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Of all publications in the section: 3 627
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Working paper
Nedelko A., Лупова О. А., Gorin A. et al. PSYCHOLOGY. WP BRP. Издательский дом НИУ ВШЭ, 2017. No. 77.
In this paper, a novel application of the event-related potential (ERP) method is proposed. The authors applied an N400 evoked potential for brand perception analysis, particularly for brand associations. Traditionally, N400 has been used as a marker of semantic incongruence of a word to a context. The N400 activity is manifested in a more negative deflection of ERP response to incongruent stimuli. We recorded N400 in response to congruent and incongruent sentence endings in marketing and non-marketing contexts, respectively. In the main experimental condition, congruent and incongruent brand associations (nouns) presented before brand names were selected from real marketing campaigns building brand communities. In the control semantic memory N400 condition, the incongruent sentence endings evoked significant fronto- centrally distributed N400 brain response at 300–500 ms. The N400 response in the brand association condition was delayed for 250 ms compared to incongruent words in the context of short sentences and appeared in the central brain area. In this study, we showed for the first time the possibility of applying the N400 method to identify the strength of brand associations using ecologically valid stimuli.   
Added: Nov 30, 2017
Working paper
Rodionova L., Kopnova E. Basic research program. WP BRP. National Research University Higher School of Economics, 2017. No. 166/EC/2017.
This paper investigates the issue of food security as the basis for stable economic development using the example of North Africa. A statistical analysis of economic and financial factors in relation to the determinants of food security was carried out using a panel cointegrating model based on official international statistics of the Food and Agriculture Organization (FAO) and the World Bank for 1991-2014. According to the results, population growth and the intensification of agricultural production, foreign trade and foreign direct investment play a crucial role in food security. The study revealed the relationship between food security and the development of the banking and financial systems in the region, and their degree of globalization. The strategy of a long-term investment policy pursued by the World Bank and FAO to combat hunger and poverty was justified. The methodology proposed can be used to monitor and evaluate the effectiveness of policies to maintain food security in the regions of Africa.
Added: Jul 3, 2017
Working paper
Sergey S. Ketkov, Oleg A. Prokopyev, Evgenii P. Burashnikov. arxiv.org. Computer Science. Cornell University, 2019. No. 1910.08744.
In this study we consider the shortest path problem, where the arc costs are subject to distributional uncertainty. Basically, the decision-maker attempts to minimize her worst-case expected regret over an ambiguity set (or a family) of candidate distributions that are consistent with the decision-maker’s initial information. The ambiguity set is formed by all distributions that satisfy prescribed linear first-order moment constraints with respect to subsets of arcs and individual probability constraints with respect to particular arcs. Our distributional constraints can be constructed in a unified manner from real-life data observations. In particular, the decision-maker may collect some new distributional information and thereby improve her solutions in the subsequent decision epochs. Under some additional assumptions the resulting distributionally robust shortest path problem (DRSPP) admits equivalent robust and mixedinteger programming (MIP) reformulations. The robust reformulation is shown to be strongly NP-hard, whereas the problem without the first-order moment constraints is proved to be polynomially solvable. We perform numerical experiments to illustrate the advantages of the proposed approach; we also demonstrate that the MIP reformulation of DRSPP can be solved reasonably fast using off-the-shelf solvers.
Added: Oct 23, 2019
Working paper
Yury Dranev, Sofya Fomkina. Financial Economics. FE. Высшая школа экономики, 2012. No. 12/FE/2012.
  The choice of an appropriate model for the estimation of the cost of equity in emerging markets is still a very challenging problem. Market inefficiency, limited opportunities for diversification, as well as liquidity issues inspire researches to look for risk characteristics beyond the traditional framework of the classical capital asset pricing model. Various models have been developed over the past several decades proposing new ways of risk assessment. However, the empirical evidence of these models requires careful consideration. Most asset pricing models were developed in terms of either a symmetric mean-variance or a folded mean-semivariance framework. These models have several drawbacks in capturing investors’ attitudes to stock price movements. We provide a brief description of the recently proposed entropic risk characteristics which assign greater weight to the downside movements of asset prices and smaller weight to the upside movements. The goal of this study is to determine which model has better explanatory power for returns in the Russian capital market. We compare the performance of risk measures in the Russian stock market on a dataset of 63 stocks for the period from 2003 to 2012. Empirical results show certain advantages of entropic risk characteristics over other risk measures in explaining returns on Russian equities.
Added: Feb 28, 2013
Working paper
Kochetkov Y. math. arxive. Cornell University, 2018. No. 1803.00811.
We present an easy proof of Polya's theorem on random walks: with the probability one a random walk on the two-dimensional lattice returns to the starting point.
Added: Mar 6, 2018
Working paper
Skorobogatov A. Высшая школа экономики, 2012

The principal result of this research is that the valuable skills have a negative and significant effect on alcohol abuse. We found that a higher professional level is consistent with a stronger negative relationship between earnings and alcohol-related behaviors and problems. The explanation of the result is proposed in that the pecuniary losses imposed on an individual by alcohol-related physical inability are positively conditioned by the valuable skills.

Added: Oct 8, 2012
Working paper
Batsyn M.V., Kalyagin V.A., Tulyakov D. Институт прикладной математики им. М.В. Келдыша Российской академии наук, 2015. No. 91.
The Protein Structure Alignment Problem (PSAP) consists in finding the best alignment of two proteins defined by their primary structures. It finds the most similar substructure of two proteins. This problem is polynomially reducible to the Maximum Clique Problem (MCP) for the protein alignment graph. In this paper we present an efficient algorithm for the PSAP based on our recent ILS&MCS algorithm (Batsyn et al., 2014) for the MCP. To reduce the alignment problem to the MCP we follow the DAST method introduced by Malod-Dognin et al. (2010). Our main contributions include: applying the ILS heuristic to obtain a lower bound and make preprocessing of an alignment graph to reduce its size; efficient implementation of the algorithm for large but sparse alignment graphs including memory preallocation and bit representation of adjacency matrix. The computational results are provided for the popular Skolnick test set of 40 proteins and show that the suggested algorithm is more efficient than one of the fastest PSAP solvers - the ACF algorithm by Malod- Dognin et al. (2010).
Added: Oct 24, 2016
Working paper
Shmatko N. A., Katchanov Y. L. arxiv.org. math. Cornell University, 2013. No. v.1.
The paper puts forth an axiomatic description of the complexity of an object of sociological investigation. The proposed axioms allow us to determine complexity within the framework of mathematical sociology such as the variational principle, which is formed relative to the state of the object of sociological investigation. On the basis of this principle we can conclude the equation of state, which coincides with the stationary forward Kolmogorov equation. Based on the results of an empirical study of Russian doctorate holders, a scientific capital value was determined for each respondent by calculating an empirical distribution function for each respondent’s active properties. The goal of this study is to develop a phenomenological theory of Scientific Capital in the form of a hierarchy of variational principles. On the micro level, the principle of the maximum enables us to examine the numerous meanings of Scientific Capital based on the measurement of the actual (i.e., factually realized) distribution of active properties of a scientific field’s agent among the multitude of possible distributions. On the macro level, the principle of the minimum energy functional describes the distribution of Scientific Capital among the agents of a scientific field.
Added: Jun 13, 2013
Working paper
Aleskerov F. T., Karpov A. V. Public Choice Research Centre University of Turku Working Papers. University of Turku, 2011. No. 42.
We propose a new method of the Single Transferable Vote (STV) and give a unified way to describe classic procedures (Gregory Method, Inclusive Gregory Method and Weighted Inclusive Gregory Method) as an iterative procedure. A modification for quota definition is proposed which improves theoretical properties of the procedures. The method is justified by a new set of axioms. It is shown that this procedure extends the Weighted Inclusive Gregory Method with the modified definition of quota and random equiprobable selection of winning coalition on each iteration. The results are extended to the methods allowing fractional number of votes.
Added: Mar 5, 2013
Working paper
Lyusin D., Ovsyannikova V. V. Psychology. PSY. Высшая школа экономики, 2014. No. WP BRP 16/PSY/2014.
A new measure for emotion recognition abilities, the Videotest of Emotion Recognition, is described. Two aspects in emotion recognition are distinguished, accuracy of recognition of emotion types that constitute the emotional state of the observed person and sensitivity to the intensity of the observed emotions. The Videotest of Emotion Recognition allows obtaining the accuracy and sensitivity indices that reflect these two aspects of emotion recognition. Psychometric analysis showed satisfactory reliability and validity of the indices
Added: Feb 13, 2014
Working paper
Andreev E. M., Shkolnikov V. MPIDR Technical Report. Max Planck Institute for Demographic Research, 2012. No. 2012-002.

A general algorithm for the decomposition of differences between two values of an aggregate demographic measure of age and other dimensions is realized as Excel/VBA. It assumes that the aggregate measure is computed from similar matrices of discrete demographic data for two populations under comparison. The algorithm estimates the effects of replacement for each elementary cell of one matrix by the respective cell of another matrix. The replacement runs from young to old ages.

Added: Dec 14, 2012
Working paper
Gutnik L. Cornell University Library, 2013. No. 1307.1125.
We present here continued fraction for Zeta(3) parametrized by some family of points (F,G) on projective line. This family of points can be obtained if from full projective line would be removed some no more than countable nowhereмножество dense exeptional set of finite points. countable nowhere dense set, which contains the above exeptional set of finite points, is specified also.
Added: Jan 8, 2014
Working paper
Corazzini L., Galavotti S., Valbonesi P. Dipartimento di Economia Research Paper Series. No. 30/WP/2017. Ca Foscari University of Venice, 2017
We experimentally study bidding behavior in sequential first-price procurement auctions where bidders’ capacity constraints are private information. Treatment differs in the ex-ante probability distribution of sellers’ capacities and in the (exogenous) probability that the second auction is actually implemented. Our results show that: (i) bidding behavior in the second auction conforms with sequential rationality; (ii) while first auction’s bids negatively depend on capacity, bidders seem unable to recognize this link when, at the end of the first auction, they state their beliefs on the opponent’s capacity. To rationalize this inconsistency between bids and beliefs, we conjecture that bidding in the first auction is also affected by a hidden, behavioral type – related to the strategic sophistication of bidders – that obfuscates the link between capacity and bids. Building on this intuition, we show that a simple level-k model may help explain the inconsistency.
Added: Jul 20, 2018
Working paper
Zimin A., Gladkov N. math. arxive. Cornell University, 2018
We construct an explicit solution for the multimarginal transportation problem on the unit cube [0,1]3 with the cost function xyz and one-dimensional uniform projections. We show that the primal problem is concentrated on a set with non-constant local dimension and admits many solutions, whereas the solution to the corresponding dual problem is unique (up to addition of constants).
Added: Oct 10, 2018
Working paper
Yanovskaya E. B. Economics. EC. Высшая школа экономики, 2016. No. 127.
Two-person games and cost/surplus sharing problems are worth for studying because they are the base for their extending to the classes of such problems with variable population with the help of very powerful consistency properties. In the paper a family of cost-sharing methods for cost sharing problems with two agents [Moulin 2000] is extended to a class of solutions for two-person cooperative games that are larger than both cost-sharing and surplus-sharing problems, since cooperative games have no no restrictions on positivity of costs and surpluses. The tool of the extension is a new invariance axiom -- self covariance -- that can be applied both to cost-sharing methods and to cooperative game solutions. In particular, this axiom replaces the Lower composition axiom not applicable to methods for profit sharing problems.
Added: Oct 14, 2016
Working paper
Яновская Е. В. Economics/EC. WP BRP. Высшая школа экономики, 2016. No. BRP 127/EC/2016 .
Two-person games and cost/surplus sharing problems are worth for studying because they are the base for their extending to the classes of such problems with variable population with the help of very powerful consistency properties. In the paper a family of cost-sharing methods for cost sharing problems with two agents [Moulin 2000] is extended to a class of solutions for two-person cooperative games that are larger than both cost-sharing and surplus-sharing problems, since cooperative games have no no restrictions on positivity of costs and surpluses. The tool of the extension is a new invariance axiom -- self covariance -- that can be applied both to cost-sharing methods and to cooperative game solutions. In particular, this axiom replaces the Lower composition axiom not applicable to methods for profit sharing problems
Added: Mar 24, 2016
Working paper
Veretennikov A., Aivaliotis G. arxiv.org. cond-mat. Cornell University, 2015
We consider a general continuous mean-variance problem where the cost functional has an integral and a terminal-time component. We transform the problem into a superposition of a static and a dynamic optimization problem. The value function of the latter can be considered as the solution to a degenerate HJB equation either in viscosity or in Sobolev sense (after regularization) under suitable assumptions a nd with implications with regards to the optimality of strategies.
Added: Oct 15, 2015
Working paper
Yakovlev A. A., Tkachenko A., Demidova O. et al. Public Administration. PA. Высшая школа экономики, 2013. No. WP BRP 08/PA/2013.
The reform of budget-sector entities enables us to compare the impact of different types of public procurement regulations in budget and autonomous organizations in Russia. Such analysis is important in light of the critical discussion of the effects of current procurement regulation (94-FL), as well as taking into account the introduction of the Federal Contract System in 2014. Using the difference-in-differences methodology, we shall consider public procurements of two national universities in 2011–2012. All procurements of the first university were regulated by the 94-FL requirements. Procurements of the second university were regulated by the 94-FL until June 2011. Later this university introduced its own Procurements Provision. A comparative analysis of procurements of these organizations enables us to estimate the impact of the different types of regulations on the effectiveness of public procurement, as measured by the level of competition and price decline in public tenders, as well as the timely execution of procurement contracts.
Added: Nov 29, 2013
Working paper
Karpov A. V. Economics/EC. WP BRP. Высшая школа экономики, 2018. No. 188.
This paper presents a novel combinatorial approach for voting rule analysis. Applying reversal symmetry, we introduce a new class of preference profiles and a new representation (bracelet representation). By applying an impartial, anonymous, and neutral culture model for the case of three alternatives, we obtain precise theoretical values for the number of voting situations for the plurality rule, the run-off rule, the Kemeny rule, the Borda rule, and the scoring rules in the extreme case. From enumerative combinatorics, we obtain an information utilization index for these rules. The main results are obtained for the case of three alternatives.
Added: Apr 4, 2018
Working paper
Shakina E. A., Barajas A. Management. MAN. Высшая школа экономики, 2015. No. WP BRP 33/MAN/2015.
This study explores the successful strategies of companies during the 2008-2009 economic crisis. We investigate whether it is reasonable for companies to intensify intangibles when markets fall. This paper aims to find empirical evidence that companies with a clear intangible-intensive profile are likely to outperform those without a strategy. The results established in this study shed some light on the global economic crisis in 2008-2009. More than 1600 European companies were involved in the empirical analysis. The findings of this study demonstrate that companies with a conservative profile in intangibles outperform moderate and innovative ones. Still an innovative profile enables a faster recovery after a crisis
Added: Feb 24, 2015
Working paper
Gutkin B., Keramati M., Girardeau P. et al. the preprint server for biology. код неизвестен, зарубежная публикация. Cold Spring Harbor Laboratory, 2015
Drugs of abuse implicate both reward learning and homeostatic regulation mechanisms of the brain. Theories of addiction, thus, have mostly depicted this phenomenon as pathology in either habit-based learning system or homeostatic mechanisms. Showing the limits of those accounts, we hypothesize that compulsive drug seeking arises from drugs hijacking a system that integrates homeostatic regulation mechanism with goal-directed action/behavior. Building upon a recently developed homeostatic reinforcement learning theory, we present a computational theory proposing that cocaine reinforces goal-directed drug-seeking due to its rapid homeostatic corrective effect, whereas its chronic use induces slow and long-lasting changes in homeostatic setpoint. Our theory accounts for key behavioral and neurobiological features of addiction, most notably, escalation of cocaine use, drug-primed craving and relapse, and individual differences underlying susceptibility to addiction. The theory also generates unique predictions about the mechanisms of cocaine-intake regulation and about cocaine-primed craving and relapse that are confirmed by new experiments.  
Added: Jan 29, 2016