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Estimation of Securities Positioning Efficiency in Commercial Banks
P. 235-256.
Frolova N., Frolov E.
In book
Frolova N., Фролов Е. С. Zagreb : IGI Global, 2021
Frolova N., Фролов Е. С., Zagreb : IGI Global, 2021
Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving ...
Added: July 6, 2020
Kolmogorova A., Компьютерная лингвистика и интеллектуальные технологии 2022 С. 311-323
The article summarizes the results of two tasks in machine learning paradigm: the task of classification according
to the criterion of dominating emotion on the data of social networks posts in Russian and the regression task using
the same data. The experiments are conducted on the data set collected from VKontakte social network and consisted
of 3879 posts ...
Added: October 31, 2022
Бричикова А. П., Mogilevich E., Shvedov A. S., Экономический журнал Высшей школы экономики 2019 Т. 23 № 3 С. 444-464
Models for time series are very important for the stock market. Fuzzy Takagi – Sugeno models (functional fuzzy systems) are a promising and already common approach, in which different regression dependencies are used for different areas of variation of certain parameters, and soft switching is performed using the fuzzy logic rules. This is the advantage ...
Added: February 18, 2020
Yu. Zelenkov, Informatics and Automation (SPIIRAS Proceedings) 2023 Vol. 22 No. 2 P. 393-415
Ensemble learning algorithms such as bagging often generate unnecessarily large models, which consume extra computational resources and may degrade the generalization ability. Pruning can potentially reduce ensemble size as well as improve performance; however, researchers have previously focused more on pruning classifiers rather than regressors. This is because, in general, ensemble pruning is based on two ...
Added: March 26, 2023
Pechenkova E.V., Vlasova R.M., Litvinova L. D. et al., , in : Когнитивная наука в Москве: новые исследования. Материалы конференции 15 июня 2017 г. : Буки Веди, 2017. P. 456-461.
This paper explores in more detail the phenomenon of deactivation of the auditory cortex evoked by the presentation of the affective pictures that we accidentally found in one of our recent studies (Litvinova et al., 2016). Data from two previous studies employing affective pictures (Litvinova et al., 2016 and Rozovskaya et al., 2014, 2016) were ...
Added: November 1, 2018
Osvetimskaya I., Теоретическая и прикладная юриспруденция 2022 № 1 С. 54-60
This paper has two aims: to compare the current trends in the development of the law and the state in Russia with the criteria of progress put forward by P.A. Sorokin and S.S. Alekseev; determine the position of the theory of law and state and identify the main trends in its development. Based on the ...
Added: June 19, 2022
Rotmistrov A., Tolstova Y. N., Математическое моделирование социальных процессов 2014 № 16 С. 159-178
The article deals with а problem of nonlinear regression modeling in sociology: prevalence of variables measured on low type scales, inconsistency of quality parameters of the models, nonlinearity of modeled events, presence of latent interactions between studied variables and, finally, as a consequence, a problem of finding an effective system of predictors. The article contains ...
Added: September 4, 2014
Voyko A. V., Финансы: теория и практика 2019 Т. 23 № 5 С. 62-74
The article is concerned with determining the main predictors of bankruptcy in construction organizations in the Russian Federation. Probabilistic prediction of bankruptcy is relevant for both individual companies and sectors of the national economy. Developed a long time ago, the existing bankruptcy prediction methods do not consider the industry specifics of organizations. The article investigates ...
Added: November 2, 2021
Александров Ю.И., Сварник О. Е., Знаменская И. И. et al., Вопросы психологии 2017 № 4 С. 87-101
Несмотря на долгую историю использования представления о регрессии, ее проявле- ния и механизмы остаются малоизученными, специальные экспериментальные иссле- дования единичны, а мнения о ее значении – весьма противоречивы. Цель настоящего экспериментально-теоретического исследования состояла в том, чтобы выявить, какие закономерности динамики субъективного опыта и его мозгового обеспечения лежат в основе феноменов, описываемых как регрессия и выявляемых ...
Added: January 30, 2018
Zvezdina N., Сараев А. В., Вопросы статистики 2023 Т. 30 № 1 С. 27-41
On the part of the population, residential real estate is considered from the point of view of improving the standard of living, as well as an object of profitable investment. The Russian residential real estate market attracts the attention of not only the population, but also researchers. Its structure and the multifactorial nature of development ...
Added: October 10, 2022
Tolstova Y. N., Rotmistrov A., М. : Юрайт, 2016
Raw information obtained as a result of sociological research differ from the information obtained in other sciences in some ways. Firstly, often sociological data obtained on samples of medium size (300-3000 objects) that allows implementation of only small-sized processing methods (descriptive statistics, bivariate correlation, regression with a small number of predictors). Secondly, often sociological data's ...
Added: November 9, 2014
Григоров А. А., Банковское дело 2012 № 2 С. 86-89
The present paper contains an attempt to clarify the nature of financial services proposed on the Russian market of factoring. The role of factoring and invoice discounting in providing capital saving financing of circulating assets is shown. This paper also contains a comparative analysis of these ways of financing. ...
Added: November 18, 2012
Бойко В. В., Вестник ИНЖЭКОНа. Серия: Экономика 2010 № 1(36) С. 312-316
The paper explores theoretical approaches to the company IPO underpricing and analyzes capital structure impact on the underpricing of the Russian issuers. ...
Added: October 18, 2012
Khon O. D., Управление экономическими системами: электронный научный журнал 2014 № 70 (10/2014)
The article is about discount uncovering as a dynamic element of the pledge value by the effective predication models. The value predication method consists of the multifactor regression models which is integrated in the corporate loans system. ...
Added: October 27, 2016
Khasyanova S. Y., Дайджест-финансы 2012 № 7 С. 50-55
В условиях нарастания рисков в мировой финансовой системе особую актуальность приобретают вопросы капитализации банков. Целью работы является анализ качества и достаточности капитала российских банков для покрытия рисков. Особое внимание уделено стресс-тестированию банков на устойчивость к внешним шокам. Сделан вывод о том, что «запас прочности» банков РФ адекватен реальному состоянию экономики. Однако выявлено, что различные категории ...
Added: November 21, 2012
Bogdanova T., Тужикова И. И., В кн. : Системное моделирование социально-экономических процессов: труды 40-ой Юбилейной международной научной школы-семинара имени академика С.С. Шаталина. : Воронеж : Истоки, 2017. С. 475-478.
On the Russian market of insurance services life insurance is one of the fastest growing segments. Identifying among the clients of the insurance company risk groups composed of individuals more prone to other termination of the contract of life insurance, allows to conduct purposeful work on their retention, which ultimately should lead to reduction of ...
Added: November 1, 2019
Pokryshevskaya E. B., Antipov E. A., Journal of Targeting, Measurement and Analysis for Marketing 2012 Vol. 20 No. 3-4 P. 203-211
Measuring indirect importance of various attributes is a very common task in marketing analysis for which researchers use correlation and regression techniques. We have listed and illustrated some common problems with widely used latent importance measures. A more theoretically sound approach - the Shapley Value decomposition - was applied to a rich data set of ...
Added: February 4, 2013
Naidenova I. N., Parshakov P., Zavertiaeva M. A. et al., Measuring Business Excellence 2015 Vol. 4 No. 19 P. 57-71
Purpose. This paper explores whether individual intellectual capital of a fund manager allows mutual fund to outperform market.
Design/methodology/approach The sample includes 85 Russian equity funds for the period of 2013. Firstly Jensen’s alpha for each fund has been calculated and then cross-sectional regression analysis has been used. While only a part of fund managers publish ...
Added: October 20, 2015
Alexandrov Y., Svarnik O., Znamenskaya I. et al., Journal of Analytical Psychology 2020 Vol. 65 No. 3 P. 476-496
As shown in our previous paper (‘Regression I. Experimental approaches to
regression’, JAP, 65, 2, 345-65), the common mechanism of regression can be
described as reversible dedifferentiation, which is understood as a relative increase of
the proportion of low-differentiated (older) systems in actualized experience.
Experimental data show that regression following disease (chronic tension headache) is
followed by adaptation and an ...
Added: December 28, 2020
Avdoshin S. M., Pesotskaya E. Y., Бизнес-информатика 2011 № 1 С. 42-49
Most of financial operations are used in uncertainty and require risk management. Risk management system should consist of the proved technique and methodology risks management and technology base supported by IT system. The choice of program software for risk management seems to be a hard task for the company staff and requires involvement of professional ...
Added: November 21, 2012
Suchkova E. O., Козеличкина А. А., Банковское дело 2015 № 9 С. 40-46
This paper investigates the offer price setting process of Russian banks and companies’ public offerings between 2007 and 2014. The results show that Russian banks and companies face the problem of Underpricing that prevents them from getting lager amounts of capitalization ...
Added: February 29, 2016
Tarasova J., М. : Юрайт, 2023
В курсе рассмотрены основные аспекты актуарных расчетов с характеристикой тарифной политики в страховании. Кроме того, рассматриваются исторические особенности развития страхования, современной страховой терминологии, а также функции, принципы и признаки страхования; проанализированы современные виды страхования с упором на нюансы договорных отношений, приводятся их различные классификации; даются характеристики финансово-экономическим основам страховой деятельности, а также приведены виды формируемых ...
Added: February 1, 2023
Александров Ю.И., Сварник О. Е., Знаменская И. И. et al., Вопросы психологии 2017 № 3 С. 80-91
Alcoholism as a cause of regression in learning and in pro-social behavior
Alexandrov Yu.I., Svarnik O.Ye., Znamenskaya I.I., Arutiunova K.R., Kolbeneva M.G., Krylov A.K., Bulava A.N.
Despite a long history of the notion of regression, its manifestations and mechanisms are still poorly researched, specific experimental studies are rare, points of view conflict. A study was conducted to discover dynamics of subjective experience and brain activity lying ...
Added: January 30, 2018
Teplova T., Sokolova T., Фазано А. et al., Вопросы экономики 2020 № 9 С. 40-60
In our paper, we study the impact of active investment strategies and factors of their success in the Russian market of collective investment — self-confidence of managers, commissions of management companies (MC) — on return rates of mutual funds. For the first time, not only equity mutual funds, but also bond mutual funds are considered ...
Added: August 24, 2020