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Прогнозирование вероятности банкротства предприятий с учетом изменения финансовых показателей в динамике
Бизнес-информатика. 2011. № 1. С. 50–60.
Bogdanova T., Алексеева Ю. А.
System of logistic regression models is suggested which takes into account variation of financial coefficients in dynamics. Besides it comparative analysis of predictive accuracy is performed for the system of models on the basis of learning and control samples of manufacturing companies.
Keywords: logistic regression modelfinancial performance of the companyprediction of bankruptcy probabilitylearning samplecontrol samplevariation of financial coefficients in dynamicsлогистическая регрессионная модельфинансовое состояние предприятияпрогнозирование вероятности банкротстваобучающая выборкаконтрольная выборкадинамика изменения финансовых показателей
Ustyuzhanin V., / Series Econometrics "arxiv". 2026.
This paper proposes Covariate-Balanced Weighted Stacked Difference-in-Differences (CBWSDID), a design-based extension of weighted stacked DID for settings in which untreated trends may be conditionally rather than unconditionally parallel. The estimator separates within-subexperiment design adjustment from across-subexperiment aggregation: matching or weighting improves treated-control comparability within each stacked subexperiment, while the corrective stacked weights of Wing et ...
Added: April 3, 2026
Vorchik A., / Social Science Research Network. Серия SSRN Working Paper Series "SSRN Working Paper Series". 2026.
This article is devoted to the phenomenon of intrinsic motivation, to understand which two models are proposed. We study how positive/negative intrinsic motivation to work (experienced utility) affects worker's individual labour supply (model I) and the amount of effort they exert (model II). In model I, we use intrinsic motivation to explain the positive/negative slope ...
Added: March 15, 2026
Vorchik A., Мамышев М. А., / Series Social Science Research Network "Social Science Research Network". 2025.
In this paper, we develop a formal mathematical model aimed to explain the Dunning-Kruger effect that beginners systematically overestimate their own competence in various fields of knowledge and activity. We argue that the Dunning-Kruger effect arises from the emotional nature of confidence combined with unknown unknowns that it simply can not take into account due ...
Added: February 11, 2026
Musaev A. U., Vorchik A., / Series Social Science Research Network "Social Science Research Network". 2026.
This paper attempts to model the evolutionary theory of modernization and democratization. The model reflects the key provisions of R. Inglehart and C. Welzel's theory and provides a microfoundation for the adaptation of subjective values to the objective importances of the survival factors and the structure of the labour markets from the perspective of evolutionary ...
Added: February 10, 2026
Antsygina A., Teteryatnikova M., Tremewan J. C. et al., / Series "SSRN Working Paper Series". 2025.
Many competitive environments allow for a third party to be indirectly involved by supporting one or both sides in the conflict. Such support can come from trade partners, colleagues, or allies, who can in turn benefit from a supported party's success. We use theory and an experiment to investigate how support relationships develop endogenously in ...
Added: January 31, 2026
Akhmedova A., / Series "SSRN Working Paper Series". 2026.
The study explores a psychological phenomenon of inaction inertia-avoiding action after missing a more favourable opportunity. Unlike action inertia (e.g.,sunk costs effect), inaction inertia has been less studied, particularly in economic contexts. Considering the reference dependent nature of the phenomenon, I build on the work of Kőszegi and Rabin (2006) to examine how past experiences ...
Added: January 23, 2026
Kuchumova (Paramonova) Y. A., Ozhegova A., Зорина К. С., / Series SSRN "Available at SSRN 6108727". 2026.
Simplified tax regimes with explicit eligibility thresholds are a common tool which reduces tax burden but distorts firms’ behavior, creating local bunching just below the threshold. However, we show that when firms have access to business splitting their responses extend far beyond the local margin. Our model demonstrates that splitting reduces local bunching but amplifies ...
Added: January 21, 2026
Kuchumova (Paramonova) Y. A., Кумачева С. Ш., / Series SSRN "Available at SSRN 5312100". 2025.
In recent years, an emerging body of empirical research has shown that tax audits, in addition to recovering unpaid taxes (direct effect), increase future tax compliance (indirect or dynamic effect). This literature also suggests that updating expectations induced by audit experience plays an important role in explaining this indirect effect. However, exactly how taxpayers form ...
Added: January 21, 2026
Kuchumova (Paramonova) Y. A., / Series SSRN "Available at SSRN 5277500". 2025.
While the emerging empirical literature shows that collateral tax sanctions (CTSs) - such as driver’s license suspensions or passport denials - appear to be effective instruments to enforce tax debt collection, there are still few theoretical arguments to explain why. In this paper, I model enforcement of tax debt collection and provide a new rationale for why it could ...
Added: January 21, 2026
Dobrynskaya V. V., Tomtosov A., Речмедина С., / NRU HSE. Series WP BRP 60/FE/2017 "SERIES: FINANCIAL ECONOMICS". 2025.
We study the application of factor investing in the market for real estate (REITs). The analysis of traditional factor strategies, such as momentum, value, size and profitability, reveals their unstable and atypical behavior in comparison to the equity market, however, there is a strong momentum effect in the factor strategies. We propose a new dynamic ...
Added: January 21, 2026
Besstremyannaya G., Bakshuk M., / ЦЭМИ РАН. Серия 48 заседание "Сборник трудов Шаталинской школы-семинара". 2026.
В данной статье рассматривается реакция российских предприятий обрабатывающей промышленности на ужесточение экономических санкций с акцентом на период после 2022 года. Хотя санкции в целом негативно сказываются на экономическом росте и эффективности деятельности компаний, есть некоторые свидетельства того, что они также могут подталкивать компании к инновациям, а негативный эффект преодолевается при помощи адаптации компании. Исследование заполняет ...
Added: December 31, 2025
Besstremyannaya G., Новикова В., / ЦЭМИ РАН. Серия 48 заседание "Сборник трудов Шаталинской школы-семинара". 2026.
Защита прав интеллектуальной собственности является движущей
силой для формирования стимулов инновационной активности
предприятий. Законодательное закрепление правил пользования
результатами интеллектуальной деятельности и обеспечение их соблюдения
позволяет поддерживать баланс интересов создателей и пользователей
интеллектуальной
собственности.
Целью
проанализировать недостаточно изученную для регионов России связь
между экономическим ростом и защитой прав интеллектуальной
собственности с использованием двухшаговой регрессии. Результаты
моделирования оказались неоднозначными, однако, было доказано наличие
значимой связи между защитой прав интеллектуальной ...
Added: December 31, 2025
Meissner D., Salati Marcondes de Moraes G. H., Brandão Fischer B. et al., / NRU Higher School of Economics. Series WP BRP "Science, Technology and Innovation". 2025. No. WP BRP /STI/2025.
Innovation has long been at the center of debates in economics, management, and organizational studies. However, innovation is never free of uncertainty and risk. Every act of innovation implies a departure from established paths and a willingness to embrace the unknown. From the beginning it's never clear if there is an audience which appreciates the ...
Added: November 28, 2025
Shchiptsova A., Obersteiner M., / Series General Economics "arxiv.org". 2025.
The addition of phosphorus, in the form of mineral fertilizer, becomes necessary in most agricultural soils in order to achieve consistent high yield levels of intensive farming and maintain soil fertility. Recent consolidation of phosphate fertilizer industry has transformed fragmented trade into a single integrated global network, where a small group of large-scale companies dominates ...
Added: November 21, 2025
Melville A. Y., Мальгин А. В., Mironyuk M. et al., Полис. Политические исследования 2023 № 5 С. 153–171
In recent decades, the expanding volume, diversity and coverage of data have created new or have transformed existing areas of research. They have also turned data into a key element of politics today. In this context, the status of empirical research that became the political science mainstream at the turn of the 20th - 21st ...
Added: September 29, 2023
Scuotto V., Nespoli C., Tran P. T. et al., Journal of Business Research 2022 Vol. 140 P. 76–84
The present study explores one of the biggest causes of the lack of organizational knowledge creation: knowledge hiding (KH). KH can be provoked by the deviant and detached behaviours of leaders and/or the motivations of employees. In this context, leaders assume a key role in reducing the effect of KH. Through the lens of transformational ...
Added: September 12, 2022
Bogdanova T., Kravchenko T. K., В кн.: Системное моделирование социально-экономических процессов: труды 44-ой Международной научной школы-семинара, г. Воронеж, 4 – 9 октября 2021 г.: Воронеж: Истоки, 2021..
Added: February 8, 2022
Krayushkin O., Смирнов М., Чернобай Ю., В кн.: 1st conference on Software Engineering and Information Management (SEIM-2016).: СПб.: [б.и.], 2016.
в работе были выявлены основные особенности организации сборки, хранения и предобработки датасета для формирования обучающей выборки multi-label классификатора текстов на естественном русском языке ...
Added: November 4, 2021
Levashov M., Овчинников П. В., Вопросы кибербезопасности 2019 № 5 С. 63–69
Цель статьи: экспериментальный расчет эффективности алгоритмического метода выявления мошеннических финансовых транзакций с использованием классификаторов, построенных с помощью большого объема обучающей выборки из реальных транзакций. Сравнение полученных значений эффективностей с аналогичными данными, рассчитанными ранее в статистической модели процесса фрод-мониторинга.
Метод: применение стандартного алгоритма построения классификаторов для выявления мошеннических транзакций, основанного на анализе данных обучающей выборки с использованием ...
Added: August 2, 2019
Биджоян Д. С., Аудит и финансовый анализ 2016 № 4 С. 195–200
Analysis and forecasting the financial statement of company play a very important role in decision-making process as for investors and management to implement good governance. For 80 years, the study of this problem was proposed huge number of models fundamentally different from each other methodologically. This article analyzes the main approaches to forecasting bankruptcy and ...
Added: December 3, 2016
Makeeva E. Y., Kozenkova T., Asian Online Journal 2015 Vol. 2 No. 1 P. 39–46
This paper presents a study of the impact of taxation on the capital structure of Russian companies, based on the Graham model. The study revealed that it is more appropriate to include the effective tax rate in the model, rather than use the marginal tax rate since it is more applicable for the Russian companies ...
Added: June 15, 2015
Методика определения оптимальной мощности обучающих данных в условиях ограниченности временного ряда
Kryuchkov M., Вестник Саратовского государственного технического университета 2014 Т. 2 № 1 С. 7–10
The paper proposes new methods developed to determine the length of time series adequate for the construction of an effective model used to predict its further values. In addition to theoretical statements, a numerical experiment was conducted to analyze the length of confidence intervals relating reliable estimates, which confirm the relevance of proposed methodology. ...
Added: October 24, 2014
Morozova T., Приборы и системы. Управление, контроль, диагностика 2013 № 1 С. 2–12
The article is devoted to methods and means of addressing the problem of creating a contactless control of mechatronic systems.
Considered Bayesian networks, support vector, tools and algorithms for neural network technology, the classifier Viola-Jones,
deformable model. The methods and tools based on pattern recognition tools. The task of face detection is considered as a special case ...
Added: December 6, 2013
Makeeva E. Y., Горбатков С. А., Белолипцев И. И., Финансы: теория и практика 2013 Т. 4 № 76 С. 50–62
There are a lot of models of bankruptcies prediction, which differ in methods of modeling and in set of factors. These methods are mainly belong to 5 groups: the classic statistical methods, regression analysis, the method of discriminant analysis, logit-analysis methods, methods of fuzzy sets and neural network methods. Combinations of these methods also can ...
Added: December 2, 2013