The cluster analysis method as an instrument for selection of securities in the construction of an investment portfolio
Tyukhova E., Sizykh D.
In the paper are presented research results on the application of cluster analysis for the formation of a securities portfolio. There are identified features of cluster analysis applicating various indicators characterizing shares: share prices, share prices movement, and various market multipliers of issuers. It is shown the application possibility of cluster analysis in the Robo-Advisors' algorithm.
, , , Современная наука и инновации 2013 № 3 С. 75-81
Authors suggests some advices in the field of client base segmentation construction for retail profit-making organizations concerning their possible reaction on marketing campaigns. Advices are based on the results of research in one of the largest Russian retail network in the segment of mobile devices. ...
Added: February 2, 2015
, Региональная экономика: теория и практика 2015 Т. 22 № 397 С. 21-30
Importance Almost all countries have spatial heterogeneity of economic and social development of the regions, as well as demographic processes. The larger the area of the country, the differentiation is more, including the growing role of natural and geographical characteristics. A large number of regions in Russia complicate an individualized approach to address research and management ...
Added: June 19, 2015
, , , Проблемы управления 2021 Т. 3 С. 50-57
The indicators of regional sports development in the Russian Federation are analyzed to find regions with a similar sports development strategy (according to the chosen methodology and measures of closeness) and to identify dynamic groups in a four-year period. Some clustering and pattern analysis methods are described, and their use in the study is validated. The results obtained by ...
Added: June 29, 2021
, , et al., International Journal of Early Childhood 2018 Vol. 50 No. 3 P. 297-314
This study explores patterns of development in cognitive, as well as social and emotional skills for children in the ﬁrst year of school in Russia. The data analyzed are drawn from the International Performance Indicators in Primary Schools project. This is a large-scale assessment project involving 2741 children from two Russian regions. A k-means cluster analysis identiﬁes four groups ...
Added: September 27, 2018
How AI revolutionizes innovation management–Perceptions and implementation preferences of AI-based innovators
, , et al., Technological Forecasting and Social Change 2022 Vol. 178 Article 121598
Added: March 16, 2022
Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation
, , et al., Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation / INTERNATIONAL CENTRE FOR ECONOMIC RESEARCH. Series "APPLIED MATHEMATICS WORKING PAPER SERIES". 2008. No. 12/2008.
This paper presents a pattern behavioral analysis of 100 largest Russian commercial banks by total assets during an eight- year period: from the first quarter of 1999 to the second quarter of 2007. Bank performance indicators are analyzed. Structural similarities in the development of the banks are examined. A cluster analysis is applied to determine ...
Added: October 24, 2012
, , Regional Research of Russia 2016 Vol. 6 No. 2 P. 144-155
The goal of the research is to identify main types of large and the largest cities of Russia taking into account particularities of their structure and economic performance. The objects of the research are Russian cities – administrative centers of regions and autonomous districts of Russian Federation, as well as other Russian cities with population ...
Added: June 10, 2016
, , , in : Proceedings of the Third Workshop on Computer Modelling in Decision Making (CMDM 2018). Issue 85: Advances in Computer Science Research.: Atlantis Press, 2019. Ch. 10. P. 56-60.
The article examines the literature, which determinates the factors affecting Gross Regional Product as well as broadens the analysis to different regions of the Russian Federation. The regressions modeling and cluster analysis is used for the issue. Two linear regression models are constructed based on the indicators of the Federal Statistics Survey databases for the ...
Added: October 30, 2019
Dynamic clustering of lipids in hydrated two-component membranes: results of computer modeling and putative biological impact.
, , et al., Journal of Biomolecular Structure and Dynamics 2013 Vol. 31 No. 1 P. 87-95
Delineation and analysis of lateral clustering of lipids in model bilayers is an important step toward understanding of the physical processes underlying formation of lipid domains and rafts in cell membranes. Computer modeling methods represent a powerful tool to address the problem since they can detect clusters of only few lipid molecules – this issue ...
Added: November 14, 2013
Capturing the right number of clusters with K-Means using the complementary criterion and affinity propagation
, , Journal of Classification 2017
K-Means is a most popular method for clustering. Yet it has some shortcomings such as the need in prior choice of the number of clusters K and a starting location of their centers. This paper pursues an approach of taking advantage of a reformulation of the square-error criterion based on a Pythagorean decomposition of the ...
Added: April 15, 2017
, , Модели финансовых систем зарубежных стран / . 2011.
The purpose of the study -- The positioning of the Russian financial system in the world, identifying key trends and strategies for its development in the future. The paper-based methods of cluster analysis examines a group of countries and their financial systems, studied Russian model of capitalism and the financial system, its place among the ...
Added: March 25, 2014
, , , Телескоп: журнал социологических и маркетинговых исследований 2010 № 2(80) С. 27-30
В статье описывается аналитическая стратегия решения задачи диагностики "гражданского климата" в различных российских регионах. Исследовательская стратегия, заключающаяся в последовательном применении процедур факторного, кластерного анализов и построения классификационного дерева, дает возможность синергического анализа эмпирических данных, полученных в разных опросах. Особое внимание уделяется устойчивости обобщенных характеристик осей пространства описания гражданских отношений, построенных по данным опросов, различающихся периодом ...
Added: October 25, 2012
, , Университетское управление: практика и анализ 2018 № 6 С. 24-35
The research article is aimed at measuring changes in Russian universities’ resourcing. Based on the resource stratification theory, it states the consistent patterns of transformation of resource-based institutional stratification in the Russian higher education system. The analysis considers several elements of the resource base: financing, students’ knowledge quality, professors and teachers’ qualification. Stratification implies grouping ...
Added: April 15, 2019
, Вестник Российского университета дружбы народов. Серия: Социология 2012 № 1 С. 113-123
The author focuses her attention on the analysis of the general and the particular in the adaptation of specialists on the basis of the data collected in Russia by the NRI HSE in the course of monitoring the population’s economic situation and health (RLMS-HSE), comprising a vast body of classified information on the changes in ...
Added: January 20, 2013
Trajectories of Russian manufacturing firms’ growth after the global financial crisis of 2008–2009: the role of restructuring efforts and regional institutional environment
, , et al., Post-Communist Economies 2017 Vol. 29 No. 2 P. 139-157
The aim of this article is to conduct an empirical investigation and reveal which types of modernisation strategies and characteristics of regional institutional environment are likely to be associated with patterns of the performance of Russian manufacturing firms in 2007–2012. In addition to estimating the impact of ex-ante behaviour on the rate of sales growth, ...
Added: April 14, 2017
, Model Assisted Statistics and Applications 2020 Vol. 15 P. 371-388
The Basel Committee on Banking Supervision finalized the Basel III accord in the December 2017 and launched the set of its standards – the Basel Framework – in December 2019. Both documents allow bank to use mathematical models for the credit risk estimation. There are quantitative and qualitative requirements for models to be allowed for ...
Added: January 6, 2021
, , et al., Динамический анализ бизнес-моделей российских банков в период 2006–2009 гг. / Высшая школа экономики. Серия WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2012. № 03.
We present a complex analysis of business models for large, medium and small Russian commercial banks from 2006 to 2009. The Russian banks are grouped based on homogeneity criteria of their financial and operational outcomes. The banks’ structure of assets and liabilities, profitability and liquidity ratio are taken into account. The results show how the ...
Added: October 2, 2012
, , , Control Sciences 2021 Vol. 3 P. 50-57
The indicators of regional sports development in the Russian Federation are analyzed to find regions with a similar sports development strategy (according to the chosen methodology and measures of closeness) and to identify dynamic groups in a four-year period. Some clustering and pattern analysis methods are described, and their use in the study is validated. ...
Added: October 24, 2021
, , , Экономика региона 2015 № 4 С. 185-196
The purpose of the article is the interregional analysis of human potential. In comparison with the quality of life of the population, the quality of population itself is studied far less. The article presents an expanded characteristic of human potential in seven directions: economic activity, demographic processes, physical health, cultural potential, social health, educational potential and the attitude ...
Added: March 17, 2016
, В кн. : Современный менеджмент: проблемы, гипотезы, исследования. Вып.6 [Электронный ресурс]: Сборник научных трудов. : М. : Издательский дом НИУ ВШЭ, 2015.
In recent decades, the interest in research emerging markets is actively growing. Companies in emerging markets (such as Russia) copy the business models of companies in developed markets, but this behaviour does not lead to the same results. Companies should use a different path of development, thus researches goal is to highlight the features of ...
Added: October 23, 2014
, , Вопросы статистики 2020 Т. 27 № 1 С. 106-120
The relevance of the chosen topic is closely related to the course of the demographic policy of the state until 2024 to increase life expectancy and reduce the poverty level of the population. World experience shows that climatic conditions, living conditions, the quality of food and drinking water, alcohol consumption are important components of public ...
Added: February 15, 2020
, , Политическая экспертиза: ПОЛИТЭКС 2012 Т. 8 № 1 С. 238-264
The paper is focused on methodology of modeling state capacity developed within Research Project 47.0 Quantitative and Qualitative Analysis (including QCA) of Factors of Development and Decline of Statemanship of Socialist and Post-Socialist Countries in Europe and Asia at the Second Half of the XX Century and the Beginning of the XXI Century, carried out ...
Added: May 4, 2012
Возможности официальной статистики для оценки потенциала российских предприятий по производству конкурентоспособных товаров
, Вопросы статистики 2007 № 8 С. 20-29
Проведен анализ системы показателей, формируемых государственной статистикой, системы организации сбора и обработки информации, что позволило оценить возможности статистики, выявить ряд ограничений, и разработать предложения по формированию системы информации, необходимой для расчета потенциала российских предприятий по производству конкурентоспособных товаров статистики. Оценку потенциала российских предприятий по производству товаров, конкурентоспособных на внутреннем рынке, предлагается проводить методом кластерного анализа ...
Added: December 14, 2012