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Проблемы анализа и моделирования региональных социально-экономических процессов. Материалы докладов V международной научно-практической конференции
Каз. :
Издательство Казанcкого государственного университета, 2014.
Academic editor: И. И. Исмагилов, Ф. Г. Хамидуллин, А. М. Туфетулов, Ш. М. Валитов, Е. И. Кадочникова
Under the general editorship: В. Г. Исмагилов
Chapters
Lapinova S. A., В кн.: Проблемы анализа и моделирования региональных социально-экономических процессов. Материалы докладов V международной научно-практической конференции.: Каз.: Издательство Казанcкого государственного университета, 2014. С. 177–180.
Исследование волатильности играет большую роль при прогнозировании развития тех или иных процессов. Предложена эконометрическая модель с пороговыми переключениями для моделирования волатильности финансовых активов. Для моделирования волатильности одного финансового инструмента применялась модель GARCH(1,k). Далее эта модель распространялась на большее количество активов. Модель распределения основывалась на многомерном распределении Бернулли ...
Added: January 25, 2017
Language:
Russian
Buchko A., Peresetsky A., HSE Economic Journal 2025 Vol. 29 No. 3 P. 383–406
In recent years cryptocurrencies have gained popularity: institutional and retail investors as well as different trading companies started positively looking at crypto assets. As a result, the convergence level between cryptocurrencies and the traditional markets has changed a lot. Stocks deserve close attention because they are a key asset for many investors. This article explores ...
Added: September 17, 2026
Kazakov A., Koryakin V., Safonov K. et al., Journal of Differential Equations 2026 Vol. 480 Article 114626
We study a family of one-dimensional maps that models the dynamics of a system of differential equations with a Lorenz attractor near a bifurcation curve where the system has a pair of homoclinic loops with zero separatrix value. Of particular interest is the region of the parameter plane where the map has a robust chaotic ...
Added: September 16, 2026
М.: Московский Политех, 2026.
Основной целью конференции является освещение проблем, связанных с внедрением технологий искусственного интеллекта в управление городским хозяйством города Москвы. Участниками были представлены инновационные решения для оптимизации использования ресурсов и городской инфраструктуры. Особое внимание было уделено решению задач прогнозирования и аналитического моделирования для повышения эффективности работы городских систем.
Тезисы докладов содержат разностороннее исследование теоретических и практических вопросов развития ...
Added: September 16, 2026
Abdullaev A., Sivaev S., Regional Research of Russia 2026 Vol. 16 No. 3 P. 518–530
The article examines the specific features of implementing regional programs of targeted social support for housing and communal services payments in Russia. The aim of the study is to identify differences between the federal subjects in key parameters of the program, targeting and coverage of households with housing subsidies, as well as in the results of ...
Added: September 16, 2026
Letellier C., Stankevich N., Houri S. et al., Chaos 2026 Vol. 36 No. 9 Article 093128
Toroidal chaos designates a chaotic solution that is structured in the neighborhood of a torus. For being chaotic, such a torus needs to be discontinuously fractalized to present a Cantor set, ensuring the great sensitivity to initial conditions required for chaos. A fractal is related to self-similarity and a non-integer dimension. In fact, although clearly ...
Added: September 16, 2026
Poddiakov A., / Series Social Science Research Network "Social Science Research Network". 2026. No. 7437658.
Clarity of knowledge and reasoning is necessary in many cases. Yet vagueness in scientific thinking related to surprise, curiosity, "ability to engage with not-knowing" (de Freitas) and abductive reasoning is also a crucially important source of scientific creativity which supplements combinatorial logic when dealing with the already known. Starting from studies by C. S. Peirce ...
Added: September 15, 2026
Gokhberg L., Abdrakhmanova G., Kutsenko E. et al., Вопросы статистики 2026 Т. 33 № 4 С. 5–20
This article examines the methodological and practical issues associated with the transition to the new edition of the All-Russian Classifier of Economic Activities (OKVED) – OKVED3. The relevance of the study stems from the need to reflect contemporary structural changes in the economy, related to the transformation of the existing economic activities and emergence of ...
Added: September 15, 2026
Makarov I. A., Россия в глобальной политике 2026 Т. 24 № 4 (140) С. 164–182
Три с половиной года остаётся до 2030-го – окончания срока реализации Целей устойчивого развития (ЦУР) – главной международной инициативы, устанавливающей долгосрочные ориентиры для будущего человечества. Уже очевидно, что она провалилась: преодоление бедности, решение экологических проблем и построение инклюзивного и справедливого общества остались красивой мечтой. Кто-то может воспринимать ЦУР как памятник человеческой наивности. Но надо понимать, что эта ...
Added: September 14, 2026
Fedorova E., Ledyaeva S., Stepanov V., International Review of Economics and Finance 2026
This study investigates the influence of low-quality information, specifically fake news, on short
term stock returns, contributing to the discourse on signal theory and behavioral economics.
Employing a machine learning approach, the authors developed a robust fake news dataset from
publicly available sources. Sentiment analysis was conducted using a FinBERT model fine-tuned
for stock market contexts, alongside extensive dataset ...
Added: September 12, 2026
Смирнов С. В., Миллионщиков Д. В., Уфимский математический журнал 2021 Т. 13 № 2 С. 44–73
В данной работе изучаются характеристические алгебры для систем экспоненциального типа, соответствующих вырожденным матрицам Картана. Эти системы обобщают хорошо известные в теории интегрируемых систем гиперболические уравнения синус-Гордон и Цицейки. Для таких систем, соответствующих матрицам Картана ранга 2, характеристические алгебры описаны явно в терминах образующих и соотношений, и доказано, что они имеют линейный рост. Исследуется связь между ...
Added: September 11, 2026
Смирнов С. В., Glasgow Mathematical Journal 2026 Vol. 68 No. 2 P. 299–316
In the second half of the 19th century Darboux obtained determinant formulae that provide the general solution for a linear hyperbolic second order PDE with finite Laplace series. These formulae played an important role in his study of the theory of surfaces and, in particular, in the theory of conjugate nets. During the last three ...
Added: September 11, 2026
Смирнов С. В., Journal of Physics A: Mathematical and Theoretical 2023 Vol. 56 No. 26 Article 265204
There are different methods of discretizing integrable systems. We consider semi-discrete analog of two-dimensional Toda lattices associated to the Cartan matrices of simple Lie algebras that was proposed by Habibullin in 2011. This discretization is based on the notion of Darboux integrability. Generalized Toda lattices are known to be Darboux integrable in the continuous case ...
Added: September 11, 2026
Alena Bernyukevich, / Series WP BRP "Basic research program". 2025.
This essay explores the complex issue of determining the appropriate level of risk when implementing innovations within organizations. While innovation is widely recognized as a cornerstone of competitiveness, growth, and sustainability, excessive or poorly managed risk can lead to significant challenges. The discussion highlights key factors influencing acceptable risk levels, including alignment with corporate goals, ...
Added: August 17, 2026
Zhuravleva T., Afanasev K., Engelmann J. et al., / Series "SSRN Working Paper Series". 2026.
Extortionary ("harassment") bribery can persist even when widely condemned, consistent with a coordination problem sustained by beliefs about what others do and what others consider acceptable. We study whether a minimal institutional featurethe presence of a third-party monitor empowered to punish-shifts (i) normative expectations about extortion and compliance and (ii) empirical expectations about their prevalence. ...
Added: July 22, 2026
Mishin A., Guerrieri L., Kim J., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.
Within narrowly defined industries, the most productive firms produce far more than the least productive from the same inputs, and this dispersion widens in downturns. We build a tractable representative-agent model in which financial frictions—adverse selection and moral hazard—make firms sort endogenously into lenders, strategic defaulters, and producers. As credit conditions vary, the resulting misallocation ...
Added: June 28, 2026
Власов С. А., Nevalennyi M., Сафиулин Р. Р. et al., / Банк России. Серия Аналитическая записка "Материалы Банка России". 2026.
В аналитической записке обсуждается долгосрочно устойчивый уровень цены на российскую нефть. Это тот уровень, к которому цена нефти, вероятнее всего, будет тяготеть в долгосрочной перспективе. Потребность в его определении возникает по нескольким причинам. Во-первых, цена на нефть остается одним из ключевых экономических показателей российской экономики, определяющих экспорт, обменный курс рубля, прибыль, доходы и расходы бюджета, ...
Added: June 27, 2026
Глазова А. М., Nevalennyi M., Синяков А. А., / Банк России. Серия Препринты Банка России "Серия докладов об экономических исследованиях". 2025. № 154.
The paper proposes a graphical model of a small open economy. The dynamics of the graphical model is then illustrated using impulse responses from the corresponding formal semi-structural model (QPM model). The authors have several goals in preparing this description of the graphical macroeconomic model. The first goal of the paper is to present an adapted ...
Added: June 27, 2026
Mishin A., Guerrieri L., Canzoneri M. et al., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.
Added: June 27, 2026
Bogatyrev R., Sandomirskaia M., / NRU Higher School of Economics. Series EC "Economics". 2026. No. 19(1).
This work develops a tractable model of price competition in fragmented markets where consumers consider both local and distant varieties, with cross-regional purchases subject to stochastic costs. Global competition and full localization emerge as polar cases; hybrid competition is not merely intermediate and exhibits distinctive features such as an endogenous price ceiling and non-monotonic entry ...
Added: June 11, 2026
Gurkov I. B., Kossov V. V., Filinov N. et al., / NRU Higher School of Economics. Series MAN "Management". 2026. No. N/A.
This research note is devoted to assessing the socioeconomic impact of sanctions of sanctioned countries and uses the data on Russia in 2022-2024. We use for the analysis four fundamental socioeconomic parameters-the expected length of life of males at birth, the misery index (Okun's index), the level of Gross Domestic Product at purchasing parity prices, ...
Added: June 11, 2026
Kravtsova M., Musaev A. U., Welzel C., / Series "SSRN Working Paper Series". 2026.
Elaborating on Welzel et al.'s "Cool Water Theory," our study zooms into the more limited (albeit still varied) framework conditions of Russia's huge territory. Within Russia's confines, we examine how the combination of moderately cool seasons with steady rain (i.e., Cool Water) affects sub-national areas' contemporary societal progress in two modernization indicators: material prosperity in ...
Added: June 3, 2026
Синяков А. А., Зверева В., Шелованова Т. И., / Центральный банк Российской Федерации. Серия 132 / 2024 "Серия докладов об экономических исследованиях". 2024. № 132.
At the end of 2023, Russia updated its Strategy for Improving Financial Literacy and Developing Financial Culture Until 2030. Unlike the previous strategy, the current strategic goals include not only financial literacy but also financial culture. ‘Culture’ is normative and socially preferred behaviour. The updated strategy brings into focus the relationship between financial literacy and responsible financial behaviour. To explore this relationship, the authors rely on data from the All-Russian Survey of Consumer Finance (2020 and 2022). Socially ...
Added: June 1, 2026
Vorchik A., / SSRN. Серия Social Science Research Network "Social Science Research Network". 2026.
This work is devoted to a theoretical explanation of the Easterlin paradox, according to which long-term economic growth does not make average level of people's happiness increasing. By happiness, we mean the intensity of emotions people experience while comparing their new income with its expected value, or the target income with its original value. In the first case, ...
Added: May 31, 2026
Ustyuzhanin V., / Series Econometrics "arxiv". 2026.
This paper proposes Covariate-Balanced Weighted Stacked Difference-in-Differences (CBWSDID), a design-based extension of weighted stacked DID for settings in which untreated trends may be conditionally rather than unconditionally parallel. The estimator separates within-subexperiment design adjustment from across-subexperiment aggregation: matching or weighting improves treated-control comparability within each stacked subexperiment, while the corrective stacked weights of Wing et ...
Added: April 3, 2026