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Generalized nonparametric method for analyzing economic data inconsistent with the model of single rational representative consumer
P. 117–121.
Klemashev N., Shananin A. A.
We provide a review of methods for studying economic data and building economic indices based on the generalized nonparametric method for computing Konus-Divisia indices, with the focus on the case when the observed behavior is not consistent with the classical Pareto's model of a single rational representative consumer, but may be consistent with the generalized model with two or more rational representative consumers. Computing economic indices allows one to aggregate economic prices and consumption data from the level of individual goods to the level of some general categories of goods.
In book
Vol. 1. , Granada: Godel Impresiones Digitales S.L., 2017.
В.В. Чистяков, / Высшая школа экономики. Серия WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2022. № 9.
Для понимания какого-либо качества, как правило, выбирается, некоторая подходящая для его оценки шкала (скажем, от 1 до 5), и, согласно этой шкале, качеству присваиваются одна или несколько оценок. Эти оценки затем преобразуются в одну, “усредненную”, оценку; например, выбирается среднее арифметическое. Так, несданная сессия с тремя баллами 5, 2 и 5 “характеризуется’’ средней оценкой хорошо: (5+2+5)/3 = ...
Added: November 4, 2025
Erzunov D., Alekseeva A., Sarvin I. et al., Journal of Porphyrins and Phthalocyanines 2024 Vol. 28 No. 09n10 P. 701–709
Peripheral phenyl-substituted metal phthalocyanines with thio and oxa substitution in the spacer bridge fragment were obtained in the work. Spectroscopic properties were studied for the obtained complexes, and the main patterns of behavior and characteristics change depending on the solvent and the nature of the spacer atom. It is shown that the replacement of an oxygen ...
Added: September 16, 2025
Ausubel L., Baranov O., International Economic Review 2020 Vol. 61 No. 2 P. 471–502
Activity rules—constraints that limit bidding in future rounds based on past bids—are intended to limit strategic bidding delays in high-stakes auctions. This article provides a general treatment of activity rules. Traditional point-based rules are effective for homogeneous goods and reasonably suited for substitute goods. However, they are simultaneously too strong and too weak for general ...
Added: September 13, 2022
Puchkin N., Spokoiny V., ESAIM: Probability and Statistics 2020 Vol. 24 P. 69–99
We consider a problem of multiclass classification, where the training sample Sn={(Xi,Yi)}ni=1 is generated from the model ℙ(Y=m|X=x)=ηm(x), 1≤m≤M, and η1(x),…,ηM(x) are unknown α-Holder continuous functions.Given a test point X, our goal is to predict its label. A widely used 𝗄-nearest-neighbors classifier constructs estimates of η1(X),…,ηM(X) and uses a plug-in rule for the prediction. However, it requires a proper choice of the smoothing parameter 𝗄, which may ...
Added: October 30, 2019
Bodrova A., Stadnichuk V., Krapivsky P. et al., Journal of Physics A: Mathematical and Theoretical 2019 Vol. 52 P. 1–17
We analyze systems of clusters and interacting upon colliding—a collision
between two clusters may lead to merging or fragmentation—and we also
investigate the influence of additional spontaneous fragmentation events. We
consider both closed systems in which the total mass remains constant and
open systems driven by a source of small-mass clusters. In closed systems,
the size distribution of aggregates approaches ...
Added: April 23, 2019
Klemashev N., Шананин А. А., Journal of Inverse and Ill-posed problems 2016 Vol. 24 No. 4 P. 367–391
According to Pareto's theory of consumer demand a rational representative consumer should choose their consumption bundle as the solution of mathematical programming problem of maximization of utility function under their budget constraint. The inverse problem of demand analysis is to recover the utility function from the demand functions. The answer to the question of solvability ...
Added: March 5, 2019
Inverse problems in Pareto’s demand theory and their applications to analysis of stock market crises
Klemashev N., Shananin A. A., Zhang S., Journal of Inverse and Ill-posed problems 2016 Vol. 26 No. 1 P. 95–108
We develop an approach to analysis of stock market crises based on the generalized nonparametric method. The generalized nonparametric method is based on solvability and regularization of ill-posed inverse problem in Pareto's demand theory. Our approach allows one to select a few companies that may be considered as the main reason for the crisis. We ...
Added: March 5, 2019
Artemov A., Burnaev E., , in: Proceedings of SPIE 9875, Eighth International Conference on Machine Vision (ICMV 2015).: Barcelona: SPIE, 2015.
Classical change-point detection procedures assume a change-point model to be known and a change consisting in establishing a new observations regime, i.e. the change lasts infinitely long. These modeling assumptions contradicts applied problems statements. Therefore, even theoretically optimal statistics in practice very often fail when detecting transient changes online. In this work in order to ...
Added: January 23, 2018
Aleskerov F. T., Meshcheryakova N., Швыдун С. В., / Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2016. No. WP7/2016/04.
We propose a new method for assessing agents’ influence in network structures, which takes into consideration nodes attributes, individual and group influences of nodes, and the intensity of interactions. This approach helps us to identify both explicit and hidden central elements which cannot be detected by classical centrality measures or other indices. ...
Added: July 13, 2016
Biktimirov M., Глебский В. Л., Долгов Б. В. et al., Моделирование и анализ информационных систем 2015 Т. 22 № 1 С. 114–126
In the paper we focus on the experience of some Networked Readness Index (NRI)
leading countries. We are interested in their actions aimed to create and use e-infrastructures and IT for research data aggregation. As far as quite many of NRI leaders
are EU countries, we also take into account EU approaches to the task mentioned. We
study ...
Added: October 10, 2015
Bulat Gafarov, Salcedo B., 2014 No. October P. 1–12
We find that, for sufficiently risk-averse agents, strict dominance by pure or mixed actions coincides with dominance by pure actions in the sense of (Börgers in Econometrica 61(2):423–430, 1993), which, in turn, coincides with the classical notion of strict dominance by pure actions when preferences are asymmetric. Since risk aversion is a cardinal feature, all finite single-agent choice problems with ordinal preferences admit compatible ...
Added: October 22, 2014
Kalugina E. O., Швыдун С. В., Procedia Computer Science 2014 No. 31 P. 1102–1106
For a personnel selection problem we define a new mathematical approach and make a computer tool that finds effective stable matching between the set of employers and candidates. A characterization, main components and application with its advantages are given. ...
Added: June 19, 2014
Zhukovskaya S. L., Оборин М. С., Известия Иркутской государственной экономической академии 2014 № 1 (93) С. 40–45
Enterprise assets as object of the financial analysis are considered. Questions of preparation of accounting information of assets for the analysis are investigated. Traditionally carrying out such preparatory procedures is explained by desire, first of all, to provide information in simplified, more evident look. In article the emphasis is placed on other, more significant reason ...
Added: April 24, 2014
Kudryavtseva O., Nagapetyan T., Kolesnikov A., Journal Mathematical Economics, Netherlands 2013 Vol. 49 P. 501–505
The famous Afriat’s theorem from the theory of revealed preferences establishes necessary and sufficient conditions for the existence of utility function for a given set of choices and prices. The result on the existence of a homogeneous utility function can be considered as a particular fact of the Monge–Kantorovich mass transportation theory. In this paper ...
Added: September 27, 2013