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Recent Advances of the Russian Operations Research Society
Cambridge :
Cambridge Scholars Publishing, 2020.
Academic editor: Aleskerov F. T., Васин А. А.
This collection of articles highlights the most interesting new results from the IX Moscow International Operations Research Conference, the largest Russian meeting in this field, held every three years for leading experts. These papers will interest researchers and organizations specialized in OR, Game Theory, System Analysis, Macro- and Micro-economic Modelling, and Actuarial Mathematics. The volume may be a source for PhD and Master students in the specified areas. The proposed methods for optimal decision making will be useful for insurance and auditing companies, banks, and others.
The volume consists of three parts; the first includes game-theoretic models, the second part considers innovations and their possible opposite impact to the growth of GDP and social welfare, as well as new methods for improving reliability of banks’ credit risks, monopolistic competition under heterogeneous labor, interregional trade and different ways of developing the Russian banking system. The last part contains articles on a wide range of optimization problems and their applications.
Chapters
Dyachkova N., Karminsky A. M., , in: Recent Advances of the Russian Operations Research Society.: Cambridge: Cambridge Scholars Publishing, 2020. P. 163–177.
Interpreting and finding patterns in financial data can lead economists to make changes through the process of monitoring and planning. In the context of modern research papers, it often shows results, based on the patterns of financial indicators, which contain some insightful information. In our experience, we obtained results from the distinction of credit rating ...
Added: September 29, 2020
Sagirova A., Pospelov I. G., Zhukova A., , in: Recent Advances of the Russian Operations Research Society.: Cambridge: Cambridge Scholars Publishing, 2020. P. 196–220.
The work is devoted to solving the problem of identification for two versions of the model of the Russian banking system on the available statistical data. To identify the parameters of models, the method of solving the inverse problem for a system of differential equations is used. For calculations, the Runge-Kutta method of order 4 is used, taking into account ...
Added: June 16, 2021
Khromova E., , in: Recent Advances of the Russian Operations Research Society.: Cambridge: Cambridge Scholars Publishing, 2020. Ch. 11 P. 177–196.
Added: October 31, 2021
Priority areas:
economics
management
state and public administration
IT and mathematics
business informatics
mathematics
Language:
English
Keywords: operations research
Bolbachan V., / Series math "arxiv.org". 2024.
Chow polylogarithms are some special functions arising in explicit description of the Beilinson regulator map. The most interesting functional equation for this function reflects its vanishing on the boundary in the Bloch's cycle complex. We show that this functional equation formally follows from more simple ones, namely skew-symmetry, functoriality and multiplicativity.
To prove this, we study ...
Added: July 16, 2026
Bolbachan V., / Series math "arxiv.org". 2024.
Let K be a field of characteristic zero. We prove that its motivic cohomology in degree m−1 and weight m is rationally isomorphic to the cohomology of the polylogarithmic complex. This gives a partial extension of A. Suslin theorem describing the indecomposable K3 of a field. ...
Added: July 16, 2026
Switzerland: Springer, 2026.
This volume contains the refereed proceedings of the 25th International Conference on Mathematical Optimization Theory and Operations Research (MOTOR 2026) 1 held during July 6–11 in a picturesque place near Lake Baikal, Irkutsk, Russia. The MOTOR conference is a direct successor and scientific inheritor of several prominent events on mathematical programming, combinatorial and stochastic optimization, ...
Added: July 12, 2026
Panov V., Ryabchenko A., / Series arXiv "stat.ME". 2026. No. 2607.05048.
This paper investigates the problem of statistical inference for a mixture distribution consisting of a discrete and a continuous component, with a particular focus on the class of rational-infinitely divisible distributions. We consider non-parametric estimation of both components of the mixture as well as the quasi-L{é}vy measure, assuming that the mixture belongs to the class ...
Added: July 9, 2026
Mishin A., Guerrieri L., Kim J., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.
Within narrowly defined industries, the most productive firms produce far more than the least productive from the same inputs, and this dispersion widens in downturns. We build a tractable representative-agent model in which financial frictions—adverse selection and moral hazard—make firms sort endogenously into lenders, strategic defaulters, and producers. As credit conditions vary, the resulting misallocation ...
Added: June 28, 2026
Власов С. А., Nevalennyi M., Сафиулин Р. Р. et al., / Банк России. Серия Аналитическая записка "Материалы Банка России". 2026.
В аналитической записке обсуждается долгосрочно устойчивый уровень цены на российскую нефть. Это тот уровень, к которому цена нефти, вероятнее всего, будет тяготеть в долгосрочной перспективе. Потребность в его определении возникает по нескольким причинам. Во-первых, цена на нефть остается одним из ключевых экономических показателей российской экономики, определяющих экспорт, обменный курс рубля, прибыль, доходы и расходы бюджета, ...
Added: June 27, 2026
Глазова А. М., Nevalennyi M., Синяков А. А., / Банк России. Серия Препринты Банка России "Серия докладов об экономических исследованиях". 2025. № 154.
The paper proposes a graphical model of a small open economy. The dynamics of the graphical model is then illustrated using impulse responses from the corresponding formal semi-structural model (QPM model). The authors have several goals in preparing this description of the graphical macroeconomic model. The first goal of the paper is to present an adapted ...
Added: June 27, 2026
Mishin A., Guerrieri L., Canzoneri M. et al., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.
Added: June 27, 2026
Piontkovski D., / Series arXiv "math". 2026.
A noncommutative projective variety is defined, following Artin and Zhang, by a graded coherent algebra 𝐴. The category of coherent sheaves is then the quotient qgr(𝐴) of the category of finitely presented graded modules by the subcategory of torsion modules. We consider the categorical and polynomial entropies of the Serre twist, that is, of the ...
Added: June 23, 2026
Piontkovski D., / Series arXiv "math". 2025.
If a symmetric multilinear algebra is weakly nil, then it is Engel. This result may be regarded as an infinite-dimensional analogue of the well-known Jacobian theorem, which states that if a polynomial mapping has a polynomial inverse, then its Jacobian matrix is invertible. This refines a theorem of Gerstenhaber and partially answers a question posed ...
Added: June 23, 2026
Konakov V., Kucher D., Mammen E., / Series arXiv "math". 2026. No. 2606.11142v1.
In this paper, we construct strong approximations for discrete-time Markov chains weakly converging to continuous diffusion processes, as well as for their perturbed counterparts. Under the assumption of bounded coefficients, we construct closely coupled versions of these processes on a shared probability space. In particular, for both non-degenerate and degenerate cases, we maximize the probability ...
Added: June 11, 2026
Bogatyrev R., Sandomirskaia M., / NRU Higher School of Economics. Series EC "Economics". 2026. No. 19(1).
This work develops a tractable model of price competition in fragmented markets where consumers consider both local and distant varieties, with cross-regional purchases subject to stochastic costs. Global competition and full localization emerge as polar cases; hybrid competition is not merely intermediate and exhibits distinctive features such as an endogenous price ceiling and non-monotonic entry ...
Added: June 11, 2026
Gurkov I. B., Kossov V. V., Filinov N. et al., / NRU Higher School of Economics. Series MAN "Management". 2026. No. N/A.
This research note is devoted to assessing the socioeconomic impact of sanctions of sanctioned countries and uses the data on Russia in 2022-2024. We use for the analysis four fundamental socioeconomic parameters-the expected length of life of males at birth, the misery index (Okun's index), the level of Gross Domestic Product at purchasing parity prices, ...
Added: June 11, 2026
Kravtsova M., Musaev A. U., Welzel C., / Series "SSRN Working Paper Series". 2026.
Elaborating on Welzel et al.'s "Cool Water Theory," our study zooms into the more limited (albeit still varied) framework conditions of Russia's huge territory. Within Russia's confines, we examine how the combination of moderately cool seasons with steady rain (i.e., Cool Water) affects sub-national areas' contemporary societal progress in two modernization indicators: material prosperity in ...
Added: June 3, 2026
Синяков А. А., Зверева В., Шелованова Т. И., / Центральный банк Российской Федерации. Серия 132 / 2024 "Серия докладов об экономических исследованиях". 2024. № 132.
At the end of 2023, Russia updated its Strategy for Improving Financial Literacy and Developing Financial Culture Until 2030. Unlike the previous strategy, the current strategic goals include not only financial literacy but also financial culture. ‘Culture’ is normative and socially preferred behaviour. The updated strategy brings into focus the relationship between financial literacy and responsible financial behaviour. To explore this relationship, the authors rely on data from the All-Russian Survey of Consumer Finance (2020 and 2022). Socially ...
Added: June 1, 2026
Vorchik A., / SSRN. Серия Social Science Research Network "Social Science Research Network". 2026.
This work is devoted to a theoretical explanation of the Easterlin paradox, according to which long-term economic growth does not make average level of people's happiness increasing. By happiness, we mean the intensity of emotions people experience while comparing their new income with its expected value, or the target income with its original value. In the first case, ...
Added: May 31, 2026
Shipilov F., Barnyakov A., Ivanov A. et al., / Series Physics "arxiv.org". 2026.
A fast simulation of the detector response is a vital task in high-energy physics (HEP). Traditional Monte-Carlo methods form the backbone of modern particle physics simulation software but are computationally expensive. We present a machine-learning-based approach to fast simulation of the Focusing Aerogel Ring Imaging Cherenkov (FARICH) detector response. Given a particle track and momentum, ...
Added: May 19, 2026
Sizov A., Rodionova M., Sedashov E. et al., / NRU Higher School of Economics. Series PS "Political Science". 2026. No. 1.
Rapid development of surveillance technologies is one of the most socially important consequences of the digital age. This paper investigates the factors determining consent to surveillance of various types of personal data and contributes to rapidly growing research on citizens perceptions of surveillance practices. Relying on a comprehensive survey experiment, we study the effects of ...
Added: May 15, 2026
Switzerland: Springer, 2025.
This volume contains the refereed proceedings of the 24th International Conference on Mathematical Optimization Theory and Operations Research (MOTOR 2025)1 , held during July 07–11, 2025, in Novosibirsk Scientific Centre, Russia. This year the conference was held under the auspices of the International Mathematical Center in Akademgorodok. ...
Added: July 10, 2025
Springer, 2024.
Based on the “Sixth International Conference on Dynamics of Disasters” (Piraeus, Greece, July 2023), this volume includes contributions from experts who share their latest discoveries on disasters either caused by natural phenomena or human activities. Authors provide overviews of the tactical points involved in disaster relief, outlines of hurdles from mitigation and preparedness to response ...
Added: March 5, 2025
Springer, 2024.
This volume contains the refereed proceedings of the 23rd International Conference on Mathematical Optimization Theory and Operations Research (MOTOR 2024)1 held from June 30 to July 06, 2024, in Omsk, Russia. The MOTOR conference joined several well-known conferences on mathematical programming, optimization, and operations research which had been held in the Urals, Siberia and the ...
Added: August 9, 2024
СПб.: АО "ЦТСС", 2021.
В научном издании представлены труды Десятой всероссийской научно-практической конференции по имитационному моделированию и его применению в науке и промышленности «Имитационное моделирование. Теория и практика» (ИММОД-2021) по следующим направлениям: – теоретические основы и методология имитационного и комплексного моделирования; – средства автоматизации и визуализации имитационного и комплексного моделирования; – практическое применение моделирования и инструментальных средств автоматизации моделирования, ...
Added: November 22, 2021