Анализ данных науки, образования и инновационной деятельности с использованием методов анализа паттернов
The paper studies salient features of systemic risk in a sample of 22 European (EU and non-EU) countries during January 2010–March 2016. Building on a novel dataset and conducting an empirical horse race, we determine pivotal systemic risk measures for the sample countries. SRISK and volatility indicator tend to lead other metrics, followed by leverage. In contrast to the conventional wisdom, composite systemic risk measures aggregated with the aid of principal and independent component analysis perform worse. The leading systemic risk measures exhibit a high degree of connectedness. The VIX index, TED spread, the Composite Index of Systemic Stress (CISS) and long-term interest rates underlie their dynamics. Two clusters within the sample are identified, with CISS and long-term interest rates being crucial to distinguish between them. There is only scarce evidence for causal linkages between systemic risk and industrial production in the sample countries, based on the concurring results of standard and nonparametric Granger causality tests.
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 banks are adjusted their business models before and after the financial turmoil taken place in 2008. In addition, the prevailing banking business models observed for the leading banks in Russia are defined. The banks often changing their business models are found and analyzed.
Cultural organizations are important players of the public sector of the economy. Recent trends such as growing competition within the industry and among alternative entertainment venues and attractions, tighter restrictions on budget spending, etc. make performance measurement of cultural organizations highly relevant. The market of cultural organizations is heterogeneous. Cultural organizations have multiple strategic goals that do not boil down to financial results, but concern social, artistic and educational impacts. Currently more than 630 organizations form the theatrical network monitored by the Ministry of Culture of Russia. Such a large number of theatres implies that they are different in scope, aims, and resources possessed. Assessing their performance thus becomes a complicated task. The article describes the results of empirical analysis based on panel statistical data of the Russian Ministry of Culture from 2012 to 2016. The data covers a total number of 3,182 objects. The presented research has two aims. Firstly, we identify a set of key input, output and outcome indicators that represent a comprehensive approach to measuring the performance of theatres. Secondly, we identify clusters within the general population of Russian theatres and describe their key features. Two econometric methods are used: principal component analysis and k-means cluster analysis. The findings of the study reveal 12 principal components that seem to be a handy research tool for performance measurement of cultural organizations. Furthermore, four clusters of theatres with specific characteristics are distinguished. The author assumes that these clusters represent distinct theatre profiles and that the performance of theatres should be measured within these clusters since they represent seemingly homogenous groups of objects.
Data Correcting Algorithms in Combinatorial Optimization focuses on algorithmic applications of the well known polynomially solvable special cases of computationally intractable problems. The purpose of this text is to design practically efficient algorithms for solving wide classes of combinatorial optimization problems. Researches, students and engineers will benefit from new bounds and branching rules in development efficient branch-and-bound type computational algorithms. This book examines applications for solving the Traveling Salesman Problem and its variations, Maximum Weight Independent Set Problem, Different Classes of Allocation and Cluster Analysis as well as some classes of Scheduling Problems. Data Correcting Algorithms in Combinatorial Optimization introduces the data correcting approach to algorithms which provide an answer to the following questions: how to construct a bound to the original intractable problem and find which element of the corrected instance one should branch such that the total size of search tree will be minimized. The PC time needed for solving intractable problems will be adjusted with the requirements for solving real world problems.
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 banks with a similar structure of operations. This analysis allows to estimate how the structure of the Russian banking system has been changing over time. In particular, it allows to identify prevailing patterns in the behavior of Russian commercial banks and to analyze the stability of their position in a particular pattern.
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, we use hierarchical cluster analysis to reveal the typical trajectories of firms’ sales growth. We find that the dynamic of sales for more than 90% of firms can be described by just two types of performance curve: (a) crisis decline with recovery and growth; and (b) crisis decline with weak recovery and stagnation. Firms that invested more prior to the crisis and implemented active restructuring were more likely to have positive post-crisis dynamics of sales. We find evidence that firms in the regions with lower levels of corruption (both administrative and everyday) were more likely to recover successfully after the crisis.
The article examines the main trends in the study of the Stalinist period and the phenomenon of Stalinism in connection with the mass opening of the archives.