• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Book chapter
  • Research of the stock exchange features concerning their influence on stock quotes of companies from the various sectors
  • 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
  • 2028
  • 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
September 22, 2026
Personal Interest in Doctoral Thesis Topic Most Important for Confidence in Successful Defence
A researcher at HSE University analysed data on 1,539 doctoral students from 161 Russian universities to identify which features of a thesis topic are associated with academic success and engagement. The most important factor was found to be personal interest in the research topic, which was associated with almost all key aspects of doctoral programme experience—from engaging with the academic supervisor to research activity and confidence about successfully defending the thesis. The findings have been published in Higher Education.
September 21, 2026
Researchers Develop Methodology to Assess the Quality of Legal Representation in Criminal Proceedings
Having a good defence attorney in criminal proceedings can largely determine whether a defendant retains their freedom, health and good name. Researchers at HSE University propose a method for predicting an attorney’s performance based on the outcomes of their previous cases. The methodology takes into account the severity of the charges, the complexity of the cases, and the most likely outcome, drawing on judicial statistics.
September 21, 2026
Algebra, Geometry, and AI: Russian and Vietnamese Mathematicians Discuss Current Research
A delegation of scientists from Hanoi visited the HSE Faculty of Computer Science and then took part in a Russian-Vietnamese conference in St Petersburg. The events were part of the three-year project ‘Flexibility and Computational Methods.’ Over the course of the project, the researchers have prepared joint publications and obtained new mathematical results.

 

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

?

Research of the stock exchange features concerning their influence on stock quotes of companies from the various sectors

P. 1–4.
Sizykh N., Sizykh D.

It was analyzed the influence of stock exchanges on stock quotes of the automotive, energy and telecommunication companies. It was obtained comparative assessment of the profitability, risk and stability indicator of shares placed on different stock exchanges.

Language: English
Full text
DOI
Keywords: risk assessmentcorrelationstock quotesValue-at-Risk (VaR)movement of share prices

In book

2021 14th International Conference Management of large-scale system development (MLSD)
IEEE, 2021.
Similar publications
Risk Assessment Models for Heated Tobacco Products
Maddalena L., Yildiz B., Del Vecchio Blanco F. et al., Risk Analysis 2026 Vol. 46 No. 4 P. 1–26
Heated tobacco products (HTPs) are marketed as alternatives to conventional cigarettes with a potential reduced risk profile. Yet, their actual impact on cancer and noncancer disease risk remains uncertain and requires rigorous quantitative assessment. In this study, we develop a unified and transparent computational framework for toxicological risk assessment of HTPs, integrating chemical emissions data ...
Added: September 22, 2026
МЕТОДИЧЕСКИЙ ИНСТРУМЕНТАРИЙ ОЦЕНКИ РИСКА ФИНАНСИРОВАНИЯ ГОСУДАРСТВЕННЫХ ПРОГРАММ В ЦЕЛЯХ РАЗВИТИЯ ЭКОНОМИКИ ЗНАНИЙ
Яшина Н. И., Яшин С. Н., Гришунина И. А., Экономика образования 2020 № 4 (119) С. 16–27
The work proposes a practical approach to assessing the risks of state programs financing in order to develop the knowledge economy based on regional target programs of the Nizhny Novgorod region. The performed research allow us to specify the methodology for assessing the effectiveness of the government programs implementation and can be considered as a ...
Added: October 12, 2025
Identification of a replicable optical security element using laser speckle
Smolovich A. M., Frolov A. V., Klebanov L. D. et al., Optics and Laser Technology 2024 Vol. 175 Article 110725
An optical security element containing an area of random rough relief is proposed. It combines the low cost of mass replication inherent in traditional security holograms with the impossibility of holographic copying, when the wave restored by the hologram is rewritten as a copy of this hologram. The proposed optical element is also protected from contact and photographic ...
Added: May 16, 2025
Four-dimensional ACC analysis
Mustafina N. I., Plaksin M. A., Mikisheva P. A., Proceedings of the Institute for System Programming of the RAS 2024 Vol. 36 No. 2 P. 47–58
The article discusses the issues of planning and resource management in the process of testing software systems. The paper presents the ACC analysis method used at Google to optimize the distribution of efforts for testing different parts of the system. Extending the method by adding a fourth characteristic - actors (roles of system users) – allows for a ...
Added: February 17, 2025
Improving the industrial safety management system at enterprises with chemically hazardous sites
Yemelin P., Kudryavtsev S., Natalya K. Yemelina, JOURNAL OF SAFETY SCIENCE AND RESILIENCE 2024 Vol. 5 No. 4 P. 432–448
This study focuses on developing an industrial and occupational safety management system for enterprises that contain chemically hazardous sites. The methodology, based on an expert approach, enabled the authors to design the structure of the risk management system at such enterprises. It also facilitated the identification of clusters and their descriptors, along with their roles ...
Added: October 11, 2024
Magnetoencephalographic Correlates of Emotion Regulation: Topography and Classification
Руденький Н. В., Medvedeva A., Шелепенков Д. М. et al., IEEE, 2024.
Added: October 11, 2024
Агентная модель распространения банковской паники
Ramenskaya A., Фот Н. П., Яркова О. Н., В кн.: Имитационное моделирование. Теория и практика (ИММОД-2023). Сборник трудов одиннадцатой всероссийской научно-практической конференции по имитационному моделированию и его применению в науке и промышленности. Казань, 2023.: Каз.: Издательство АН РТ, 2023. С. 691–697.
Added: September 11, 2024
Временной риск-профиль опционов
Potapov A., Экономический журнал Высшей школы экономики 2024 Т. 28 № 1 С. 108–132
Оценка риска опционов в целях маржирования определяется на биржах с использованием коэффициентов чувствительности или фиксированных сценариев изменения риск-параметров. Подобные методы не могут точно оценить риск, так как не учитывают зависимость риска опционов от времени до исполнения. Эту зависимость необходимо принимать в расчет при моделировании ввиду изменчивости коэффициентов чувствительности с течением времени до исполнения и временной ...
Added: March 17, 2024
Clique detection with a given reliability
Semenov D., Koldanov A. P., Koldanov P. et al., Annals of Mathematics and Artificial Intelligence 2024
In this paper we propose a new notion of a clique reliability. The clique reliability is understood as the ratio of the number of statistically significant links in a clique to the number of edges of the clique. This notion relies on a recently proposed original technique for separating inferences about pairwise connections between vertices ...
Added: January 30, 2024
Analysis of weakly correlated nodes in market network
Semenov D., Alexander Koldanov, Petr Koldanov, Computational Management Science 2024 Vol. 21 Article 18
The aim of the article is to analyze graphs of weakly correlated stocks. Characteristics of these graphs such as number of edges, histogram of vertices degrees, degrees distribution, hubs and cliques are investigated. Pearson correlation and Kendall correlation are used to construct these graphs. Graphs constructed by the traditional procedure and by Holm procedure are compared. Obtained results are ...
Added: January 24, 2024
Индивидуальный стиль как система соотношений разноуровневых признаков
Andreev V., Известия Смоленского государственного университета 2021 Т. 55 № 3 С. 88–101
The article investigates system relations in individual style, which is viewed as a set of specific features of linguistic means typical for a certain author. The attention is focused on authorial metaphor occupying the central position in linguistic research, especially in cognitive linguistics. The paper deals with the analysis of metaphor in the individual style of ...
Added: October 25, 2023
Об оценке риска применения технологий искусственного интеллекта
Алексеев А. О., Алексеева И. Е., Erahtina O. S., В кн.: Цифровые технологии и право: сборник научных трудов I Международной научно-практической конференции (г. Казань, 23 сентября 2022 г.)Т. 3.: Каз.: Издательство «Познание» Казанского инновационного университета, 2022. С. 325–331.
The article examines the factors influencing the determination of the risk level of the use of AI systems. The authors conclude that in order to determine the level of risk, it is necessary to assess the influence of such interrelated factors as the type of AI technology, its scope, and the status of the developer. ...
Added: June 24, 2023
Профессиональный и социальный статусы как предикторы потребления алкоголя работающими россиянами
Eltsov N., Khorkina N., Вопросы статистики 2023 Т. 30 № 3 С. 92–108
The authors of the article analyze the characteristics of alcohol consumption by working residents of Russia, depending on their professional and social status. The study is based on data from the Russian Longitudinal Monitoring Survey of the National Research University Higher School of Economics for the period 2013-2019. The sample of the analysis included working ...
Added: March 24, 2023
Пространственные закономерности распространения трихинеллеза на юге Дальнего Востока России
Mironova V., Карабанова Е. А., Shartova N., Медицинская паразитология и паразитарные болезни 2022 № 4 С. 31–37
The registered cases of trichinosis among the population of four federal entities of the south of the Far East (Amur Region, Jewish Autonomous Region, Transbaikal Territory and Khabarovsk Territory) in 2000-2020 were considered. A spatial analysis, mapping and visualization was carried out on the basis of data derived from state reports of the Rospotrebnadzor on ...
Added: January 31, 2023
Forecasting Ability of Hybrid Methods on an Example of Stock Prices Forecast using ARIMA/LTSM
Sizykh N., Orshanskaya E., Sizykh D., , in: 2022 15th International Conference Management of large-scale system development (MLSD).: M.: IEEE, 2022. P. 1–6.
The paper presents the research results of the predictive ability of stock quote forecasting models using the ARIMA/LSTM hybrid model. This study is based on a predictive power analysis using a sample of 30 companies from three sectors: energy, finance, and technology. ...
Added: November 14, 2022
Оценка апостериорного риска внезапной смерти на рабочем месте от болезней системы кровообращения
Чащин М. В., Лежнев О. К., Атабеков А. И. et al., Гигиена и санитария 2022 Т. 101 № 2 С. 180–185
Introduction. The problem of sudden death in the workplace remains relevant and is part of the problem of a significant mortality rate of people of working age in the Russian Federation. There is no doubt that there is a need for further study of direct and indirect factors that reinforce negative trends. Materials and methods. The ...
Added: October 12, 2022
Методика оценки риска для окружающей среды от чрезвычайных ситуаций на химически опасных объектах
Кудрявцев С. С., Емелин П. В., Н.К. Емелина, Безопасность труда в промышленности 2022 № 5 С. 81–89
The relevance of the work is due to the lack of a unified methodology for assessing environmental risks from hazardous production objects in the Republic of Kazakhstan, which makes it especially in demand against the backdrop of an increase in the number of new enterprises. The aim of the work is to develop a methodology ...
Added: August 27, 2022
Оценка селевого риска в экономических показателях на примере Сибирского федерального округа
Бабурин В. Л., Бадина С. В., Derkacheva A. et al., Вестник Московского университета. Серия 5: География 2019 Т. 4 С. 3–14
Представлены результаты оценки селевого риска в экономических показателях, который выражался в вероятности ущерба в год по муниципальным образованиям. Расчеты риска производились с учетом геофизических параметров селевой деятельности: пораженности территории селевыми по- токами, их повторяемости и продолжительности селеопасного периода, а также социально-экономи- ческих показателей муниципальных образований на основе данных Росстата РФ. Установлено, что наибольшие расчетные значения ...
Added: March 17, 2022
Развитие транспортных сетей Сибири и Дальнего Востока с учётом опасных природных процессов и явлений
Айбулатов Д. Н., Глазовская Т. Г., Гребенец В. И. et al., М.: Издательство "Перо", 2021.
A strategy for the development of transportation network (roads and railways) by the middle of the XXI century in Eastern Siberia and the Russian Far East is proposed based on the assessment of the degree of hazard and risk of dangerous geocryological processes, floods, snow avalanches and debris flows. ...
Added: March 16, 2022
  • 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