Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset
We study an optimization problem for a portfolio with a risk-free, a liquid, and an illiquid risky asset. The illiquid risky asset is sold in an exogenous random moment with a prescribed liquidation time distribution. We assume that the investor chooses an exponential utility function. Study of optimization problems with three assets including an illiquid asset leads to three-dimensional nonlinear Hamilton — Jacobi — Bellman (HJB) equations.
It is well known that the exponential utility...
An efficient implementation of an exponential point-counting algorithm on Jacobians of genus 2 hyperelliptic curves
Computing the order of Jacobian of a hyperelliptic curve is a common number-theoretical problem that has lots of applications in modern cryptography. Namely, Jacobians are applicable to constructions of DLP-based cryptosystems, as well as constructions of verifiable delay functions (VDF’s), since they can be viewed as large groups of unknown order. In this article, we present an overview of approaches to accelerate Gaudry-Schost point counting algorithm that is the fastest known algorithm...
Open Use of Reason: Socrates and Kant
Kant is compared with Socrates because the two philosophers have much in common. Both thinkers were central figures in their time. Kant revolutionised the philosophy of the modern period dealing with questions of ethics and epistemology; Socrates brought about a similar revolution in ancient Greek philosophy. The image of Socrates continues to inspire modern scholars, the main features of this image being rationality and publicity. Socrates is seen as an arch-rationalist and the founder of science...
Estonian ‘Balticness’ as a social construct: meanings and contextual specifics
... examination they dissolve into a new series of still smaller “character areas”’ [22, р. 245].
This positivistic approach was exceptionally vulnerable to criticism because of its limited heuristic value. For instance, George Kimble criticised exponents of traditional regional geography, likening their work to attempts ‘to put boundaries that do not exist around areas that do not matter’, stressing that ‘the whole life of a given area is greater than the sum of all the measurable parts,...
On asymptotic expression for velocity field of atmosphere gas perturbed by 1D acoustic wave
The problem of 1D acoustic wave initiation by a rise of water masses is formulated as a boundary problem at half space . The atmosphere is modeled as a multi-layer gas with an exponential structure of density in each layer. The boundary conditions at determine the direction of propagation, by link between dynamic variables (pressure, density, and velocity) of the wave. It defines the dynamic projection operators on the subspaces of z-evolution for each layer. The universal formulas for the perturbation...
Investigation of the conditions of applicability of Wiener's attack on the RSA cryptosystem
... методы криптографии : учеб. пособие. СПб. ; М., 2011.
2. Нестеренко Ю. В. Теория чисел. М., 2008.
3. Смарт Н. Криптография. М., 2005.
4. Wiener M. Cryptanalysis of Short RSA Secret Exponents // IEEE Trans. Inform. Theory. 1990. Vol. 36, iss. 3. P. 553—558.
Boltnev Y. F., Aleshnikova M. V., Kozminykh E. V.
RSA cryptosystem, Wiener’s attack, Wiener’s bound, continued fraction, convergents
42-48
Kant’s influence on Russian thought
This articles sets out to give an overview as to how Russian thought was influenced by the ideas and personality of Kant — a bright exponent of German spirit, the genius loci of Königsberg — a city of calamitous history.
1. Абрамов А. И. Кант в русской духовно-академической философии // Абрамов А. И.
Сборник научных ...
Images of Paradise in the Russian Poetry of the End of the 20th Century
The article deals with the concept of Paradise and its figurative representations inherent in the poetic generation of the 1980-2000s. The study is based on the material of the poetry of Russian meta-realists — A. Parshchikov, I. Zhdanov, A. Eremenko, A. Dragomoschenko, V. Aristov, S. Soloviev, Ye. Danin, and N. Iskrenko, a member of the Moscow "Poetry" club. The author reveals the specific character of the metaphorization of the mythologeme and the realization of its symbolic meanings...
The philosophical and legal content of Sergey Hessen’s concept of personality
This article aims to consider the concept of personality proposed by the prominent exponent of Russian neo-Kantianism Sergey Hessen and its philosophical and legal content. The frame of reference used to achieve this aim is determined by the personality-culture-the general will-the state coordinates. The author compares Hessen’s ideas ...
The apologia of reason in J. Chr. Gottsched’s classicistic system: On the 250th anniversary of the philosopher’s death
This article revisits the ratio-centric system developed by the prominent exponent of the German enlightenment J. Chr. Gottsched (1700—1766). The authors examine the problem of the ontological argument in the context of the current civilizational crisis of consciousness, which arose against the background of the 20th century ...
Anthroponyms as the markers of cultural memory in epic texts
The author explores the relationship of the notions ‘collective memory’ and ‘cultural memory. Anthroponyms represented in the brothers Grimm’s sagas are analysed as exponents of cultural memory. The main focus is on the functions of anthroponyms in the semantic structure of the sagas texts.
1. Алефиренко Н. Ф., Голованёва М. А., Озерова Е. Г., Чумак-Жунь И. И. Текст ...
Aspects of the ‘transcendental’ according to Kant and Husserl: Logos, matheme, metaphor
... this interpretation, this paper considers the problem of differences between the ontological aspects of Immanuel Kant’s critical philosophy and Edmund Husserl’s phenomenology, since most interpreters consider these two thinkers the most prominent exponents of transcendental philosophy. The differences in the ontological aspects are interpreted based on the similarities and differences in the epistemological objectives of both philosophers. This corresponds to the principles and programmes of comparative ...
About the method of estimating the parameters of seismic signals
The advantages of using the method of Matrix pencil method in order spectral analysis of the signals received at seismic sensors. This use will in-crease the effectiveness of application of seismic sensors in a wide range of technical equipments, securing the perimeter, access control, geophysical in-struments, and so on.
Волков А. Д. Применение сейсмодатчика МЕТ1003 в экспериментальной технике // Прикладная физика. 2011...
Distribution of NQR relaxation times in the rotating frame of reference in micro-sized crystallites
This article presents the results of an experimental study into the effect of powder crystallite size on spin-lattice relaxation times in a rotating frame for 35Cl NQR in potassium chlorate, as well as the nutation interferograms. To obtain the distribution of relaxation times, a multi-exponential decay inversion of the longitudinal component of the nuclear magnetization in a rotating frame was used. The multimodal nature of distributions is explained by the influence of surface irregularities and...
Subsets of prime numbers in the generalized arithmetical progressions
... Математический энциклопедический словарь. М., 1995.
5. Малаховский В. С. Введение в математику. Калининград, 2006.
Malakhovsky V.
progression, arithmetical, generalized, prime number, exponent, subset, polynom.
128-131
Effect of crystallite size of powder on NQR relaxation time
The experimental study of the influence of the effect size of the crystallites in the powders on the form and the width of the 35Cl NQR lines in the potassium chlorate, as well as the spin-spin and spin-lattice relaxation is described. It is established that the width of the NQR lines in the direct method of detection is increased, and the relaxation times are reduced with a decrease in the average crystallite size, which is due, mainly, due the process of spin-spin diffusion. To obtain the distribution...
The dynamics of localized pulse as solutions of Davey — Stewartson II equations
A class of spatially localized solutions of Davey — Stewartson II equation is examined; it is shown that such solutions tend to lose the locality properties with time scale corresponding to a characteristic space scale of initial localization. The locality loss manifests itself with emergence of resonance spikes, whose total number is determined by the asymptotic behavior of support function on infinity. In particular, the exponentially localized perturbations split into an infinite number of the...