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Credit ratings patterns for BRICS industrial companies
P. 17-24.
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.
In book
Issue 139: 6th International Conference on Information Technology and Quantitative Management. , United States of America : Editions Elsevier, 2018
Springer, 2014
This book constitutes the refereed proceedings of the 10th International Conference on Machine Learning and Data Mining in Pattern Recognition, MLDM 2014, held in St. Petersburg, Russia in July 2014. The 40 full papers presented were carefully reviewed and selected from 128 submissions. The topics range from theoretical topics for classification, clustering, association rule and ...
Added: September 30, 2014
Luparov A., Panov A. I., Suvorov R. et al., , in : Proceedings of ICPRAM 2015 - 4th International Conference on Pattern Recognition Applications and Methods. Vol. 2.: SciTePress, 2015. P. 270-276.
Dendritic cells (DCs) vaccination is a promising way to contend cancer metastases especially in the case of immunogenic tumors. Unfortunately, it is only rarely possible to achieve a satisfactory clinical outcome in the majority of patients treated with a particular DC vaccine. Apparently, DC vaccination can be successful with certain combinations of features of the ...
Added: November 20, 2015
Perminov G. I., Бизнес-информатика 2008 № 1 С. 36-44
В ходе анализа многомерных временных рядов применение традиционных статистических методов определяется соблюдением достаточно строгих предпосылок, позволяющих использовать лежащий в основе этих методов МНК. К ним относятся: отсутствие мультиколлинеарности, гетероскедастичности и автокорреляции. В задачах экономического анализа и многомерного прогнозирования с целью уменьшения числа рассматриваемых переменных и быстрого получения приблизительных закономерностей целесообразно прибегнуть к методам интеллектуального анализа ...
Added: September 28, 2012
Heidelberg : Springer, 2013
This paper comprises papers accepted for presentation at the 14th Rough Sets, Fuzzy Sets, Data Mining, and Granular Computing (RSFDGRC) International Conference which was held as a major part of Joint Rough Set Symposium (JRS 2013) held at Halifax Canada during October 11-14, 2013. ...
Added: October 29, 2013
Yasnitsky L., Журнал формирующихся направлений науки 2015 Т. 3 № 7
The article presents selected excerpts of the debate, which the doctor of philosophical Sciences, Professor of Moscow state University Yu. Yu. Petrunin. ...
Added: February 23, 2016
Springer, 2021
This book constitutes the proceedings of the 16th International Conference on Formal Concept Analysis, ICFCA 2021, held in Strasbourg, France, in June/July 2021.
The 14 full papers and 5 short papers presented in this volume were carefully reviewed and selected from 32 submissions. The book also contains four invited contributions in full paper length.
The research part ...
Added: July 10, 2021
Prokofyeva E. S., Zaitsev R., Maltseva S. V., , in : 2019 IEEE 21st Conference on Business Informatics (CBI). Vol. 1.: M. : IEEE Computer Society, 2019. P. 75-83.
Patient flow modeling in healthcare plays a large role in understanding the operation of the system and its characteristics. Besides, modeling techniques can significantly improve the effectiveness of the medical facilities. The existing level of automation in these facilities enables the accumulation of large amounts of various data. Therefore, the collected data might be considered ...
Added: September 10, 2019
Suschevskiy V., Mohammad K., , in : Companion Proceedings 11th International Conference on Learning Analytics & Knowledge (LAK21). : [б.и.], 2021. P. 76-78.
While the exchange of cross-border students in Europe has increased significantly in recent years, a growing number of these students face obstacles in selecting courses for exchange. This poster describes the first iteration of creating a course recommendation system for exchange students to select courses that fit their preferences. We implemented a combination of embedding ...
Added: July 4, 2021
Karminsky A. M., Sosyurko V. V., Журнал Новой экономической ассоциации 2011 № 12 С. 102-123
Article proposes comparative studies of credit ratings of the leading Russian and international rating agencies. We analyze approaches and the possibility of comparison of agencies’ rating scales. Purpose of this analysis is to propose method and describe the criteria for comparison of rating scales and the possibility of using standard econometric models. We demonstrate the ...
Added: September 27, 2012
Ignatov D. I., Kaminskaya A. Y., Malioukov A. et al., , in : Proceedings of International Conference on Conceptual Structures 2014. Vol. 8577: Graph-Based Representation and Reasoning.: Springer, 2014. P. 287-292.
This paper considers a recommender part of the data anal- ysis system for the collaborative platform Witology. It was developed by the joint research team of the National Research University Higher School of Economics and the Witology company. This recommender sys- tem is able to recommend ideas, like-minded users and antagonists at the respective phases ...
Added: June 9, 2014
Kopnova E., Rodionova L., Известия Саратовского университета. Новая серия. Серия: Экономика. Управление. Право 2016 Т. 16 № 3 С. 306-315
Introduction. Possibilities of application ARIMA-models to analysis and forecasting of demographic time series were considered in the article. Foreign studies had shown that the ARIMA-models give good results for forecasting indicators such as population, birth rates and death rates, life expectancy, along with the traditional demographic methods (cohort-component approach). Research technique. Box-Jenkins methodology of the ...
Added: November 15, 2016
Kazan : -, 2013
The issue contains the papers presented at the 7th Spring/Summer Young Researchers' Соllоquium оn Software Engineering (SYRCoSE 2013) held in Kazan, Russia on 30th and З1st оf Мay, 2013. Paper selection was based on a competitive peer review process being done by the program committee. Both regular and reseаrсh-in-рrogrеss papers were соnsidered ассeрtable for the ...
Added: June 8, 2013
Berlin : Springer, 2014
This book constitutes the proceedings of the Third International Conference on Analysis of Images, Social Networks and Texts, AIST 2014, held in Yekaterinburg, Russia, in April 2014. The 11 full and 10 short papers were carefully reviewed and selected from 74 submissions. They are presented together with 3 short industrial papers, 4 invited papers and ...
Added: November 13, 2014
Penikas H. I., Model Assisted Statistics and Applications 2020 Vol. 15 P. 371-388
The Basel Committee on Banking Supervision finalized the Basel III accord in the December 2017 and launched the set of its standards – the Basel Framework – in December 2019. Both documents allow bank to use mathematical models for the credit risk estimation. There are quantitative and qualitative requirements for models to be allowed for ...
Added: January 6, 2021
Mikheyenkova M., Automatic Documentation and Mathematical Linguistics 2011 Vol. 45 No. 4 P. 180-201
The process of development of approaches to the qualitative analysis of sociological data from a qualitative analysis of the use of computer tools is reviewed in this paper. Its development means a transfer from simple computer processing of data to modern intelligent data analysis ...
Added: September 28, 2013
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
Ignatov D. I., Kaminskaya A. Y., Konstantinov A. V. et al., , in : Conceptual Structures for STEM Research and Education, 20th International Conference on Conceptual Structures. Vol. 7735: Conceptual Structures for STEM Research and Education, 20th International Conference on Conceptual Structures.: Berlin, Heidelberg : Springer, 2013. P. 173-192.
This paper considers a data analysis system for collaborative platforms which was developed by the joint research team of the National Research University Higher School of Economics and the Witology company. Our focus is on describing the methodology and results of the first experiments. The developed system is based on several modern models and methods ...
Added: October 10, 2013
Buzmakov A. V., Kuznetsov S., Napoli A., , in : Machine Learning and Knowledge Discovery in Databases. European Conference, ECML PKDD 2015, Porto, Portugal, September 7-11, 2015, Proceedings. * 2. Vol. 9285.: Dordrecht, L., Cham, Heidelberg, NY : Springer, 2015. P. 157-172.
In pattern mining, the main challenge is the exponential explosion of the set of patterns. Typically, to solve this problem, a constraint for pattern selection is introduced. One of the first constraints proposed in pattern mining is support (frequency) of a pattern in a dataset. Frequency is an anti-monotonic function, i.e., given an infrequent pattern, ...
Added: October 22, 2015
Semenov A., Natekin A., Nikolenko S. I. et al., Springer, 2015
In online social networks, high level features of user behavior such as character traits can be predicted with data from user profiles and their connections. Recent publications use data from online social networks to detect people with depression propensity and diagnosis. In this study, we investigate the capabilities of previously published methods and metrics applied to the Russian online social ...
Added: December 21, 2015
Ignatov D. I., Khvorykh G., Khrunin A. et al., , in : Recent Trends in Analysis of Images, Social Networks and Texts. 9th International Conference, AIST 2020, Skolkovo, Moscow, Russia, October 15–16, 2020 Revised Supplementary Proceedings. Vol. 12602.: Springer, 2021. P. 185-204.
© 2021, Springer Nature Switzerland AG.Missing genotypes can affect the efficacy of machine learning approaches to identify the risk genetic variants of common diseases and traits. The problem occurs when genotypic data are collected from different experiments with different DNA microarrays, each being characterised by its pattern of uncalled (missing) genotypes. This can prevent the ...
Added: November 1, 2022
Metivier J. -., Lepailleur A., Buzmakov A. V. et al., Journal of Chemical Information and Modeling 2015 Vol. 55 No. 5 P. 925-940
This study is dedicated to the introduction of a novel method that automatically extracts potential structural alerts from a data set of molecules. These triggering structures can be further used for knowledge discovery and classification purposes. Computation of the structural alerts results from an implementation of a sophisticated workflow that integrates a graph mining tool ...
Added: September 3, 2015
Shalileh S., Mirkin B., , in : ASONAM '21: Proceedings of the 2021 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining. : Association for Computing Machinery (ACM), 2021. P. 138-142.
We derive two extensions of the celebrated K-means algorithm as a tool for community detection in feature-rich networks. We define a data-recovery criterion additively combining conventional least-squares criteria for approximation of the network link data and the feature data at network nodes by a partition along with its within-cluster "centers". The dimension of the space ...
Added: April 19, 2022
Kanovich M., Scedrov A., Kuznetsov S., , in : The 21st Conference on Formal Grammar. : Springer, 2016. P. 240-256.
Morrill and Valent´ın in the paper “Computational coverage of TLG: Nonlinearity” considered an extension of the Lambek calculus enriched by a so-called “exponential” modality. This modality behaves in the “relevant” style, that is, it allows contraction and permutation, but not weakening. Morrill and Valent´ın stated an open problem whether this system is decidable. Here we ...
Added: June 28, 2016