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24 February 2021
Researchers Reveal Genetic Predisposition to Severe COVID-19
HSE University researchers have become the first in the world to discover genetic predisposition to severe COVID-19. The results of the study were published in the journal Frontiers in Immunology.
24 February 2021
International Laboratory of Bioinformatics Opens at the Faculty of Computer Science
On January 25, 2021, an International Laboratory of Bioinformatics opened at the Faculty of Computer Science. The main goal of the laboratory is to determine the role of alternative DNA structures in the genome.
19 February 2021
Researchers Identify the Most Important Skills in Entrepreneurial Education
As part of the series, ‘Modern Analytics of Education’, the Human Capital Multidisciplinary Research Center has released a report entitled ‘Entrepreneurship Training in Universities in Russia and the World’. Based on a review of best practices, the authors identified 71 skills that are fostered in entrepreneurial education abroad. The researchers selected 63 programmes and courses from 44 universities and 24 countries for analysis.

Working paper

Применение процессов Хоукса для прогнозирования финансовых рисков

Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2017. № 02.
Егорова Л. Г., Климюк И. Ю.
We consider models of forecasting shocks in stock markets that take into account the endogenous nature of such phenomena on the basis of Hawkes processes. The intensity of the Hawkes processes depends on previous events, that allow modeling the clustering effect. The models were tested on the S&P500 stock index and the USD/RUB currency pair and are capable to predict some financial crashes.
Priority areas: IT and mathematics
Language: Russian
Full text (PDF, 2.60 Mb)
Keywords: Hawkes proccessmathematical modelling of economic processes
Publication based on the results of: Analysis, choice and decision making in socio-economic, political and financial spheres: new models, methods and algorithms(2017)
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