In the paper we study the stability of Hurst exponent behavior for Russian and American financial indicators. A specific technique is developed for analysis of its performance. A grouping method is suggested built on financial time series fractal properties.

The article focuses on the problem of identifying real social groups in the contemporary Russian society. The data from all-Russian monitoring surveys are used to compare two social structure models obtained by alternative methods. One of the models is similar to that of the European...

How seriously does the degree of trust in basic social and political institutions for people from different countries depend on their individual characteristics? To answer this question, three types of models have been estimated using the data of the fifth wave of the World Value Survey: the...

The classification procedure based on the K-means method with an unknown number of classes first proposed by professor Sergey Aivazian is designed and investigated in the article. The adaptive Mahalanobis metrics and dynamically computed measures of observation anomaly and class homogeneity are...

The problems of the analysis of stochastic systems described by nonlinear statistical models with heterogeneous functional forms are considered in the space of «essential dependent» features. It is supposed that functional heterogeneity is conditioned by the existing of the different classes...

The Minimax criterion is considered as an alternative to the least-squares method in determination of principal components Estimated coefficients are formulated as linear programming problem The offered approach was experimentally checked using well known test data sets On these data sets the...