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News
April 28, 2026
Scientists Develop Algorithm for Accurate Financial Time Series Forecasting
Researchers at the HSE Faculty of Computer Science benchmarked more than 200,000 model configurations for predicting financial asset prices and realised volatility, showing that performance can be improved by filtering out noise at specific frequencies in advance. This technique increased accuracy in 65% of cases. The authors also developed their own algorithm, which achieves accuracy comparable to that of the best models while requiring less computational power. The study has been published in Applied Soft Computing.
April 27, 2026
Fair Division: How Mathematics Helps to Divide the Indivisible
How can items be allocated among participants so that no one feels short-changed? Alexander Karpov, Assistant Professor at the Faculty of Economic Sciences, and his Singaporean colleague, Prof. Warut Suksompong, set out to find a mathematical answer to this question. In this interview, they discuss how a model of rational preferences is constructed, why one cannot rely on a simple sum of values, and where an algorithm that asks a minimal number of questions can be useful.
April 24, 2026
Electronics of the Future: Why Superconductors and Spintronics Work Together
It was once believed that superconductivity and magnetism avoided each other like the devil avoids holy water. However, modern nanostructures prove the opposite. A Russian theoretical physicist and Indian experimentalists have joined forces to create the electronics of the future—free from energy losses. Nataliya Pugach, Professor at the School of Electronic Engineering at HSE MIEM and Leading Research Fellow at the Quantum Nanoelectronics Laboratory, explains how a long-standing acquaintance in Cambridge grew into a mirror laboratory project with the Indian Institute of Technology Bombay (IIT Bombay), how superconducting spintronics works, and what surprises a researcher in India beyond the university campus.

 

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Труды отдела математического моделирования экономических систем ВЦ ФИЦ ИУ РАН, 2017

M. : -, 2017.
Editor-in-chief: Pospelov I. G.
Chapters
Фискальная политика в моделях DSGE: обзор подходов
Radionov S., В кн.: Труды отдела математического моделирования экономических систем ВЦ ФИЦ ИУ РАН, 2017.: М.: Вычислительный центр им. А.А. Дородницына РАН, 2017.
Аннотация отсутствует. ...
Added: September 25, 2017
Теоретический эмпирический базис моделирования агрегированного домашнего хозяйства в экономике России
Ujegov A., В кн.: Труды отдела математического моделирования экономических систем ВЦ ФИЦ ИУ РАН, 2017.: М.: Вычислительный центр им. А.А. Дородницына РАН, 2017. С. 187–224.
В данной работе описаны подготовительные аналитические и статистические выкладки, используемые при разработке динамической модели поведения домашних хозяйств российской экономики. Описаны основные источники данных, их обработка и исследование на предмет наличия связей, которые далее используются в качестве ограничений модели ...
Added: May 22, 2019
Priority areas: economics mathematics
Language: Russian
Keywords: домашние хозяйстваобщее равновесиематематическое моделирование экономикиидентификация моделеймногомерный анализ
Труды отдела математического моделирования экономических систем ВЦ ФИЦ ИУ РАН, 2017
Similar publications
On weak solutions to the 1d compressible Navier-Stokes equations: a Lipschitz continuous dependence on data in weaker norms and an error of their homogenization
Zlotnik Alexander, / Series arXiv "math". 2026. No. 2602.03481v1.
We deal with the global in time weak solutions to the 1D compressible Navier-Stokes system of equations for large discontinuous initial data and nonhomogeneous boundary conditions of three standard types. We prove the Lipschitz-type continuous dependence of the solution $(\eta,u,\theta)$, in a norm slightly stronger than $L^{2,\infty}(Q)\times L^2(Q)\times L^2(Q)$,  on the initial data $(\eta^0,u^0,e^0)$ in a ...
Added: April 18, 2026
Covariate-Balanced Weighted Stacked Difference-in-Differences
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
On the dimension of the space of static potentials on three-manifolds
Medvedev V., / Series arXiv "math". 2026.
We investigate the interplay between the dimension of the space of static potentials and the geometric and topological structure of the underlying static three-manifold. A partial classification of boundaryless static manifolds is obtained in terms of this dimension. We also treat the case of static manifolds with boundary. In particular, we prove that if a ...
Added: April 3, 2026
Using predefined vector systems to speed up neural network multimillion class classification
Gabdullin N., Androsov I., / Series Computer Science "arxiv.org". 2026.
Label prediction in neural networks (NNs) has O(n) complexity proportional to the number of classes. This holds true for classification using fully connected layers and cosine similarity with some set of class prototypes. In this paper we show that if NN latent space (LS) geometry is known and possesses specific properties, label prediction complexity can ...
Added: April 2, 2026
Загадка внутренней мотивации
Vorchik A., / Social Science Research Network. Серия SSRN Working Paper Series "SSRN Working Paper Series". 2026.
This article is devoted to the phenomenon of intrinsic motivation, to understand which two models are proposed. We study how positive/negative intrinsic motivation to work (experienced utility) affects worker's individual labour supply (model I) and the amount of effort they exert (model II). In model I, we use intrinsic motivation to explain the positive/negative slope ...
Added: March 15, 2026
Homogeneous maximizers of the Blaschke-Santalo-type functionals
Kolesnikov A., / Series arXiv "math". 2025.
We study Blaschke--Santal{ó}-type inequalities for N>=2  sets (functions) and a special class of cost functions. In particular, we prove new results about reduction of the maximization problem for the Blaschke--Santal{ó}-type functional to homogeneous case (functional inequalities on the sphere) and extend the symmetrization argument to the case of  N>2 sets. We also discuss links to the ...
Added: February 13, 2026
Up and Down the Mount Stupid: An Emotional Explanation of the Dunning-Kruger Effect
Vorchik A., Мамышев М. А., / Series Social Science Research Network "Social Science Research Network". 2025.
In this paper, we develop a formal mathematical model aimed to explain the Dunning-Kruger effect that beginners systematically overestimate their own competence in various fields of knowledge and activity. We argue that the Dunning-Kruger effect arises from the emotional nature of confidence combined with unknown unknowns that it simply can not take into account due ...
Added: February 11, 2026
Microfoundations of the Cultural Modernization Theory
Musaev A. U., Vorchik A., / Series Social Science Research Network "Social Science Research Network". 2026.
This paper attempts to model the evolutionary theory of modernization and democratization. The model reflects the key provisions of R. Inglehart and C. Welzel's theory and provides a microfoundation for the adaptation of subjective values to the objective importances of the survival factors and the structure of the labour markets from the perspective of evolutionary ...
Added: February 10, 2026
Support Link Formation in Contests: Theory and an Experiment
Antsygina A., Teteryatnikova M., Tremewan J. C. et al., / Series "SSRN Working Paper Series". 2025.
Many competitive environments allow for a third party to be indirectly involved by supporting one or both sides in the conflict. Such support can come from trade partners, colleagues, or allies, who can in turn benefit from a supported party's success. We use theory and an experiment to investigate how support relationships develop endogenously in ...
Added: January 31, 2026
Inaction Inertia in Economic Decision Making: The Role of Reference Points
Akhmedova A., / Series "SSRN Working Paper Series". 2026.
The study explores a psychological phenomenon of inaction inertia-avoiding action after missing a more favourable opportunity. Unlike action inertia (e.g.,sunk costs effect), inaction inertia has been less studied, particularly in economic contexts. Considering the reference dependent nature of the phenomenon, I build on the work of Kőszegi and Rabin (2006) to examine how past experiences ...
Added: January 23, 2026
Beyond the Notch: Revenue Manipulation and Business Splitting under Simplified Tax System
Kuchumova (Paramonova) Y. A., Ozhegova A., Зорина К. С., / Series SSRN "Available at SSRN 6108727". 2026.
Simplified tax regimes with explicit eligibility thresholds are a common tool which reduces tax burden but distorts firms’ behavior, creating local bunching just below the threshold. However, we show that when firms have access to business splitting their responses extend far beyond the local margin. Our model demonstrates that splitting reduces local bunching but amplifies ...
Added: January 21, 2026
Tax Audit Expectation Updating: Direct and Indirect Effects of an Audit
Kuchumova (Paramonova) Y. A., Кумачева С. Ш., / Series SSRN "Available at SSRN 5312100". 2025.
In recent years, an emerging body of empirical research has shown that tax audits, in addition to recovering unpaid taxes (direct effect), increase future tax compliance (indirect or dynamic effect). This literature also suggests that updating expectations induced by audit experience plays an important role in explaining this indirect effect. However, exactly how taxpayers form ...
Added: January 21, 2026
Tax Debt Collection Enforcement: When are Collateral Tax Sanctions Effective due to their Prompt Impact?
Kuchumova (Paramonova) Y. A., / Series SSRN "Available at SSRN 5277500". 2025.
While the emerging empirical literature shows that collateral tax sanctions (CTSs) - such as driver’s license suspensions or passport denials - appear to be effective instruments to enforce tax debt collection, there are still few theoretical arguments to explain why. In this paper, I model enforcement of tax debt collection and provide a new rationale for why it could ...
Added: January 21, 2026
Momentum Factor or Factor Momentum in REITs Market?
Dobrynskaya V. V., Tomtosov A., Речмедина С., / NRU HSE. Series WP BRP 60/FE/2017 "SERIES: FINANCIAL ECONOMICS". 2025.
We study the application of factor investing in the market for real estate (REITs). The analysis of traditional factor strategies, such as momentum, value, size and profitability, reveals their unstable and atypical behavior in comparison to the equity market, however, there is a strong momentum effect in the factor strategies. We  propose a new dynamic ...
Added: January 21, 2026
Iterative Ricci-Foster Curvature Flow with GMM-Based Edge Pruning: A Novel Approach to Community Detection
Sorokin K., Beketov M., Онучин А. et al., / arxiv.org. Серия cs.SI "Social and Information Networks ". 2025.
Community detection in complex networks is a fundamental problem, open to new approaches in various scientific settings. We introduce a novel community detection method, based on Ricci flow on graphs. Our technique iteratively updates edge weights (their metric lengths) according to their (combinatorial) Foster version of Ricci curvature computed from effective resistance distance between the ...
Added: January 15, 2026
Cбережение домашних хозяйств в зеркале национальных и агрегированных трансфертных счетов
Nazarova A. G., Население и экономика 2024 Т. 8 № 2 С. 36–55
Статья посвящена анализу изменения склонности населения России к сбережениям в 10-летней ретроспективе (2011-2020 гг.) сквозь призму национальных (СНС) и трансфертных (НТС) счетов. Методологический подход к расчету показателя «Сбережение до машних хозяйств» на валовой и чистой основе показан в соответствии с международным Руководством по построению национальных трансфертных счетов, международной методологией СНС-2008 и официальной статистической методологией Росстата по построению нефинансовых счетов сектора домашних хозяйств в Системе национальных счетов Российской ...
Added: April 19, 2025
Household Savings in the Mirror of National and Aggregate Transfer Accounts
Nazarova A. G., Population and Economics 2024 Vol. 8 No. 2 P. 36–55
The article examines the changes in the Russian population’s propensity to save in 2011-2020 in the context of national (SNA) and transfer (NTA) accounts. The calculation of the Households Savings value on a gross and net basis is methodologically consistent with the National Transfer Accounts Manual, the System of National Accounts 2008, and the official Rosstat ...
Added: August 2, 2024
Инвестиции в инфраструктуру Сибири и Дальнего Востока. Анализ макроэкономических эффектов на основе модели общего равновесия
Shulgin A. G., Шульгин С. Г., Журнал Новой экономической ассоциации 2021 Т. 49 № 1 С. 81–114
We use calibrated small open economy real business-cycle model to perform deterministic simulation of the investments project of the new railway construction and associated enterprises for the extraction and primary processing of natural resources in Siberia and the Far East. By 2050, the contribution of the infrastructure project, with a total size of 2.3% of ...
Added: May 6, 2021
Инженерное конфекционирование материалов в системе цифровой трансформации легкой промышленности
Туханова В. Ю., Дизайн и технологии 2018 № 63 С. 50–64
The article studies the process of choosing fabrics for garments within the period of digital economy, sees into engineering and artistic confectioning and suggests the sample of project documentation for a garment. ...
Added: November 15, 2020
Системный анализ рыночной экономики
Pospelov I. G., Московский физико-технический институт (государственный университет), 2018.
Посвящено проблемам математического описания функционирования и развития современных экономических систем. Приводится оригинальный авторский подход к классификации периодов развития мировой экономической системы и её перехода к современному состоянию. ...
Added: December 9, 2019
Динамические модели общего равновесия как инструмент анализа и прогнозирования экономики России
Pospelov I. G., Pilnik N., Вестник ЦЭМИ 2018 № 1 С. 1–20
В статье представлены результаты прикладного использования динамических моделей общего равновесия в процессе анализа и прогнозирования экономики России. Описан сорокалетний опыт использования моделей этого типа, особенности используемых подходов и полученные значимые результаты. Подробно рассмотрены принципы, лежащие в основе современных моделей общего равновесия. На примере трех разных блоков модели общего равновесия показано, какие именно результаты с точки ...
Added: December 9, 2019
Региональные аспекты развития информационнокоммуникационных и цифровых технологий в России
Arkhipova M., Sirotin V., Экономика региона 2019 Т. 15 № 3 С. 670–683
The modern economy is on the way to a new technological order based on knowledge-intensive industries relying on digital technologies. This transition’s possible effects are yet to be sufficiently studied as they require thorough analysis and the use of the appropriate tools. Moreover, it is necessary to develop new indicators considering the specificity of the ...
Added: October 15, 2019
Построение сценариев дефолта предприятий на основе системно-динамических моделей в системе insightmaker
Kurennoy D., Голембиовский Д. Ю., Прикладная информатика 2017 № 5 С. 11–28
Статья посвящена построению системно-динамических моделей кредитного риска предприятий торговой и сельскохозяйственной отраслей российской экономики. Данное исследование демонстрирует возможность использования системно-динамических моделей для определения макроэкономических сценариев, приводящих к дефолту компании. Реализация моделей осуществляется в системе insightmaker. ...
Added: October 13, 2019
The Relaxation of Complementary Slackness Conditions in Dynamic General Equilibrium Models
Vasilyev S., Pilnik N., Radionov S., Mathematical Models and Computer Simulations (USA) 2019 Vol. 11 No. 4 P. 611–621
We propose a description and explanation of a heuristic approach that can be used in applied dynamic economic models containing agent optimization problems. Solving such problems, we can obtain a system containing differential and algebraic equations, inequalities, and complementary slackness conditions. These conditions significantly complicate the analysis of such models even at the calibration stage. We show that the ...
Added: July 11, 2019
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