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Of all publications in the section: 3 520
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Working paper
Penikas H. I. Financial Economics. FE. Высшая школа экономики, 2012. No. 03.
The Basel Committee of Banking Supervision initiated a discussion on the most efficient practices to prevent bank managers from excessive risk-taking. This paper proposes a game-theoretical approach, describing the decision-making process by a bank manager who chooses his own level of risk and effort. If the level of risk implies the variability of the future outcome, the amount of effort applied affects the probability of a positive outcome. Although effort is unobserved for the bank’s stakeholders, the risk level is under control, and is associated with certain indicators such as capital adequacy ratio or leverage level. The risk-neutral utility function of a bank manager and a binary game outcome of gaining profit or loss for a bank are assumed. Starting from the general incentive contract scheme having the fixed and variable parts of remuneration, it is proposed that differentiating the variable part of remuneration is sufficient to motivate bank managers to make fewer risky decisions. More precisely, the variable part of remuneration (e.g. the share of the bank’s profit) needs to be higher in proportion to the higher variance of outcome for the high -risk outcome case to stimulate a bank manager to opt for lower-risk decisions in place of higher-risk situations.
Added: May 3, 2012
Working paper
Yuri Prokhorov. arxiv.org. math. Cornell University, 2011
We prove that for a Q-Gorenstein degeneration $X$ of del Pezzo surfaces, the number of non-Du Val singularities is at most $\rho(X)+2$. Degenerations with $\rho(X)+2$ and $\rho(X)+1$ non-Du Val points are investigated.
Added: Oct 11, 2013
Working paper
Lovakov A. Psychology. PSY. Высшая школа экономики, 2014. No. WP BRP 30/PSY/2014.
The aim of this study is to examine the specific antecedents and consequences of the commitment of university teachers to their university. Academia has specific features that distinguish universities from other types of organizations: universities have the opportunity to hire their own graduates (academic inbreeding); university teachers are able to work in several higher education institutions or combine teaching with work in business; university teachers have the opportunity to combine several professional roles (teaching, administrative work, research, etc.); university teachers have several options to change their job; publication activity is an important indicator of the efficiency and competitiveness of university teachers. This study is an online survey of 317 teachers of different disciplines from several types of state higher education institutions from different regions of Russia. The results of the regression analysis show that antecedents of affective commitment include belonging to a group of insiders (working in university from which they graduated), having an additional administrative position, role clarity, and role conflict. Structural equation modelling shows that an additional administrative position had a direct positive effect and an indirect negative effect (through role conflict) on the affective commitment to the university. Having work experience at another university predicts only a normative commitment to the university. The affective component of commitment to the university was a better negative predictor of the intention to leave the position, profession and institution. No components of the commitment predict publication activity.
Added: Jan 20, 2015
Working paper
Makarov A. Law. LAW. Высшая школа экономики, 2016. No. WP BRP 67/LAW/2016 .
This paper analyses antitrust enforcement practice in Russia (2008–2012), in the area of competition-restricting agreements (horizontal and vertical). The analysis is based on a court decision database of litigation with the Russian competition authority (FAS). The database contains 400 cases, including 236 horizontal agreements (HA), 164 other agreements (vertical agreements (VA), conglomerate and mixed agreements). On the basis of this database important features of the interpretation and implementation of the competition law in Russian practice and the priority areas of the enforcement were identified. Antitrust policy was analysed taking into account the risks of type 1 and 2 errors, including the problem of the flexibility of prohibitions (per se vs rule of reason (ROR)), standards of proof, the problem of consistency of enforcement
Added: Jul 27, 2016
Working paper
Шенфельдт А. А. International Relations. WP BRP / IR. НИУ ВШЭ, 2016. No. WP BRP 28/IR/2016 .
The article sheds light on the scope of transparency in the Russian Official Development Assistance (ODA) and anti-corruption compliance that has been forged by Russian authorities in the field of international development aid. Analysis of official documents, reports and available statistical sources shows quite poor performance of the Russian Federation, especially with regard to the international standards on open aid data and OECD members’ experience.  First, the article lays out the evolution of transparency and accountability standards in international development assistance and highlights the best practices in forging anti-corruption compliance of leading donor organizations and countries. Though it cannot be said with certainty that the level of corruption globally in development aid has diminished, it is obvious that major OECD donor organizations have improved their integrity and managed to render their aid transparent.  This research has been focused on Russian development assistance. Analysis of published information on Russian ODA such as reports by the Ministry of Finance, web-sites of the Ministry of Finance, Ministry of Foreign Affairs and the Rossotrudnichestvo, Concepts on ODA and other published documents showed that apart from procurement mechanisms, Russian authorities have not still forged anti-corruption compliance of its agencies in the filed of international development assistance. Moreover, Russia does not account for its ODA in a sufficient manner. First, the reports of the entitled authorities published on the official websites do not present precise information on Russian projects in development assistance. Though some information is publicly available, it is rather difficult to access to it as it is dispersed across various sources. Second, the functions on ODA are divided among agencies which makes the accountability process more complex. Third, Russia does not meet international standards outlined by the Busan Partnership on enhancing transparency in development aid: Russia does not report neither to the DAC Creditor Reporting System, nor to Forward Spending Survey, nor to the International Aid Transparency Initiative. Though the failure to publish detailed data stem from the lack of institutional capacity of the system of Russian development aid, still more transparency and accountability should be enhanced to enable civil society and scholars to contribute to the development of Russian aid.  The paper concludes with recommendations to Russian responsible authorities on how to make Russian development assistance transparent.
Added: Dec 30, 2016
Working paper
Ялбулганов А. А. Law. LAW. Высшая школа экономики, 2014. № 35.
The creation of the EurAsEC Customs Union and Russia’s ascension into the WTO has led to a radical change in Russia’s anti-dumping legislation. Anti-dumping regulation ceased to fall under national jurisdiction and was transferred to the Eurasian Economic Commission, a supranational regulator. This article analyzes the new anti-dumping legislation of the EurAsEC Customs Union, anti-dumping procedures, their principles, participants, an main stages, as well as the legal treatment of inform ation used in the anti-dumping regulation.
Added: Apr 21, 2014
Working paper
Zlotnik A. A., Romanova A. V. arxiv.org. math. Cornell University, 2013. No. arxiv: 1307.5398.
We consider an initial-boundary value problem for a 2D time-dependent Schrödinger equation on a semi-infi nite strip. For the Numerov-Crank-Nicolson finite-di fference scheme with discrete transparent boundary conditions, the Strang-type splitting with respect to the potential is applied. For the resulting method, the uniqueness of a solution and the uniform in time L_2-stability (in particular, L_2-conservativeness) are proved. Due to the splitting, an eff ective direct algorithm using FFT in the direction perpendicular to the strip is developed to implement the splitting method for general potential. Numerical results on the tunnel eff ect for smooth and rectangular barriers together with the practical error analysis on refining meshes are included as well.
Added: Jul 24, 2013
Working paper
Shitov Y. arxiv.org. math. Cornell University, 2013
We provide a nontrivial upper bound for the nonnegative rank of rank-three matrices, which allows us to prove that  [6(n+1)/7]  linear inequalities suffice to describe a convex n-gon up to a linear projection.
Added: Jun 9, 2013
Working paper
Galkin S. arxiv.org. math. Cornell University, 2016. No. 1604.04652.
For Fano manifolds we define Ap\'ery constants and Ap\'ery class as particular limits of ratios of coefficients of solutions of the quantum differential equation. We do numerical computations in case of homogeneous varieties. These numbers are identified to be polynomials in the values of Riemann zeta-function with natural arguments.
Added: Apr 19, 2016
Working paper
Schang F. Logic in Religious Discourse. ISBN 3110319578. Ontos Verlag, De Gruyter Series, 2010
Added: Nov 4, 2014
Working paper
Proskuryakova L. N., Meissner D. SCIENCE, TECHNOLOGY, INNOVATION. SCIENCE, TECHNOLOGY, INNOVATION. НИУ ВШЭ, 2014. No. 26.
The paper offers a taxonomy of the technology platforms (TPs) to help assess a platform’s risk level. TPs are seen as a valuable policy instrument that assists a multi-stakeholder formulation and implementation of long-term R&D programs in specific technology areas at economy or industry level. The TPs analysis and the taxonomy are based on the industrial economic perspective and contribute to defining and implementing technology platforms above the company level. In practical terms the results of the study may be used by policy-makers in designing the R&D support measures. Moreover, the paper clarifies the role of TPs in the science, technology and innovation policy mix. The authors trace the evolution of the ‘technology platform’ concept from an instrument used by companies for R&D and innovation management towards a policy instrument used for technology and economic development at national and international levels. The authors propose a theoretical approach to TPs as a science, technology and innovation policy concept. Furthermore the paper offers a case-study of Russia’s newly established Technology Platforms 
Added: Apr 22, 2014
Working paper
Proskuryakova L., Meissner D., Rudnik P. Science, Technology and Innovation. WP BRP. Высшая школа экономики, 2014. No. 26/STI/2014 .
The paper offers a taxonomy of the technology platforms (TPs) to help assess a platform’s risk level. TPs are seen as a valuable policy instrument that assists a multi-stakeholder formulation and implementation of long-term R&D programs in specific technology areas at economy or industry level. The TPs analysis and the taxonomy are based on the industrial economic perspective and contribute to defining and implementing technology platforms above the company level. In practical terms the results of the study may be used by policy-makers in designing the R&D support measures. Moreover, the paper clarifies the role of TPs in the science, technology and innovation policy mix. The authors trace the evolution of the ‘technology platform’ concept from an instrument used by companies for R&D and innovation management towards a policy instrument used for technology and economic development at national and international levels. The authors propose a theoretical approach to TPs as a science, technology and innovation policy concept. Furthermore the paper offers a case-study of Russia’s newly established Technology Platforms.
Added: Apr 21, 2014
Working paper
Gafarov E., Lazarev A. A., Werner F. Otto-von-Guericke Universitaet, 2010. No. 12.
In this paper, we consider the problem of maximizing total tardiness on a single machine, where the first job starts at time zero and idle times between the processing of jobs are not allowed. We present a modification of an exact pseudo-polynomial algorithm based on a graphical approach, which has a polynomial running time.
Added: Mar 4, 2013
Working paper
Karpov A. V. KIER Discussion paper series. 896. Kyoto institute of economic research, Kyoto University, 2014. No. 896.
This paper provides an example of sole apparentement (coalition) that leads to unlimited seat losses. The necessary and sufficient condition of the lack of successful apparentements is discovered. A precise description of an apparentement-proof set is recognized. The probability of the lack of successful apparentement is evaluated. A game-theoretical approach for apparentement formation is applied.
Added: Jun 20, 2014
Working paper
Volkova I. Management. MAN. Высшая школа экономики, 2013
The idea that different firms can be classified into relatively homogeneous groups has been popular for many years, and many typologies have been developed and tested using a variety of classification tools. It has become apparent, however, that most clustering tools are somewhat limited, because they create groups of companies based on similar characteristics, without taking into account company performance. The objective of the current study was to address the limitations of previous research by creating a typology of companies based on financial efficiency, using data envelopment analysis as a clustering tool.
Added: Feb 18, 2014
Working paper
Maxim Borisyak, Zykov R., Noskov A. arxiv :: cs :: Cornell University. arxiv :: cs :: Cornell University. Cornell University, 2015
Classical approaches in recommender systems such as collaborative filtering are concentrated mainly on static user preference extraction. This approach works well as an example for music recommendations when a user behavior tends to be stable over long period of time, however the most common situation in e-commerce is different which requires reactive algorithms based on a short-term user activity analysis. This paper introduces a small mathematical framework for short-term user interest detection formulated in terms of item properties and its application for recommender systems enhancing. The framework is based on the fundamental concept of information theory --- Kullback-Leibler divergence.
Added: Nov 9, 2015
Working paper
Sechin P., Semenov N. math. arxive. Cornell University, 2018
In the present article we discuss an approach to cohomological invariants of algebraic groups over fields of characteristic zero based on the Morava K-theories, which are generalized oriented cohomology theories in the sense of Levine--Morel.  We show that the second Morava K-theory detects the triviality of the Rost invariant and, more generally, relate the triviality of cohomological invariants and the splitting of Morava motives.  We describe the Morava K-theory of generalized Rost motives, compute the Morava K-theory of some affine varieties, and characterize the powers of the fundamental ideal of the Witt ring with the help of the Morava K-theory. Besides, we obtain new estimates on torsion in Chow groups of codimensions up to 2^n of quadrics from the (n+2)-nd power of the fundamental ideal of the Witt ring. We compute torsion in Chow groups of K(n)-split varieties with respect to a prime p in all codimensions up to p^{n−1}/(p−1) and provide a combinatorial tool to estimate torsion up to codimension p^n. An important role in the proof is played by the gamma filtration on Morava K-theories, which gives a conceptual explanation of the nature of the torsion.  Furthermore, we show that under some conditions the K(n)-motive of a smooth projective variety splits if and only if its K(m)-motive splits for all m≤n.
Added: Dec 6, 2018
Working paper
Starchenko A., Kazakevich L., Lyashevskaya O. Linguistics. WP BRP. НИУ ВШЭ, 2018. No. 76.
The poetic texts pose a challenge to full morphological tagging and lemmatization since the authors seek to extend the vocabulary, employ morphologically and semantically deficient forms, go beyond standard syntactic templates, use non-projective constructions and non-standard word order, among other techniques of the creative language game. In this paper we evaluate a number of probabilistic taggers based on decision trees, CRF and neural network algorithms as well as one state-of-the-art dictionary-based tagger. The taggers were trained on prosaic texts and tested on three poetic samples of different complexity. Firstly, we discuss the method to compile the gold standard datasets for the Russian poetry. Secondly, we evaluate the taggers’ performance in the identification of the part of speech tags and lemmas. Finally, we analyze different types of errors in the taggers’ output. We analyse the confusion matrix of the parts of speech and mismatches in lemma annotation.
Added: Dec 12, 2018
Working paper
Bronnikov S., Dolgui A., Lazarev A. A. et al. Preprints. 2015-12. Faculty of Mathematics, Otto-von-Guericke University, 2015. No. 12.
We consider the problem of planning the ISS cosmonaut training with different objectives. A pre-defined set of minimum qualification levels should be distributed between the crew members with minimum training time differences, training expenses or a maximum of the training level with a limitation of the budget.   First, a description of the cosmonaut training process is given. Then four models are considered for the volume planning problem. The objective of the first model is to minimize the differences between the total time of the preparation of all crew members, the objective of the second one is to minimize the training expenses with a limitation of the training level, and the objective of the third one is to maximize the training level with a limited budget. The fourth model considers the problem as an n-partition problem. Then two models are considered for the calendar planning problem.    For the volume planning problem, two algorithms are presented. The first one is a heuristic with a complexity of O(n) operations. The second one consists of a heuristic and exact parts, and it is based on the n-partition problem approach.
Added: Sep 13, 2015
Working paper
Abdrakhmanova G. I., Kovaleva G. G., Plaksin S. Science, Technology and Innovation. WP BRP. Высшая школа экономики, 2016. No. WP BRP 61/STI/2016 .
Our study object is the Russian Internet economy, i.e. economic activities of companies relying on the Russian-language segment of the World Wide Web. The purpose of this study is to classify businesses engaged in the national Internet economy and measure its size (as a share of GDP) using official statistics. The analysis of international approaches used for such studies allowed us to classify these according to the following criteria: the direct impact of the Internet on the economy, indirect economic impact of the Internet, and its indirect impact on the social sphere. To assess the size of the Russian Internet economy we used the approaches applied by international organizations (OECD, BCG, McKinsey) for the analysis of the direct impact of the Internet on the economy [BCG (2014), McKinsey (2011), OECD (2014), etc.]. The authors singled out three sectors within the Internet economy: the sector of ICT infrastructure and its maintenance; the sector of companies doing business purely on the Internet, and the sector of companies combining an online and offline business. To assess the share of the Internet economy in GDP using the production approach we first defined the above sectors in accordance with All-Russian Classification of Economic Activities (OKVED) Rev. 1.1 and subsequently calculated gross value added (GVA) for each sector. For this purpose, the GVA data calculated by Federal Service of State Statistics (Rosstat) was disaggregated while the share of the GVA contributed by the third sector companies (i.e. combining an online and offline business) was assessed using the results of special surveys and Rosstat data. To measure the size of the Internet economy using the expenditure approach we focused on consumer spending on goods bought through the Internet, ICT equipment and Internet access as well as institutions’ expenditure for ICT equipment, fixed capital investment of enterprises engaged in Internet activities, public sector ICT spending, net exports of ICT goods and services. According to our estimates obtained by two methods such as the production approach and expenditure approach, the share of the Internet economy in GDP in 2014 amounted to 2.7 and 2.6%, respectively. Future studies would require a more detailed definition and description of the Internet-related economic activities on the basis of OKVED2 with subsequent calculation of GVA for appropriate companies as well as development of statistical tools for collecting data on household spending
Added: Jun 3, 2016
Working paper
Kadyrova A. Science, Technology and Innovation. WP BRP. Высшая школа экономики, 2015. No. WP BRP 38/STI/2015.
The paper presents an analysis of advanced technology classifications development. Despite the variety of technology types – advanced, emerging, disruptive, enabling, best available – the focus of the study is made on the first type considering their precedent character, crucial role for manufacturing and overall economic development. Various approaches to define the term ‘advanced technology’ as well as gradual evolution of the definitions and classifications are demonstrated in the paper.  It is argued that the initial understanding of advanced technologies was formed in early 1990s and characterized increase in efficiency, hardware and software usage, robotics, etc. Further rapid progress of science and technology in 1990-2010s led to the expansion of the concept by the means of technologies based on fast computing, primarily used for design, control and track of manufacturing activities as well as micro- and nanotechnologies. Moreover, indicators used for measurement of their development and use are compared.
Added: May 26, 2015