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Money creation and banks’ interest rate setting
Journal of Financial Economic Policy. 2021. Vol. 14. No. 2. P. 141–151.
Mansurov K., Semenov A., Dmitry Grigoriev et al., Expert Systems with Applications 2023 Vol. 232 Article 120567
In this paper we investigate the role of self-learning agents in multi-agent models of financial markets. We develop an agent-based simulation model of a financial market and, in addition to the agents with fixed strategies used in previous research, we introduce an agent with a self-learning strategy. To model the behavior of such an agent, ...
Added: July 11, 2025
Mansurov K., Semenov A., Dmitry Grigoriev et al., Computational Economics 2024 Vol. 64 P. 2585–2603
In this paper, we consider the approach of applying state-of-the-art machine learning
algorithms to simulate some financial markets. In this case, we choose the cryptocurrency market based on the assumption that such markets more active today. As
a rule, they have more volatility, attracting riskier traders. Considering classic trading strategies, we also introduce an agent with a ...
Added: July 11, 2025
Akhremenko A. S., Philippov I., Sychev V. et al., Политическая наука 2025 № 1 С. 77–102
Modern academic literature has focused on technology adaptation and innovation in politics and public administration. At present, there is a large number of studies, the central object of which is such an actively developing phenomenon as public digital services. Despite the diverse range of theoretical approaches, there is no established methodological tradition of modelling the ...
Added: May 1, 2025
Petrov A., Sergey Zheglov, Akhremenko A. S., , in: 2024 17th International Conference on Management of Large-Scale System Development (MLSD).: IEEE, 2024. Ch. 1 P. 1–4.
Agent-based models on networks most often assume static networks. However, in some contexts political science
provides arguments that the dynamical character of the network should be taken into account. Specifically, during a protest campaign, new social ties between the participants may occur. Here we present an agent-based model of protest campaign and some numerical experiments with it. It is shown that ...
Added: May 1, 2025
Kozlov N., Semenova M., / Series WP HSE "Financial Economics". 2025. No. 1/FE/2025.
This paper introduces a new approach to identifying and operationalizing the business political connections of banks. We manually collect data on 2,598 bankers who owned or worked in 115 Russian banks from 2015 to 2021 and use this dataset to describe the types of political connections of Russian banks and to unveil their institutional patterns ...
Added: April 20, 2025
Belousova V., Chichkanov N., Kraiouchkina J. et al., , in: Handbook of Financial Econometrics, Statistics, Technology, and Risk Management (In 4 Volumes) Volume 1Vol. 1.: World Scientific Publishing Co. Pte. Ltd, 2025. Ch. 12 P. 413–459.
This chapter explores how banks set priorities in their loan portfolio and funding mix depending on their form of ownership. We apply a two-stage approach: machine-learning method LASSO with K-fold cross-validation technique to select the meaningful determinants of bank’s loan and funding mix, which is followed up by panel data analysis. The classification of banks ...
Added: April 12, 2025
Popova P., Applied Econometrics 2024 No. 76 P. 5–28
The COVID‑19 pandemic had a highly negative impact on the corporate sector across many economies. This study examines the relationship between the spread of the COVID‑19 virus, the quality of corporate loan portfolios, and the volume of corporate loans in Russian regions. Using cross-regional variation in the number of COVID‑19 cases in Russia from April ...
Added: December 6, 2024
Oshmankevich K., Вестник Московского университета. Серия 26: Государственный аудит 2021 № 1 С. 101–112
The theoretical and practical aspects of supervision of compliance with legally stated information security requirements by organizations of banking sphere are observed in this article. The research touches upon main regulatory acts in this area, observes its content and main clauses. The author pays special attention to the work of China banking and insurance regulatory ...
Added: September 11, 2024
Oshmankevich K., Хозяйство и право 2023 № 4 С. 42–50
The article deals with issues related to a wide-spread way of committing fraudulent actions against clients of credit institutions as social engineering. The danger of this phenomenon lies in the fact that attackers, using a combination of technical and psychological techniques, mislead their victims, encouraging them to transfer sensitive information or perform certain actions, such ...
Added: September 11, 2024
Deryugina E., Leonidov A., Ponomarenko A. A. et al., Structural Change and Economic Dynamics 2024 Vol. 71 P. 315–319
Added: August 28, 2024
Akhremenko A. S., Полис. Политические исследования 2024 № 2 С. 118–134
The influence of Internet communication on “street” protest activity is the focus of this paper. In recent years, there has been some stagnation in this area of research: a shortage of breakthrough works that indicate new research directions or at least significantly strengthen the empirical foundation of already established hypotheses. The paradox is that when ...
Added: March 31, 2024
Petrov A., Sergey Zheglov, Akhremenko A. S., , in: 16th International Conference Management of large-scale system development (MLSD).: IEEE, 2023. Ch. 1 P. 1–5.
The paper studies protest campaigns consisting of both days with protest activity and days without activity. A dynamical agent-based model has been constructed. Numerical experiments showed that repression reduces the surviving probability of the campaign, but moderate repression may increase the turnout for the campaigns that survive. ...
Added: March 7, 2024
Popova P., / Series WP BRP "Series FE "Financial Economics""". 2024. No. WP BRP 93.
The COVID-19 pandemic had an extremely negative impact on the corporate sector across many economies. This study examines the relationship between the spread of the COVID-19 virus and the quality of corporate loan portfolios and the volume of corporate loans in Russian regions. Using cross-regional variation in the number of COVID-19 cases in Russia from ...
Added: January 19, 2024
Goryunov E., Вопросы экономики 2023 № 3 С. 126–158
The indicator of monetization of the economy; equal to the ratio of nominal money supply to nominal GDP; is very popular among Russian economists and is used to assess the effectiveness of the monetary policy pursued and is often employed in cross-country comparisons. Many economists believe that the monetization of the Russian economy is excessively ...
Added: August 23, 2023
Alexander Petrov, Andrei Akhremenko, Sergey Zheglov, Social Science Computer Review 2023 Vol. 41 No. 6 P. 2249–2273
Protest campaign movements are often carried out by coalitions rather than by homogeneous groups. Accordingly, an opposition member has both a narrow partisan identity and a broad allopposition identity. Seeking to prevent mass political participation, autocracies can repress protesters regardless of their group membership or apply the “divide and conquer” principle, targeting specific groups. Any ...
Added: May 13, 2023
Ponomarenko A. A., Journal of Financial Economic Policy 2017 Vol. 9 No. 1 P. 70–85
Added: March 28, 2023
Ponomarenko A. A., Ponomarenko A., Economics: The Open-Access, Open-Assessment E-Journal 2018 Vol. 12 P. 1–20
Added: March 28, 2023
Ponomarenko A. A., Journal of Asian Economics 2019 Vol. 62 P. 1–16
Added: March 28, 2023
Ponomarenko A. A., Economics: The Open-Access, Open-Assessment E-Journal 2020 Vol. 14 P. 1–15
The author set up a simplistic agent-based model where agents learn with reinforcement observing an incomplete set of variables. The model is employed to generate an artificial dataset that is used to estimate standard macro econometric models. The author shows that the results are qualitatively indistinguishable (in terms of the signs and significances of the ...
Added: March 28, 2023
Ponomarenko A. A., Селезнев С. М., Хабибуллин Р. А., Journal of Simulation 2022 Vol. 16 No. 3 P. 298–311
Added: March 28, 2023
Дерюгина Е. Б., Ponomarenko A. A., Journal of Evolutionary Economics 2021 Vol. 31 No. 4 P. 1113–1128
Added: March 28, 2023