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Опыт моделирования вероятности кредитного дефолта клиентов микрофинансовых организаций (на примере одной МФО)
Экономический журнал Высшей школы экономики. 2019. Т. 4. № 23. С. 497–523.
Zhukova L., Polyakov K.
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
Shchepeleva M., Финансы: теория и практика 2025 Т. 29 № 4 С. 146–162
This research is devoted to the analysis of financial crises. We examine different classifications of crises, methods of forecasting, approaches to building systems of early warning indicators. To better understand the potential for predicting financial crises, we conduct our own empirical research, comparing Logit model and random forest to predict currency crises in developing countries. ...
Added: February 12, 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
Kuchumova (Paramonova) Y. A., Ozhegova A., Зорина К. С., / Series SSRN "Available at SSRN 6108727". 2026.
Simplified tax regimes with explicit eligibility thresholds are a common tool which reduces tax burden but distorts firms’ behavior, creating local bunching just below the threshold. However, we show that when firms have access to business splitting their responses extend far beyond the local margin. Our model demonstrates that splitting reduces local bunching but amplifies ...
Added: January 21, 2026
Kuchumova (Paramonova) Y. A., Кумачева С. Ш., / Series SSRN "Available at SSRN 5312100". 2025.
In recent years, an emerging body of empirical research has shown that tax audits, in addition to recovering unpaid taxes (direct effect), increase future tax compliance (indirect or dynamic effect). This literature also suggests that updating expectations induced by audit experience plays an important role in explaining this indirect effect. However, exactly how taxpayers form ...
Added: January 21, 2026
Kuchumova (Paramonova) Y. A., / Series SSRN "Available at SSRN 5277500". 2025.
While the emerging empirical literature shows that collateral tax sanctions (CTSs) - such as driver’s license suspensions or passport denials - appear to be effective instruments to enforce tax debt collection, there are still few theoretical arguments to explain why. In this paper, I model enforcement of tax debt collection and provide a new rationale for why it could ...
Added: January 21, 2026
Dobrynskaya V. V., Tomtosov A., Речмедина С., / NRU HSE. Series WP BRP 60/FE/2017 "SERIES: FINANCIAL ECONOMICS". 2025.
We study the application of factor investing in the market for real estate (REITs). The analysis of traditional factor strategies, such as momentum, value, size and profitability, reveals their unstable and atypical behavior in comparison to the equity market, however, there is a strong momentum effect in the factor strategies. We propose a new dynamic ...
Added: January 21, 2026
Besstremyannaya G., Bakshuk M., / ЦЭМИ РАН. Серия 48 заседание "Сборник трудов Шаталинской школы-семинара". 2026.
В данной статье рассматривается реакция российских предприятий обрабатывающей промышленности на ужесточение экономических санкций с акцентом на период после 2022 года. Хотя санкции в целом негативно сказываются на экономическом росте и эффективности деятельности компаний, есть некоторые свидетельства того, что они также могут подталкивать компании к инновациям, а негативный эффект преодолевается при помощи адаптации компании. Исследование заполняет ...
Added: December 31, 2025
Besstremyannaya G., Новикова В., / ЦЭМИ РАН. Серия 48 заседание "Сборник трудов Шаталинской школы-семинара". 2026.
Защита прав интеллектуальной собственности является движущей
силой для формирования стимулов инновационной активности
предприятий. Законодательное закрепление правил пользования
результатами интеллектуальной деятельности и обеспечение их соблюдения
позволяет поддерживать баланс интересов создателей и пользователей
интеллектуальной
собственности.
Целью
проанализировать недостаточно изученную для регионов России связь
между экономическим ростом и защитой прав интеллектуальной
собственности с использованием двухшаговой регрессии. Результаты
моделирования оказались неоднозначными, однако, было доказано наличие
значимой связи между защитой прав интеллектуальной ...
Added: December 31, 2025
Iuliia Naidenova, Parshakov P., Matkin N., Journal of Content, Community and Communication 2025 Vol. 23 Article 5
This study analyzes the computer mediated text communication of non-professional video game players. The purpose of this study is to identify the impact of player communication toxicity on team performance. The dataset comprises 42,720 matches played between November 5 and November 18, 2015, including game statistics and chat messages. We use a BERT-model to classify ...
Added: December 29, 2025
Meissner D., Salati Marcondes de Moraes G. H., Brandão Fischer B. et al., / NRU Higher School of Economics. Series WP BRP "Science, Technology and Innovation". 2025. No. WP BRP /STI/2025.
Innovation has long been at the center of debates in economics, management, and organizational studies. However, innovation is never free of uncertainty and risk. Every act of innovation implies a departure from established paths and a willingness to embrace the unknown. From the beginning it's never clear if there is an audience which appreciates the ...
Added: November 28, 2025
Shchiptsova A., Obersteiner M., / Series General Economics "arxiv.org". 2025.
The addition of phosphorus, in the form of mineral fertilizer, becomes necessary in most agricultural soils in order to achieve consistent high yield levels of intensive farming and maintain soil fertility. Recent consolidation of phosphate fertilizer industry has transformed fragmented trade into a single integrated global network, where a small group of large-scale companies dominates ...
Added: November 21, 2025
Soldatova A., Финансы, деньги, инвестиции 2023 № 4 С. 9–15
The price of gold is the most important economic indicator. Expectations of rising inflation and higher key rates from central banks are driving investor interest in gold around the world. Given the increasing number of factors influencing the dynamics of the gold rate in the world, forecasting gold prices requires new methods and modern technological ...
Added: July 8, 2025
Shchepeleva M., Procedia Computer Science 2024 Vol. 242 P. 51–56
We test the predictive performance of different ensemble methods for forecasting systemic risk in Russia for the period 2008-2024. In contrast to the existing research on machine learning ensemble techniques, we find that conventional random forest works better for the Russian data. Based on this model, we additionally conduct variable importance analysis. We identify that ...
Added: June 17, 2025
Forecasting Stadium Attendance Using Machine Learning Models: A Case of the National Football League
Пан Ю., Wang F., Studia Sportiva 2024 Vol. 18 No. 2 P. 147–164
Added: May 16, 2025
Arkhipova M., Kuchmaeva O., Sirotin V., Вестник Московского университета. Серия 6: Экономика 2025 Т. 60 № 6 С. 307–328
The problem of the remote employment rate in Russia and its determinants is considered. Remote employment is poorly represented in the results of even large-scale sample observations by Russian State Statistical Service, which does not allow using traditional statistical tools for modelling its development potential. The problem can be solved by balancing the data by ...
Added: April 17, 2025
Mohammed Y. A., Denisenko M. B., Мир России: Социология, этнология 2025 Vol. 34 No. 2 P. 166–189
The internationalization of higher education has increased student migration and the possibility of permanent settlement in the host country. The latter phenomenon is associated with student intentions to relocate and the socio-economic development of the host country. Several countries are competing to attract international students whether to train them to return home or to retain ...
Added: April 16, 2025
Pomazanov M. V., / arXiv. Серия q-fin.RM "Quantitative Finance > Risk Management". 2025.
The article proposes a method of designing a statistically distinguishable rating scale that is not excessive in relation to the existing observation statistics. This allows for more stable validation with a fixed maximum number of violations of the Wald criterion compared to an excess scale, which is usually used by banks. The increased robustness of ...
Added: March 19, 2025
Kulakova T., Моисеева М. А., Shulika Y. et al., В кн.: Наука, образование, транспорт: актуальные вопросы, приоритеты, векторы взаимодействия: III Международ. науч.-методич. конф. 06-07 ноября 2024 г. Оренбург.: Оренбург: ОрИПС – филиал ПривГУПС, 2024. С. 570–573.
The study analyzes the factors that influence car ownership levels in Russian households, using data from the Russian Longitudinal Monitoring survey, RLMS-HSE, conducted by National Research University "Higher School of Economics" in 2022. A logistic regression model is applied. Key factors affecting car ownership in Russian households include: income, dacha availability, the number of working-age ...
Added: December 17, 2024
Gladin E., Alkousa M., Gasnikov A., Automation and Remote Control 2021 Vol. 82 P. 1679–1691
The article deals with some approaches to solving convex problems of the min-min type with smoothness and strong convexity in only one of the two groups of variables. It is shown that the proposed approaches based on Vaidya’s method, the fast gradient method, and the accelerated gradient method with variance reduction have linear convergence. It ...
Added: November 29, 2024