary competence providing students with ability and readiness to synthesize subject-oriented professional and social competences into a holistic system. The structure of integration competence is analyzed and the following components are determined: a value and motivation component; a practical activity component; a cognitive component; a self-analysis and self-assessment component. Among distinguishing features of the integration competence the authors define its instrumental character, metadisciplinary and universal properties as well as its nonalgorithmic character. It is shown that professionally oriented training is a core factor of integration competence development. Depending on elements being integrated, the main forms of integration of competences are determined. The model of competence integration presented in the article can serve as the basis for developing methods and conditions for its systematic elaboration in university training. The results of this study can be useful for educators of different administrative levels, teaching-and-training schools which realize a competency-based approach in their teaching

    Influencing engineering education through the competency-based approach

    No full text
    The article poses a problem of engineering education and training of today, which are facing difficulties while developing an efficient competency-based approach realization. The authors concentrate on an urgent task of developing the integration competence of future engineers which is treated as a metadisciplinary competence providing students with ability and readiness to synthesize subject-oriented professional and social competences into a holistic system. The structure of integration competence is analyzed and the following components are determined: a value and motivation component; a practical activity component; a cognitive component; a self-analysis and self-assessment component. Among distinguishing features of the integration competence the authors define its instrumental character, metadisciplinary and universal properties as well as its nonalgorithmic character. It is shown that professionally oriented training is a core factor of integration competence development. Depending on elements being integrated, the main forms of integration of competences are determined. The model of competence integration presented in the article can serve as the basis for developing methods and conditions for its systematic elaboration in university training. The results of this study can be useful for educators of different administrative levels, teaching-and-training schools which realize a competency-based approach in their teaching

    Genetic structure and genome-wide association study of the traditional Kazakh horses

    No full text
    Horses are traditionally used in Kazakhstan as a source of food and as working and saddle animals as well. Here, for the first time, microarray-based medium-density single nucleotide polymorphism (SNP) genotyping of six traditionally defined types and breeds of indigenous Kazakh horses was conducted to reveal their genetic structure and find markers associated with animal size and weight. The results showed that the predefined separation between breeds and sampled populations was not supported by the molecular data. The lack of genetic variation between breeds and populations was revealed by the principal component analysis, ADMIXTURE, and distance-based analyses, as well as the general population parameters expected and observed heterozygosity (He and Ho) and between-group fixation index (Fst). The analysis revealed that the studied types and breeds should be considered as a single breed, namely the ‘Kazakh horse’. The comparison with previously published data on global horse breed diversity revealed the relatively high level of individual diversity of Kazakh horses in comparison with the well-known foreign breeds. The Mongolian and Tuva breeds were identified as the closest horse landraces, demonstrating similar patterns of internal variability. The genome-wide association analysis was performed for animal size and weight as the traits directly related with the meat productivity of horses. The analysis identified a set of 60 SNPs linked with horse genes involved in the regulation of processes of development of connective tissues and the bone system, neural system, immune system regulation, and other processes. The present study is novel and introduces Kazakh horses as a promising genetic source for horse breeding and selection both on the domestic and international levels
    corecore