+7 (495) 987 43 74 ext. 3304
Join us -              
Рус   |   Eng

Authors

Korotkov E.

Degree
Doctor of Biology, Professor, Head of lab, Center of Bioengineering of Russian Academy of Sciences
E-mail
genekorotkov@gmail.com
Location
Moscow
Articles

Applying cyclic decomposition method for searching latent periodicity in the financial time series

A method of the cyclic decomposition with runs test for searching latent periodicity in the financial time series has been developed. The method together with the method of information decomposition was applied to search periodicity in exchange rates, rates of major financial indices and stock prices. The presence of frequency equal to 7 days in financial ranks analyzed was demonstrated. The sources of periodicity in the financial ranks are discussed.

Read more...

Study of triplet periodicity change points in nucleotide sequences of genes

It is known that during evolution process new genes may be constructed by a combination of existing genes. The combination mainly based on two processes: fusionиof genes or parts of genes and insertion of one gene or part of gene into another. Triplet periodicity of coding sequences is a common property of most living organisms. The fusion and insertion events may give triplet periodicity change points in a corresponding position of the gene. For the change point analysis measures of difference and similarity of triplet periodicity were introduced. Based on these measures the mathematical method for paired and single change point search in genes was developed.
Read more...