?
Повышение качества прогнозирования доходности финансовых инструментов на основе фрактального анализа
Качество. Инновации. Образование. 2013. № 6. С. 61–64.
Uvaysov S. U., Журавлева Ю., Палий С. П.
Atask of improving the quality of forecasting returns of financial instruments using fractal analysis is reviewed. To study the fractal properties fractal index was used, whose value is allowed to determine the status of the series. In the state of sustainable building trend prediction was performed using a regression model. In a state of "chaotic walk" prediction was performed using a model of Brownian motion. Determining the status of sustainable trend has allowed improving the quality of the forecast return of the instrument.
Mishin A., Guerrieri L., Kim J., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.
Within narrowly defined industries, the most productive firms produce far more than the least productive from the same inputs, and this dispersion widens in downturns. We build a tractable representative-agent model in which financial frictions—adverse selection and moral hazard—make firms sort endogenously into lenders, strategic defaulters, and producers. As credit conditions vary, the resulting misallocation ...
Added: June 28, 2026
Власов С. А., Nevalennyi M., Сафиулин Р. Р. et al., / Банк России. Серия Аналитическая записка "Материалы Банка России". 2026.
В аналитической записке обсуждается долгосрочно устойчивый уровень цены на российскую нефть. Это тот уровень, к которому цена нефти, вероятнее всего, будет тяготеть в долгосрочной перспективе. Потребность в его определении возникает по нескольким причинам. Во-первых, цена на нефть остается одним из ключевых экономических показателей российской экономики, определяющих экспорт, обменный курс рубля, прибыль, доходы и расходы бюджета, ...
Added: June 27, 2026
Глазова А. М., Nevalennyi M., Синяков А. А., / Банк России. Серия Препринты Банка России "Серия докладов об экономических исследованиях". 2025. № 154.
The paper proposes a graphical model of a small open economy. The dynamics of the graphical model is then illustrated using impulse responses from the corresponding formal semi-structural model (QPM model). The authors have several goals in preparing this description of the graphical macroeconomic model. The first goal of the paper is to present an adapted ...
Added: June 27, 2026
Mishin A., Guerrieri L., Canzoneri M. et al., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.
Added: June 27, 2026
Bogatyrev R., Sandomirskaia M., / NRU Higher School of Economics. Series EC "Economics". 2026. No. 19(1).
This work develops a tractable model of price competition in fragmented markets where consumers consider both local and distant varieties, with cross-regional purchases subject to stochastic costs. Global competition and full localization emerge as polar cases; hybrid competition is not merely intermediate and exhibits distinctive features such as an endogenous price ceiling and non-monotonic entry ...
Added: June 11, 2026
Kravtsova M., Musaev A. U., Welzel C., / Series "SSRN Working Paper Series". 2026.
Elaborating on Welzel et al.'s "Cool Water Theory," our study zooms into the more limited (albeit still varied) framework conditions of Russia's huge territory. Within Russia's confines, we examine how the combination of moderately cool seasons with steady rain (i.e., Cool Water) affects sub-national areas' contemporary societal progress in two modernization indicators: material prosperity in ...
Added: June 3, 2026
Синяков А. А., Зверева В., Шелованова Т. И., / Центральный банк Российской Федерации. Серия 132 / 2024 "Серия докладов об экономических исследованиях". 2024. № 132.
At the end of 2023, Russia updated its Strategy for Improving Financial Literacy and Developing Financial Culture Until 2030. Unlike the previous strategy, the current strategic goals include not only financial literacy but also financial culture. ‘Culture’ is normative and socially preferred behaviour. The updated strategy brings into focus the relationship between financial literacy and responsible financial behaviour. To explore this relationship, the authors rely on data from the All-Russian Survey of Consumer Finance (2020 and 2022). Socially ...
Added: June 1, 2026
Vorchik A., / SSRN. Серия Social Science Research Network "Social Science Research Network". 2026.
This work is devoted to a theoretical explanation of the Easterlin paradox, according to which long-term economic growth does not make average level of people's happiness increasing. By happiness, we mean the intensity of emotions people experience while comparing their new income with its expected value, or the target income with its original value. In the first case, ...
Added: May 31, 2026
Sizov A., Rodionova M., Sedashov E. et al., / NRU Higher School of Economics. Series PS "Political Science". 2026. No. 1.
Rapid development of surveillance technologies is one of the most socially important consequences of the digital age. This paper investigates the factors determining consent to surveillance of various types of personal data and contributes to rapidly growing research on citizens perceptions of surveillance practices. Relying on a comprehensive survey experiment, we study the effects of ...
Added: May 15, 2026
Карцева М. А., Peresetsky A., / Высшая школа экономики. Серия WP2 "Количественный анализ в экономике". 2026. № WP2/2026/01.
This study examines the association between health status among elderly individuals living alone and pet ownership (cats, dogs). We employ data from the “Time Use Survey” conducted by the Federal State Statistics Service (Rosstat) in 2019, which contains information on more than 10,000 elderly individuals living alone aged 60 or older in Russia, including data ...
Added: May 8, 2026
Dybskaya V., Sergeyev V., РИСК: Ресурсы, информация, снабжение, конкуренция 2025 № 2 С. 11–17
The origins and importance of supply chain management (SCM) in the modern economy are analyzed. It is shown that the USP is a continuation and development of the concept of integrated business logistics. The evolution of logistics from the 1960s to the 2000s is presented. The main functionality of the ADC for business organizations is ...
Added: April 28, 2026
Ustyuzhanin V., / Series Econometrics "arxiv". 2026.
This paper proposes Covariate-Balanced Weighted Stacked Difference-in-Differences (CBWSDID), a design-based extension of weighted stacked DID for settings in which untreated trends may be conditionally rather than unconditionally parallel. The estimator separates within-subexperiment design adjustment from across-subexperiment aggregation: matching or weighting improves treated-control comparability within each stacked subexperiment, while the corrective stacked weights of Wing et ...
Added: April 3, 2026
Vorchik A., / Social Science Research Network. Серия SSRN Working Paper Series "SSRN Working Paper Series". 2026.
This article is devoted to the phenomenon of intrinsic motivation, to understand which two models are proposed. We study how positive/negative intrinsic motivation to work (experienced utility) affects worker's individual labour supply (model I) and the amount of effort they exert (model II). In model I, we use intrinsic motivation to explain the positive/negative slope ...
Added: March 15, 2026
Vorchik A., Мамышев М. А., / Series Social Science Research Network "Social Science Research Network". 2025.
In this paper, we develop a formal mathematical model aimed to explain the Dunning-Kruger effect that beginners systematically overestimate their own competence in various fields of knowledge and activity. We argue that the Dunning-Kruger effect arises from the emotional nature of confidence combined with unknown unknowns that it simply can not take into account due ...
Added: February 11, 2026
Musaev A. U., Vorchik A., / Series Social Science Research Network "Social Science Research Network". 2026.
This paper attempts to model the evolutionary theory of modernization and democratization. The model reflects the key provisions of R. Inglehart and C. Welzel's theory and provides a microfoundation for the adaptation of subjective values to the objective importances of the survival factors and the structure of the labour markets from the perspective of evolutionary ...
Added: February 10, 2026
Antsygina A., Teteryatnikova M., Tremewan J. C. et al., / Series "SSRN Working Paper Series". 2025.
Many competitive environments allow for a third party to be indirectly involved by supporting one or both sides in the conflict. Such support can come from trade partners, colleagues, or allies, who can in turn benefit from a supported party's success. We use theory and an experiment to investigate how support relationships develop endogenously in ...
Added: January 31, 2026
Akhmedova A., / Series "SSRN Working Paper Series". 2026.
The study explores a psychological phenomenon of inaction inertia-avoiding action after missing a more favourable opportunity. Unlike action inertia (e.g.,sunk costs effect), inaction inertia has been less studied, particularly in economic contexts. Considering the reference dependent nature of the phenomenon, I build on the work of Kőszegi and Rabin (2006) to examine how past experiences ...
Added: January 23, 2026
Zuev V. N., Канихин Т. Н., Регионология 2025 Т. 33 № 2 С. 206–220
Introduction. The article examines the main price and non-price factors of renewable energy development in the EU countries at the present stage. The study of RE is significant within the global climate agenda due to the importance of environmental protection, EU countries are at the forefront of RE implementation. Consequently, the relevance and understudied nature of ...
Added: May 12, 2025
Лопатина М. В., Khorkina N., Кабисова А. В., Электронный научный журнал "Социальные аспекты здоровья населения" 2025 № 1(71) Статья 16
Significance. A sufficient level of physical activity during childhood is a crucial factor contributing to the enhancement of individuals' health status. Moreover, the physical activity level of parents may serve as an influential determinant for the child's inclination towards physical exercise and sports.
Purpose: to assess the relationship between the level of physical activity of children and ...
Added: April 3, 2025
Mkhitaryan S., Sidorchuk R. R., Skorobogatykh I. et al., Друкеровский вестник 2022 № 2 (46) С. 143–151
Статья посвящена оценке влияния личного легкового автотранспорта, въезжающего в Москву, на здоровье москвичей. Авторы исходили из предположения, что на здоровье жителей Москвы существенно влияет качество воздуха, в то же время одним из наиболее значимых факторов, загрязняющих атмосферу, является автотранспорт. Для проведения оценки были рассмотрены две взаимосвязанные задачи, решение которых легло в основу построения интегрированной модели: ...
Added: November 4, 2023
Громова Д. Б., Khorkina N., Электронный научный журнал "Социальные аспекты здоровья населения" 2023 Т. 69 № 1 Статья 5
Significance. A positive assessment of life satisfaction is important for building a sense of general social well-being in the country. Meanwhile, the body mass index can be one of the factors determining this assessment.
The purpose of the study was to assess the relationship between the body mass index of adult Russians and their satisfaction with life based ...
Added: March 15, 2023
Серобян А. К., Григорян А. К., Хачатрян Н. Г. et al., Modern Psychology Scientific Bulletin, Армения 2022 Vol. 10 No. 1 P. 107–115
The purpose of this study was to investigate gender differences in cog- nitive and motivational factors of achieving success-predetermining stu- dent’s psychological well-being. The Warwick-Edinburgh Mental Well-Being scale (WEMWBS) was used to measure psychological well-being.
The mindset and promotion/prevention regulatory focus were consi- dered as cognitive and motivational predictors. The study was based upon a sample ...
Added: February 23, 2022
Павлюченко К.И., Панфилов П.Б., Горшков Г. С., Промышленные АСУ и контроллеры 2021 № 12 С. 37–47
This paper considered the possibilities of using predictive data analytics to improve the e ciency of business processes in the FMCG market, in particular, to solve the problems of forecasting the demand for products. The existing business processes in the FMCG market companies were analyzed and typical tools for forecasting sales o ered by various ...
Added: January 16, 2022
Kolosnitsyna M., Чубаров М. Ю., Электронный научный журнал "Социальные аспекты здоровья населения" 2021 Т. 67 № 5 Статья 2
Background. Infectious diseases and mortality are correlated with numerous factors. These factors may be interrelated and act simultaneously, which makes it difficult to assess their impact.
Aim: Based on regression analysis, to identify socio-economic factors of infectious mortality in Russian regions.
Materials and Methods. We used the data from the Federal State Statistics Service on economic, demographic, ...
Added: November 26, 2021