• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Book chapter
  • Credit ratings patterns for BRICS industrial companies
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
July 20, 2026
Scientists Create Open Dataset for Studying Concentration
A team of Russian researchers, including scientists from HSE University–St Petersburg, has developed the first open multimodal dataset containing recordings of brain activity, heart function, and video observations to help researchers understand what happens in the human brain during deep concentration. In the future, the dataset could accelerate the development of neural interfaces, rehabilitation technologies, and AI systems. The article has been published in Scientific Data.
July 20, 2026
‘Science Is Universal-It Knows No Borders
Fuad Aleskerov, Tenured Professor and Director of the International Centre of Decision Choice and Analysis at HSE University, together with his colleagues, has developed methods of network analysis in bibliometrics that have made it possible to identify patterns in the appearance and citation of publications in academic journals, as well as their influence on each other. When one or a number of studies are frequently cited by a wide range of journals, this is an indicator that the research is of high quality. By contrast, extensive cross-citation within a limited group of journals increases the likelihood of identifying a network of predatory publications.
July 20, 2026
Scientists Propose Method for More Efficient Resource Use in Machine Learning
An international group of researchers, including mathematicians from the AI and Digital Science Institute at the HSE Faculty of Computer Science, has provided a theoretical justification for a simple and computationally efficient method of estimating uncertainty in Stochastic Gradient Descent (SGD). The paper has been published on the scientific preprint server arXiv.org and presented at AISTATS 2026.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

Credit ratings patterns for BRICS industrial companies

P. 17–24.
Dyatchkova N., Grishunin S., Karminsky A. M.

The main goal of this paper is to study interconnections between credit ratings and financial indicators of industrial companies from BRICS countries. We use method of patterns, one of the modern methods of nonlinear modeling, to identify groups of heterogeneous objects with different influence on ratings. Additionally, in this research, we evaluate Tobit regression model for selected groups and establish some credit rating patterns for the BRICS industrial companies. Our results of Tobin model, may have practical implementation in short-term financial management.

Language: English
DOI
Text on another site
Keywords: credit ratingdata miningCluster analysisTime series analysisTime-series patterns

In book

6th International Conference on Information Technology and Quantitative Management
6th International Conference on Information Technology and Quantitative Management
Issue 139: 6th International Conference on Information Technology and Quantitative Management. , United States of America: Editions Elsevier, 2018.
Similar publications
Machine Learning and Knowledge Discovery in Databases. Applied Data Science Track. European Conference, ECML PKDD 2024, Vilnius, Lithuania, September 9–13, 2024, Proceedings, Part X. LNCS, volume 14950
Cham: Springer, 2024.
This multi-volume set, LNAI 14941 to LNAI 14950, constitutes the refereed proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2024, held in Vilnius, Lithuania, in September 2024. ...
Added: November 22, 2024
COVID-19: Tail risk and predictive regressions
Ibragimov R., Distaso W., Skrobotov A. et al., Plos One 2022 Vol. 17 No. 12 P. e0275516–0
Added: November 16, 2024
Testing for explosive bubbles: a review
Skrobotov A., Dependence Modeling 2023 Vol. 11 No. 1 Article 20220152
This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered. The review also considers the methods for dating explosive (bubble) regimes. Special attention is devoted to time-varying volatility in the errors. Moreover, the modelling of possible ...
Added: November 16, 2024
Likelihood ratio test for change in persistence
Skrobotov A., Skrobotov A., Communications in Statistics-Theory and Method 2022 Vol. 52 No. 17 P. 5952–5965
Added: November 16, 2024
On the asymptotic behavior of bubble date estimators
Kurozumi E., Skrobotov A., Journal of Time Series Analysis 2023 Vol. 44 No. 4 P. 359–373
In this study, we extend the three-regime bubble model of Pang et al. (2021, Journal of Econometrics, 221(1):227–311) to allow the forth regime followed by the unit root process after recovery. We provide the asymptotic and finite sample justification of the consistency of the collapse date estimator in the two-regime AR(1) model. The consistency allows us to ...
Added: November 16, 2024
Time-Transformed Test for Bubbles under Non-stationary Volatility
Kurozumi E., Skrobotov A., Tsarev A., Journal of Financial Econometrics 2023 Vol. 21 No. 4 P. 1282–1307
This paper is devoted to testing for bubbles under time-varying non-stationary volatility. Because the limiting distribution of the seminal Phillips, Wu, and Yu (2011) test depends on the variance function and usually requires a bootstrap implementation under heteroskedasticity, we construct the test based on a deformation of the time domain. The proposed test is asymptotically pivotal under ...
Added: November 16, 2024
On robust testing for trend
Skrobotov A., Skrobotov A., Economics Letters 2022 Vol. 212 P. 110276–0
Added: November 16, 2024
Sensor Data Analysis by means of Clustering
Kurtc V., Prokhorov A., , in: Traffic and Granular Flow '22, Lecture Notes in Civil Engineering (LNCE, volume 443).: Singapore: Springer, 2024. P. 495–502.
Added: October 4, 2024
Sensor Data Analysis by means of Clustering
Kurtc V., Andrey Prokhorov, Lecture Notes in Civil Engineering 2024 Vol. 443 P. 495–502
Traffic jams are a big problem of the society nowadays, especially in case of urban traffic. To solve the problem of traffic congestion and air pollution, the intelligent transportation systems (ITS) should be developed and integrated into transport infrastructure. The core element of such ITS is a reliable and accurate forecasting model to predict traffic ...
Added: October 1, 2024
Моделирование риска дефолта российских банков, 2015–2020 гг.
Shchepeleva M., Тусипкалиев К., Столбов М. И., Экономическая наука современной России 2024 № 2(105) С. 101–124
This paper is devoted to modeling the probability of default of Russian banks in 2015–2020. There are relatively few studies on defaults of Russian banks after 2015, and our work intends to partly fill this gap. The purpose of this research is to determine the main variables which significantly impact the risk of default of ...
Added: September 5, 2024
2023 IEEE International Conference on Data Mining Workshops (ICDMW) 1–4 December 2023, Shanghai, China
Shanghai: IEEE Computer Society, 2023.
The IEEE International Conference on Data Mining (ICDM) has established itself as the world’s premier research conference in data mining. It provides an international forum for presentation of original research results, as well as exchange and dissemination of innovative and practical development experiences. The conference covers all aspects of data mining, including algorithms, software, systems, ...
Added: March 20, 2024
Поиск закономерностей и важности признаков в данных виктимизационного опроса
D'yakonov A., Головина А. М., Прикладная математика и информатика 2023 Т. 61 № 74 С. 91–108
A methodology for finding patterns by solving machine learning problems with a teacher is described and applied to the analysis of national victimization survey data. Important features for machine learning models, interesting patterns and inconsistencies in the data are found. Experiments on estimating feature importance using different methods are described. ...
Added: March 18, 2024
Interaction models for remaining useful lifetime estimation
Zhevnenko D., Kazantsev M., Makarov I., Journal of Industrial Information Integration 2023 Vol. 33 Article 100444
The paper deals with the problem of controlling the state of industrial devices according to the readings of their sensors. The current methods are based on an approach to feature extraction in which the prediction occurs. We propose an interaction method of multiple blocks of different complexity, which aggregate information differently over time, to create ...
Added: February 15, 2024
Analysis of Categorical Data from Historical Perspectives: Essays in Honour of Shizuhiko Nishisato
Singapore: Springer, 2023.
Overviews the history of analysis of categorical data through quantification and classification Summarizes many topics relevant to the analysis of categorical data Reviews the work of those who have advanced categorical data analysis and suggests future problems ...
Added: February 3, 2024
Сентимент-анализ как метод исследования информационной повестки и общественного мнения (на примере СМИ и социальных сетей КНР)
Анташева М. С., Lobanova P., Isaeva J. K. et al., Социология: методология, методы, математическое моделирование 2023 № 57 С. 7–41
The information agenda broadcast by Chinese media resources is a   source of up-to-date data on public opinion on key issues of social welfare. Due to the technical peculiarities of the organization of Chinese websites and the need to attract additional resources for automatic processing  (parsing)  of texts in Chinese, this topic is not widely represented in domestic and foreign studies. The ...
Added: November 9, 2023
Data Analysis and Optimization. In Honor of Boris Mirkin's 80th Birthday
Springer, 2023.
This book presents the state-of-the-art in the emerging field of data science and includes models for layered security with applications in the protection of sites—such as large gathering places—through high-stake decision-making tasks. Such tasks include cancer diagnostics, self-driving cars, and others where wrong decisions can possibly have catastrophic consequences. Additionally, this book provides readers with ...
Added: August 31, 2023
Knowledge Discovery, Knowledge Engineering and Knowledge Management: 13th International Joint Conference, IC3K 2021, Virtual Event, October 25–27, 2021, Revised Selected Papers
Springer, 2023.
This book constitutes the extended and revised versions of a set of selected papers from the 13th International Joint Conference on Knowledge Discovery, Knowledge Engineering and Knowledge Management, IC3K 2021, on October 25–27, 2021. The conference was held virtually due to the COVID-19 crisis. The 9 full papers included in this book were carefully reviewed and ...
Added: July 8, 2023
A Semi-empirical Approach for Decomposition of Remotely Sensed Leaf Area Index into Overstory and Understory Components over Russian Forests
Shabanov N., Sergey A. Bartalev, Kobayashi H. et al., IEEE Transactions on Geoscience and Remote Sensing 2023 Vol. 61 Article 4405717
Forest is a multi-layered canopy, where overstory and understory implement different biogeochemical cycles, phenology and functional role. Remote sensing products typically estimate forest total Leaf Area Index (LAI), while few quantify its components. The theoretical understanding of foliage distribution between layers is still quite limited. In this study we’ve developed a semi-empirical model for decomposition ...
Added: July 5, 2023
Исследование и определение признаков скрытых атак на предприятии для алгоритмов машинного обучения
Золотухина М. А., Zykov S. V., Вестник Российского нового университета 2023 № 1 С. 20–28
Зачастую именно человеческий фактор ведет к распространению угроз на предприятиях. Если техническое устройство представляет собой четко работающий и слаженный механизм с возможностью при помощи диагностического оборудования проводить замеры параметров неисправностей и устранять их, то для исследования скрытых атак необходим новый компонент системы. Предприятия и промышленность в целом нуждаются в интеллектуальной системе защиты и обнаружения скрытых ...
Added: April 11, 2023
Information Systems and Design. Third International Conference, ICID 2022, Tashkent, Uzbekistan, September 12–13, 2022, Revised Selected Papers
Springer, 2023.
This book constitutes the proceedings of Third International Conference on Information Systems and Design, ICID 2022, which took place in Tashkent, Uzbekistan, in September 2022.  The 12 papers presented in this volume were carefully reviewed and selected from 35 submissions. They were organized in topical sections as follows: methodological support of analysis and management tools: theoretical-focused ...
Added: March 31, 2023
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit