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Of all publications in the section: 30
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Working paper
Aleskerov F. T., Oleynik V. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2016
The multidimensional extension of the Aleskerov-Golubenko polarization index is developed. Sev- eral versions of the polarization index are proposed based on different distance functions. Basic prop- erties of the index are examined. The behavior of polarization index is studied numerically in the case of the “uniform” distribution of groups in the unit square and unit three-dimensional cube. Polarization in the Russian State Duma (1994–2003) is studied using the index elaborated. The two-dimensional model of the Russian State Duma previously developed on the basis of publically available roll-call data is used in the analysis. The results of application of the multidimensional index are consistent with occurring political events. It is shown that polarization in the State Duma was most- ly associated with the degree of tension in its relations with the executive authorities. Particularly, the more severe was the confrontation between the legislative and the executive branches of power, the less polarized was the State Duma, and vice versa   
Added: Dec 8, 2016
Working paper
Шварц Д. А. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2013. № 9.
We consider measure of the balancedness of the complete signed graph. By definition of this measure it can take values from 0 to 1. But it turns out that its lower bound is strictly greater than 0. This paper presents some evaluations for the minimum measures of balancedness and an algorithm to compute it. The calculation results are compared with data on the balancedness of the Russian Parliament. And at last we formulate a hypothesis about the "minimally balanced" graph and it's measure of the balancedness.  
Added: Mar 2, 2014
Working paper
Камалова Р. У., Ушаков М. Н., Шварц Д. А. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2015. № 8.
The paper deals with an analysis of power distribution in the European Parliament from 1979 till 2014. For the purpose of power evaluation, we use power indices that take into account agents’ preferences in coalition formation. Preferences are modeled using the roll-call data from votings on important issues of European politics. We obtain the values of power indices for individual members of Parliament as well as for European political groups and member-states of the European Union.
Added: Oct 27, 2015
Working paper
Субочев А. Н., Алескеров Ф. Т., Писляков В. В. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2013. № 3.
The data on 212 economic journals are used to produce qualitative estimates of (in)consistency of evaluations based on the main bibliometric indices (2- and 5-year impact-factors, immediacy index, SNIP, SJR, Hirsch index, article influence). Aggregated rankings are calculated. These rankings aggregate the information on journals’ comparative values contained in separate index rankings. A new approach for the construction of aggregated rankings is proposed, based on several methods of social choice theory. Rankings are aggregated by simple majority rule. The result of the aggregation is a binary relation showing which journal from a given pair is better than the other one with respect to majority of indices used for their evaluation. A social choice solution concept based on majority relation (Copeland rule, Markov ranking, the uncovered set and the minimal externally stable set) is applied to determine journals to be considered as the best ones in a given set of journals. An aggregated ranking is produced as a result of a multistage procedure of selection and exclusion of the best journals.
Added: Jun 1, 2013
Working paper
Егорова Л. Г., Климюк И. Ю. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2017. № 02.
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.
Added: Nov 16, 2017
Working paper
Вольский В. И. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2014
Added: Mar 26, 2014
Working paper
Олейник В. В., Лебедюк В. Н. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2013. № 1567.
Added: Nov 19, 2014
Working paper
Горяинова Е. Р., Шалимова Ю. А. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2014. № WP7/2014/08.
To solve the problem of reduction of the multidimensional vector of indicators methods of factor analysis are used. One of them is the maximum likelihood method (MLM). It allows to identify uncorrelated common factors among the set of correlated quantitative indicators. The uncorrelated common factors can represent initial indicators without significant loss of information. Detection of the common factors is carried out using a special representation of the correlation matrix of the observed indicators. However, the correlation coefficient is not defined for the characteristics measured in nominal scale. In addition, it can not serve as a measure for the strength of the coupling indicators with nonlinear dependence. Traditional methods of factor analysis are ineffective for such situations. Two modifications of the MLM are proposed in the paper. They use the rank Spearman correlation coefficients and Cramer coefficients as measures of relationship between variables. With the help of the Monte Carlo method 12-dimensional vectors with their coordinates dependent on each other with linear and nonlinear dependency were simulated. Then, a comparative analysis of the effectiveness of the traditional MLM and the two proposed modifications of the MLM was carried out for these data. It is shown that only adapted method that uses the Cramer coefficients is able to combine correctly indicators related with nonmonotonic dependency in common factor. On the other hand, this method has a lower efficiency than the other two methods in cases where the dependency between variables is linear or monotonic. To demonstrate the efficiency of these methods on real data the task of reducing the dimension of the dynamics of the relative consumer price growth in the years 2008-2014 for a group of food products has been solved.
Added: Dec 18, 2014
Working paper
Ботвинкин Е. А., Горяинова Е. Р. Математические методы анализа решений в экономике, бизнесе и политике. WP7. Издательский дом ВШЭ, 2014. № WP7/2014/07.
This paper focuses on three methods of parameter estimation in linear regression model with unknown distribution of noises. For different distributions of noises there were analytically calculated asymptotic relative efficiencies (ARE) of rank estimations towards LS-estimations and LAD-estimations. There were also simulated regression equations with specific parameters and distributions of noises applying the Monte Carlo method. For datasets with moderate number of entities there were calculated mean values of squared differences between estimation vectors and a real parameter vector over a thousand of simulated regression models. There were made some recommendations on the application of the LS method, the LAD method and the rank method for cases of different distributions of noises. 
Added: Dec 18, 2014
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