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Working paper
Mammen E., Van den Berg G., Janys L. et al. Discussion Paper. IZA DP. Institute for the Study of Labor, 2014. No. 8339.
We examine a new general class of hazard rate models for survival data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and (possibly time-dependent) marker or covariate effects. A number of well-known models are special cases. In a counting process framework, a general profile likelihood estimator is developed and the parametric component of the model is shown to be asymptotically normal and efficient. The analysis improves on earlier results for special cases. Finite sample properties are investigated in simulations. The estimator is shown to work well under realistic empirical conditions. The estimator is applied to investigate the long-run relationship between birth weight and later-life mortality using data from the Uppsala Birth Cohort Study of individuals born in 1915-1929. The results suggest a relationship that is difficult to capture with simple parametric specifications. Moreover, its shape at higher birth weights differs across gender.
Working paper
Maxim Borisyak, Ustyuzhanin A. arxiv :: cs :: Cornell University. arxiv :: cs :: Cornell University. Cornell University, 2015
The problem of autonomous navigation is one of the basic problems for robotics. Although, in general, it may be challenging when an autonomous vehicle is placed into partially observable domain. In this paper we consider simplistic environment model and introduce a navigation algorithm based on Learning Classifier System.
Working paper
Lazarev A. A., Werner F. Otto-von-Guericke Universitaet, 2008. No. 15.
In this paper we consider a graphical realization of dynamic programming. The concept is discussed on the partition and knapsack problems. In contrast to dynamic programming, the new algorithm can also treat problems with non-integer data without necessary transformations of the corresponding problem. We compare the proposed method with existing algorithms for these problems on small-size instances of the partition problem with $n \le 10$ numbers. For almost all instances, the new algorithm considers on average substantially less "stages" than the dynamic programming algorithm.
Working paper
Vernikov A. V. SSRN Working Paper Series. Social Science Research Network, 2015. No. 2600738.
The paper suggests a classification of Russian commercial banks for the purposes of empirical analysis. While most of the literature on comparative bank performance in transition identifies three broad categories of banks (state, domestic private and foreign), in the Russian case it may be proper to consider separately the core state-controlled banks that jointly account for over 40 percent of total assets. Among all foreign-controlled banks we identify foreign subsidiary banks whose parents are financial institutions and whose core business in Russia is commercial banking. This paper complements previous papers on Russian bank data (Schoors, 2000; Karas and Schoors, 2005; 2010; Vernikov, 2007; 2009; 2012; 2014). We attach a list of state-controlled banks and foreign subsidiary banks that have been active during the period up to 2014.
Working paper
Vinogradov A. Working Papers of Humanities. WP. Издательский дом НИУ ВШЭ, 2013. No. WP BRP 31/HUM/2013.
The Acts of Andrew and Matthias contains in a not evident form a feast cycle, which could represent a liturgical practice of the 4th c.-community where the Acts were written. Three days of Andrew’s torments could be linked with Holy Wednesday, Holy Thursday and Good Friday. They are preceded by 27 or 28 days, i.e., 4 weeks of grief and some kind of fast. Andrew’s torments are followed by his miraculous healing that could be compared to Resurrection and Easter. After it Andrew is most likely to have baptized the cannibals ; it reminds one of an ancient tradition of single baptism on Holy Saturday. Finally Andrew has to remain in the city for seven more days ; together with the day of baptism they form those eight days for neophytes’ confirmation before ablutions and at the same time complete the Octave of Easter, that ends with taking baptismal cloths off the neophytes. Andrew’s departure could also be compared with Ascension that was linked with While Sunday. A liturgical circle could be seen on a lower level as well in ch. 2–3 : Matthias’ prayer – Christ’s admonition with citation of the Gospel – «peace be with you» – Matthias’ exclamation – singing of Psalms.
Working paper
Lovakov A., Agadullina E. Psychology. PSY. Высшая школа экономики, 2014. No. WP BRP 18/PSY/2014.
The aim of this study is to examine the validity and reliability of the Leach et al. model of in-group identification in 2 studies of Russian samples. In study 1, the confirmatory factor analysis revealed that the hierarchical model of in-group identification, which included the second-order factors of self-definition (individual self-stereotyping, and in-group homogeneity) and self-investment (satisfaction, solidarity, and centrality) fitted the data well for all four group identities (ethnic, religious, university, and gender) and was a better fit than the alternative models. In study 2, we examined the construct validity and reliability of the Russian version of in-group identification measure. Results show that these measure have adequate psychometric properties. In short, our results show that the Leach et al. model is reproduced in Russian culture. The Russian version of this measure can be used in future in-group research conducted using Russian-language samples.
Working paper
Olshanski G., Bufetov A. arxiv.org. math. Cornell University, 2019. No. 1904.13371 .
The gamma kernels are a family of projection kernels K(z,z′)=K(z,z′)(x,y) on a doubly infinite 1-dimensional lattice. They are expressed through Euler's gamma function and depend on two continuous parameters z,z′. The gamma kernels initially arose from a model of random partitions via a limit transition. On the other hand, these kernels are closely related to unitarizable representations of the Lie algebra 𝔰𝔲(1,1). Every gamma kernel K(z,z′) serves as a correlation kernel for a determinantal measure M(z,z′), which lives on the space of infinite point configurations on the lattice. We examine chains of kernels of the form …,K(z−1,z′−1),K(z,z′),K(z+1,z′+1),…, and establish the following hierarchical relations inside any such chain: Given (z,z′), the kernel K(z,z′) is a one-dimensional perturbation of (a twisting of) the kernel K(z+1,z′+1), and the one-point Palm distributions for the measure M(z,z′) are absolutely continuous with respect to M(z+1,z′+1). We also explicitly compute the corresponding Radon-Nikodým derivatives and show that they are given by certain normalized multiplicative functionals.
Working paper
Lapshin V. A., Kurbangaleev M. Z. Financial Economics. FE. Высшая школа экономики, 2012. No. 13/FE/2012.
In this paper we develop a joint non-parametric approach to the problem of the decomposition of bond yields and CDS spreads. The proposed approach is essentially an infinite-dimensional modification of the Heath-Jarrow-Morton framework and is general enough to capture even very non-trivial shapes of the yield and hazard-rate curves. The approach allows us to jointly estimate entire term structures of yields, hazard rates, and liquidity premiums, no matter what shapes they take. We apply the developed methodology to data on major Eurozone sovereign borrowers and consider the most recent period of the Eurozone debt crisis. Our data set includes instruments with maturities from 6 months to 30 years. As a result, we found several interesting interaction effects between those components in terms of term structure. Treating the bond-CDS basis as a measure of the cross-market liquidity spread, we find that cross-market liquidity evolves in a rather non-trivial and pronounced manner. As the credit quality of the reference entity deteriorates, the liquidity of the CDS market dries up, starting from longer terms.
Working paper
Bergelson M., Kibrik A. A. Linguistics. WP BRP. НИУ ВШЭ, 2017. No. 55.
The paper describes the ongoing research project on Ninilchik Russian as a unique variety of the Russian language. We believe it is a remnant of Alaskan Russian – a language that emerged at the end of the 18th century as a result of Russian colonial presence in Alaska and served as a means of communication in Russian America until the end of the Russian period in 1867. By that time Alaskan Russian became the native language for the people of mixed Russian/Native origin residing in various parts of Alaska. Ninilchik was one such place and, due to many factors combined, became a major location where this linguistic variety kept developing and serving as a means of communication, creating and maintaining cultural identity, and holding together the community of brave, persistent, and self-sustained people. Thanks to the people of Ninilchik, Alaskan Russian is still alive in the 21st century. The paper deals with two aspects of this multifaceted linguistic phenomenon. One is a theoretical problem of the “archaeological approach” to the language data which reflects a rather short but diverse history of Alaskan Russian and involves contact studies. Another is the Ninilchik Russian Dictionary project that allows to record both items and concepts, s well as the sociocultural narratives together making up the special story of the linguistic and cultural community
Working paper
Kolosnitsyna M., Khorkina N., Volkov A. Public and Social Policy. WP BRP Series. НИУ ВШЭ, 2017. No. WP BRP 11/PSP/2017.
In economic theory, alcohol consumption is considered as an addictive and sometimes irrational behaviour. Such behaviour often leads to undesirable external effects: increasing crime rates, traffic and occupational accidents, fires, and domestic violence. That is why most countries facing high levels of alcohol intake apply special measures to reduce consumption and, as a result, the external effects. Recently, the same measures have also been put in place in Russia, including price rises and time restrictions on retail alcohol sales. This paper investigates the influence of these measures on crime indicators. The empirical study is based on an econometric analysis of panel data from Russian regions, 2003-2015. The results confirm the effectiveness of time restrictions on alcohol sales with regard to juvenile and adult crime. However, the increase of vodka prices due to increasing excise tax reduces juvenile crime but does not influence crime rates among adults.
Working paper
Timorin V., Khovanskii A. G. arxiv.org. math. Cornell University, 2013. No. 1305.4484.
We prove a version of the Aleksandrov-Fenchel inequality for mixed volumes of coconvex bodies. This version is motivated by an inequality from commutative algebra relating intersection multiplicities of ideals.
Working paper
Lavrinovich M. Humanities. HUM. Basic Research Programme, 2017. No. WP BRP 155/HUM/2017.
This paper discusses the problem of the adaptation of a new cultural model by the educated members of the Russian “middle class” in the late 18th century when new social skills and new kinds of the perception of social reality were transmitted to the public through the emotionally very intensive theatre performances. Examining the translation of the drama Poverty and Nobleness of Mind by August von Kozebue and taking into account that the drama was staged at the private theatre of Alexandr Vorontsov, Malinovskii’s patron, in 1799, I suggest that he had some apprehensions about his own noble status which he obtained in a specific way. He seems to face the choice: to act on his feelings as sentimental dramas instructed him and marry a poor but noble girl in 1790s, or wait until Vorontsov’s niece became a wealthy heiress what actually happened in a decade.
Working paper
Yudin G. Humanities. HUM. Basic Research Programme, 2015. No. WP BRP 93/HUM/2015.
Alfred Schütz has paid considerable attention to the position of scientist in the world and particularly to that of social scientist. His analyses make extensive use of phenomenological concepts and contain detailed descriptions of scientific cognitive style in its relation to the everyday life. However, Schütz is surprisingly silent on the motives that could justify quitting the ordinary 'world of working' and entering the scientific attitude. This paper discusses whether the Schütz normative justification for science can be deduced from Husserl's philosophy of science. It is argued that despite the fact that Schütz was in fact considerably influenced by Husserl's system of science suggested in 'Ideas II', the two thinkers diverge radically on the cultural mission and methodology of science. While Husserl advocates the critical method of reduction as the sole way to pursue genuine science, Schütz in fact explores the possibility of building a 'naive science'. He accepts relying on ordinary knowledge in social science and ends up by rejecting the methodology of reduction in general. Schütz's opposition to the idea of science contained in Husserl's phenomenology, together with his neglect of normative grounding of science, suggest that he considered the value of science as laying beyond rational philosophical justification
Working paper
Verbitsky M., Bogomolov F. A., Kamenova L. math. arxive. Cornell University, 2017
A projective manifold M is algebraically hyperbolic if there exists a positive constant A such that the degree of any curve of genus g on M is bounded from above by A(g-1). A classical result is that Kobayashi hyperbolicity implies algebraic hyperbolicity. It is known that Kobayashi hyperbolic manifolds have finite automorphism groups. Here we prove that, more generally, algebraically hyperbolic projective manifolds have finite automorphism groups.
Working paper
Fino A., Grantcharov G., Verbitsky M. math. arxive. Cornell University, 2016
Let M be a complex nilmanifold, that is, a compact quotient of a nilpotent Lie group endowed with an invariant complex structure by a discrete lattice. A holomorphic differential on M is a closed, holomorphic 1-form. We show that a(M) ⩽ k, where a(M) is the algebraic dimension a(M) (i.e. the transcendence degree of the field of meromorphic functions) and k is the dimension of the space of holomorphic differentials. We prove a similar result about meromorphic maps to Kahler manifolds.
Working paper
Izosimov A. arxiv.org. math. Cornell University, 2013
In 1970s, a method was developed for integration of nonlinear equations by means of algebraic geometry. Starting from a Lax representation with a spectral parameter, the algebro-geometric method allows to solve the system explicitly in terms of Theta functions of Riemann surfaces. However, the explicit formulas obtained in this way fail to answer such natural topological questions as whether a given singular solution is stable or not. In the present paper, the problem of stability for equilibrium points is considered, and it is shown that this problem can also be approached by means of algebraic geometry.
Working paper
Vladimir L. Popov. arxiv.org. math. Cornell University, 2017. No. 1707.06914 [math.AG].
We classify all connected affine algebraic groups G such that there are only finitely many G-orbits in every algebraic G-variety containing a dense open G-orbit. We also prove that G enjoys this property if and only if every irreducible algebraic G-variety X is modality-regular, i.e., the modality of X (in the sense of V. Arnol’d) equals to that of a family which is open in X.
Working paper
Kamenova L., Verbitsky M. math. arxive. Cornell University, 2016
A projective manifold is algebraically hyperbolic if the degree of any curve is bounded from above by its genus times a constant, which is independent from the curve. This is a property which follows from Kobayashi hyperbolicity. We prove that hyperk¨ahler manifolds are non algebraically hyperbolic when the Picard rank is at least 3, or if the Picard rank is 2 and the SYZ conjecture on existence of Lagrangian fibrations is true. We also prove that if the automorphism group of a hyperk¨ahler manifold is infinite then it is algebraically non-hyperbolic.
Working paper
Branzei S., Sandomirskiy F. Computer Science and Game Theory (cs.GT), arXiv:1907.01766. arxiv. Cornell university, 2019
We study the problem of allocating divisible bads (chores) among multiple agents with additive utilities, when money transfers are not allowed. The competitive rule is known to be the best mechanism for goods with additive utilities and was recently extended to chores by Bogomolnaia et al (2017). For both goods and chores, the rule produces Pareto optimal and envy-free allocations. In the case of goods, the outcome of the competitive rule can be easily computed. Competitive allocations solve the Eisenberg-Gale convex program; hence the outcome is unique and can be approximately found by standard gradient methods. An exact algorithm that runs in polynomial time in the number of agents and goods was given by Orlin. In the case of chores, the competitive rule does not solve any convex optimization problem; instead, competitive allocations correspond to local minima, local maxima, and saddle points of the Nash Social Welfare on the Pareto frontier of the set of feasible utilities. The rule becomes multivalued and none of the standard methods can be applied to compute its outcome. In this paper, we show that all the outcomes of the competitive rule for chores can be computed in strongly polynomial time if either the number of agents or the number of chores is fixed. The approach is based on a combination of three ideas: all consumption graphs of Pareto optimal allocations can be listed in polynomial time; for a given consumption graph, a candidate for a competitive allocation can be constructed via explicit formula; and a given allocation can be checked for being competitive using a maximum flow computation as in Devanur et al (2002). Our algorithm immediately gives an approximately-fair allocation of indivisible chores by the rounding technique of Barman and Krishnamurthy (2018).
Working paper
Gafarov E., Lazarev A. A., Werner F. Otto-von-Guericke Universitaet, 2009. No. 38.
We consider single machine problems with opposite criteria, namely we consider the maximization of total tardiness, the maximization of the number of tardy jobs and the maximization of total completion time (in contrast to usual minimization problems)and a minimization version of the Knapsack problem.
Working paper
Lazarev A. A., Werner F. Otto-von-Guericke Universitaet, 2008. No. 12.
The scheduling problem of minimizing total tardiness on a single machine is knownto be NP-hard in the ordinary sense. In this paper, we consider the special case of the problem when the processing times $p_j$ and the due dates $d_j$ of the jobs $j, \, j \in N = \{ 1, 2, \ldots, n \}$, are oppositely ordered: $p_1\ge p_2\ge\dots\ge p_n$ and $d_1\le d_2\le\dots\le d_n$. It is shown that already this special case is $NP$-hard in the ordinary sense, too. The set of jobs $N$ is partitioned into $\Bbbk, 1 \le \Bbbk \le n$, subsets$\mathcal{M}_1,\mathcal{M}_2,\dots,\mathcal{M}_\Bbbk$,$\mathcal{M}_\nu \bigcap \mathcal{M}_\mu=\emptyset$ for $\nu\ne \mu,$$N=\mathcal{M}_1\bigcup\mathcal{M}_2\bigcup\dots\bigcup\mathcal{M}_\Bbbk$,such that$\max_{i,j\in\mathcal{M}_\nu}|d_i-d_j|\le\min_{j\in\mathcal{M}_\nu}p_j$for each $\nu=1,2,\dots,\Bbbk$. We propose algorithms which solve the problem: in $O(\Bbbk n\sum p_j)$ time if $1\le \Bbbk< n$ in $O(n^2)$ time if $\Bbbk= n$ and in $O(n^2)$ time if $\max_{i,j\in N}|d_i-d_j|\le 1$. The polynomial algorithms do neitherrequire the conditions $p_1\ge p_2\ge\dots\ge p_n$ mentioned above nor integer processing times to construct an optimal schedule. Finally, we apply the idea of the presented algorithm for the case $\Bbbk = 1$ to the even-odd partition problem