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Of all publications in the section: 3 714
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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.
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.
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.
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.
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.
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
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.
Working paper
Lokshin M., Das J., C. Chiburis R. Policy Research Working Paper. WPS. World Bank Group, 2011. No. 5601.
This paper presents asymptotic theory and Monte-Carlo simulations comparing maximum-likelihood bivariate probit and linear instrumental variables estimators of treatment effects in models with a binary endogenous treatment and binary outcome. The three main contributions of the paper are (a) clarifying the relationship between the Average Treatment Effect obtained in the bivariate probit model and the Local Average Treatment Effect estimated through linear IV; (b) comparing the mean-square error and the actual size and power of tests based on these estimators across a wide range of parameter values relative to the existing literature; and (c) assessing the performance of misspecification tests for bivariate probit models. The authors recommend two changes to common practices: bootstrapped confidence intervals for both estimators, and a score test to check goodness of fit for the bivariate probit model.
Working paper
Rybnikov L. G. arxiv.org. QA. Cornell University, 2016
Gaudin algebra is the commutative subalgebra in $U(\g)^{\otimes n}$ generated by higher integrals of the quantum Gaudin magnet chain attached to a semisimple Lie algebra $\g$. This algebra depends on a collection of pairwise distinct complex numbers $z_1,\ldots,z_n$. We prove that this subalgebra has a cyclic vector in the space of singular vectors of the tensor product of any finite-dimensional irreducible $\g$-modules, for all values of the parameters. The corollary of this result is the Bethe Ansatz conjecture in the Feigin-Frenkel form which states that the joint eigenvalues of the higher Gaudin Hamiltonians on the tensor product of irreducible finite-dimensional $\g$-modules are in 1-1 correspondence with monodromy-free opers on the projective line with regular singularities at the points $z_1,\ldots,z_n,\infty$ and prescribed residues at singular points.
Working paper
Skorobogatov A. Economics/EC. WP BRP. Высшая школа экономики, 2014. No. WP BRP 59/EC/2014.
This paper uses the famous events related to Pussy Riot as a natural experiment to examine the effect of alternative media on church membership. A differences-in-differences strategy is used to explore the effect in question. The hypothesis is that, given a lack of religious background on the majority of the population and strong temporal interest in religious issues promoted by some provocative event, mass media can substantially affect religious choice. To check if this is the case, we compare the dynamics of religious choice of those exposed to alternative media reports on church topics and the rest of the people. As a proxy of familiarity with an alternative view, we use a dummy variable for using Internet. Our main result is that, during the experiment run over the year 2012, the growth of self-reported Orthodox and strict Orthodox believers was significantly lower in the treatment group than in the control group. Exposure to alternative media coverage turned out to heavily affect religious choice.
Working paper
Velizhev M. Literary Studies. WP BRP. Высшая школа экономики, 2017. No. WP BRP 19/LS/2017.
This paper is aimed at exploring the rhetorical conventions of political polemics in 19th century Russia. We will compare two texts published in the 1830s – a classic “First Philosophical Letter” by Petr Chaadaev and a less known reply to it written by young Andrej Krayevsky – “Thoughts on Russia”. First we plan to focus on their stated ideas, and then to consider the political language of the opponents. As we will see, if their ideas were completely different, Chaadaev and Krayevsky shared the same political idiom – the language of official national ideology. We will try to demonstrate that it was possible to use the language of the official ideology not only to establish that ideology but paradoxically also to start an open debate with it.
Working paper
Gorinov A. Working papers by Cornell University. Cornell University, 2017. No. 1702.08428 .
B. Totaro showed \cite{totaro} that the rational cohomology of configuration spaces of smooth complex projective varieties is isomorphic as an algebra to the $E_\infty$ term of the Leray spectral sequence corresponding to the open embedding of the configuration space into the Cartesian power. In this note we show that the isomorphism can be chosen to be compatible with the mixed Hodge structures. In particular, we prove that the mixed Hodge structures on the configuration spaces of smooth complex projective varieties are direct sums of pure Hodge structures.
Working paper
Finkelberg M. V., Braverman A. math. arxive. Cornell University, 2018
In arXiv:1807.09038 we formulated a conjecture describing the derived category D-mod(Gr_GL(n)) of (all) D-modules on the affine Grassmannian of the group GL(n) as the category of ind-coherent sheaves on a certain stack (it is explained in loc. cit. that this conjecture "follows" naturally from some heuristic arguments involving 3-dimensional quantum field theory). In this paper we prove a weaker version of this conjecture for the case n=2.
Working paper
Hassanpour N. Comparative Politics, Peace and Conflict Studies. PS. academia.edu, 2014
Motivated by dichotomous scholarly results on the conflict-communication nexus, I compare the predictions of two competing theories of urban conflict based on coordination and contagion. I exploit a quasi-experimental intervention in the Syrian nation-wide communications in November 2012 along with a geolocated dataset of daily conflict locations (n= 627) in Damascus to build a panel (n= 275 days x 252 spatial units = 69,300), to show that disruption of communications coincided with an unprecedented increase in the geographic dispersion of conflict. Furthermore, while compared to pro-regime atrocities rebel activity was more spread in space and time, lack of coordination meant more spatiotemporal clustering: a combination of global dispersion and local clustering deﬁned the insurgency. On average, one additional prior incident in the spatiotemporal vicinity translated to 25% higher rates of recurrence. In addition to detecting significant spatiotemporal spillover of violence, I show that the contagion was effectively activated during the blackout.
Working paper
Semenova M., Andrievskaya I. K. Financial Economics. FE. Высшая школа экономики, 2012. No. 07.
Market discipline is usually studied in the retail or the corporate deposit markets, while the interbank loan market is disregarded. Banks' abilities to exert market discipline are taken for granted, as they are expected to have the expertise to assess correctly the riskiness of other banks. However, the “crises of trust” (as one in 2004 in Russia) create some doubts as to whether efficient peer monitoring and peer discipline exist: the interbank loan market may be frozen in response to external information which is unrelated to the banks’ current reliability. This seems to be one of the reasons for the interbank loan markets being extremely fragile during periods of financial instability, undermining the smooth functioning of the whole banking system, as banks are tightly interconnected. We provide some evidence for market discipline in the Russian interbank market. We show that the only disciplinary mechanism that functions is a price-based one: more reliable banks enjoy lower interest rates. The quantitative discipline functions only for the largest borrowers. In general, decisions on credit limits are based not on changes in another bank’s riskiness but on other information like reputation, soft information or public announcements that may be even unrelated to a particular bank.
Working paper
Nataliya Kochkina, Evgeniya Popova. ACEI Working Paper Series. AWP. Association for Cultural Economics International, 2017. No. AWP-06-2017.
In the times of Soviet Union books were a luxury good. This paper examines whether books are still a luxury good in Russia. For this purpose data from one of the Russian book retail chains is used to empirically estimate a general book demand and separate demand models for genres. We focus on estimating income elasticity. For this reason we construct a covariate on the basis of monthly wages of working individuals that reveals consumer income. Moreover, this paper is one of the few which addresses in detail the influence of books content quality on book demand. The main result is that books on average are not luxury goods anymore in Russia. However two genres: foreign prose and poetry are exceptions and can be called luxury goods. We also conclude that quality control covariates (book rating and number of people who rated the book) are important determinants of book demand as they influence significantly the general book demand and the demand models for different genres as well.
Working paper
Malakhovskaya O. A., Minabutdinov A. R. Economics/EC. WP BRP. Высшая школа экономики, 2013. No. WP BRP 48/EC/2013.
This paper constructs a DSGE model for an economy with commodity exports. We estimate the model on Russian data, making a special focus on quantitative effects of commodity price dynamics. There is a widespread belief that economic activity in Russia crucially depends on oil prices, but quantitative estimates are scarce. We estimate an oil price effect on the Russian economy in the general equilibrium framework. Our framework is similar to those of Kollmann(2001) and Dam and Linaa (2005), but we extend their models by explicitly accounting for oil revenues. In addition to standard supply, demand, cost-push, and monetary policy shocks, we include the shock of commodity export revenues, which are supposed to be like a windfall. The main objective of the paper is to identify the contribution of structural shocks to business cycle fluctuations in the Russian economy. We estimate the parameters and stochastic processes that govern ten structural shocks using Bayesian techniques. The model yields plausible estimates, and the impulse response functions are in line with empirical evidence. We found that despite a strong impact on GDP from commodity export shocks, business cycles in Russia are mostly domestically based
Working paper
Dabrowski M. Bruegel blog. Bruegel blog. Bruegel, 2018
Democracy has not always accompanied market economy. But in modern societies, economic and political freedoms are increasingly interconnected. Democracy and market economy can support each other. This is particularly true in post-communist economies of Central and Eastern Europe and the former Soviet Union. Thus, authoritarian tendencies observed in these and other regions can negatively affect quality of economic policy and governance.