Second-order accuracy metrics for scoring models and their practical use

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Second-order accuracy metrics for scoring models and their practical use

2022.

The paper proposes new second-order accuracy metrics for scoring or rating models, which show the target preference of the model, it is better to diagnose good objects or better to diagnose bad ones for a constant generally accepted predictive power determined by the first order metric that is known as the Gini index. There are two metrics, they have both an integral representation and a numerical one. The numerical representation of metrics is of two types, the first of which is based on binary events to evaluate the model, the second on the default probability given by the model. Comparison of the results of calculating the metrics allows you to validate the calibration settings of the scoring or rating model and reveals its distortions. The article provides examples of calculating second-order accuracy metrics for ratings of several rating agencies, as well as for the well known approach to calibration based on van der Burg's ROC curves.

Research target: Economics and Management

Priority areas: economics management mathematics

Искусственный интеллект в городском хозяйстве. Актуальные области применения тезисы докладов II научно-практической конференции (Россия, Москва, 20 марта 2026 г.)

М.: Московский Политех, 2026.

Основной целью конференции является освещение проблем, связанных с внедрением технологий искусственного интеллекта в управление городским хозяйством города Москвы. Участниками были представлены инновационные решения для оптимизации использования ресурсов и городской инфраструктуры. Особое внимание было уделено решению задач прогнозирования и аналитического моделирования для повышения эффективности работы городских систем. Тезисы докладов содержат разностороннее исследование теоретических и практических вопросов развития ...

Added: September 16, 2026

Regional Disparities in Social Support for Housing and Communal Services Payments in Russia

Abdullaev A., Sivaev S., Regional Research of Russia 2026 Vol. 16 No. 3 P. 518–530

The article examines the specific features of implementing regional programs of targeted social support for housing and communal services payments in Russia. The aim of the study is to identify differences between the federal subjects in key parameters of the program, targeting and coverage of households with housing subsidies, as well as in the results of ...

Added: September 16, 2026

Vague stimulating ideas, images and metaphors in scientific thinking: researchers' work with horizons of unclear knowledge

Poddiakov A., / Series Social Science Research Network "Social Science Research Network". 2026. No. 7437658.

Clarity of knowledge and reasoning is necessary in many cases. Yet vagueness in scientific thinking related to surprise, curiosity, "ability to engage with not-knowing" (de Freitas) and abductive reasoning is also a crucially important source of scientific creativity which supplements combinatorial logic when dealing with the already known. Starting from studies by C. S. Peirce ...

Added: September 15, 2026

ОКВЭД3: методологические основы и практические решения

Gokhberg L., Abdrakhmanova G., Kutsenko E. et al., Вопросы статистики 2026 Т. 33 № 4 С. 5–20

This article examines the methodological and practical issues associated with the transition to the new edition of the All-Russian Classifier of Economic Activities (OKVED) – OKVED3. The relevance of the study stems from the need to reflect contemporary structural changes in the economy, related to the transformation of the existing economic activities and emergence of ...

Added: September 15, 2026

Повестка устойчивого развития после 2030 года: возможные развилки

Makarov I. A., Россия в глобальной политике 2026 Т. 24 № 4 (140) С. 164–182

Три с половиной года остаётся до 2030-го – окончания срока реализации Целей устойчивого развития (ЦУР) – главной международной инициативы, устанавливающей долгосрочные ориентиры для будущего человечества. Уже очевидно, что она провалилась: преодоление бедности, решение экологических проблем и построение инклюзивного и справедливого общества остались красивой мечтой. Кто-то может воспринимать ЦУР как памятник человеческой наивности. Но надо понимать, что эта ...

Added: September 14, 2026

The ripple effect: How fake news shapes stock market behavior

Fedorova E., Ledyaeva S., Stepanov V., International Review of Economics and Finance 2026

This study investigates the influence of low-quality information, specifically fake news, on short term stock returns, contributing to the discourse on signal theory and behavioral economics. Employing a machine learning approach, the authors developed a robust fake news dataset from publicly available sources. Sentiment analysis was conducted using a FinBERT model fine-tuned for stock market contexts, alongside extensive dataset ...

Added: September 12, 2026

Модели музеефикации индустриального наследия и их роль в брендинге туристических дестинаций

Карпова Д. А., Sizova I., Gordin V. E., Креативные индустрии 2026 Т. 2 № 2 С. 10–31

This article examines the musealisation of industrial heritage and its role in regional and corporate branding. The relevance of this study stems from deindustrialisation processes, the growth of industrial tourism, and the need to preserve historical memory, which is particularly important in the context of Russian realities—the lack of a legal definition of the concept ...

Added: September 9, 2026

Адаптация российских десертных брендов на китайском рынке: социокультурный аспект

Veselova L. S., Морозова В. С., Дарчиева А. А., Управленец 2026 Vol. 17 No. 4 P. 66–78

На фоне развивающихся торгово-экономических отношений между Россией и Китаем российские десерт- ные бренды получают новые возможности для выхода на китайский рынок. Однако их присутствие ограничено преи- мущественно приграничными регионами, а продвижение сдерживается недостаточной адаптацией к социокультурным особенностям китайских потребителей. Статья посвящена разработке практических рекомендаций по формированию стратегии адаптации российских десертных брендов к специфике китайского рынка. ...

Added: September 9, 2026

When green is not attractive: energy transition, capital inflows, and environmental outcomes in BRICS economies

Kilinc-Ata N., Warong M. M., SN Business & Economics 2026 Vol. 6 Article 326(2026)

Green transitions are widely expected to attract cleaner capital and accelerate decarbonization; however, emerging-economy evidence increasingly challenges this assumption. This study examines the dynamic relationship between energy transition indicators and capital inflows in BRICS+ economies over the period 1996–2022, explicitly testing the “Green Haven” hypothesis under conditions of global uncertainty. Unlike much of the existing ...

Added: September 9, 2026

Macroeconomic determinants of the green transition: a regime-switching analysis of Indonesian clean energy start-ups

Warong M. M., International Journal of Diplomacy and Economy 2026

This study conducted in Indonesia between 2000 and 2023, demonstrates a complex, non-linear interplay between the economic environment and the emergence of clean energy start-ups. Using Autoregressive Distributed Lag and Markov Switching models, the research shows that start-up formation coincides with periods of lower GDP growth, suggesting that innovation is often spurred by necessity. Two ...

Added: September 9, 2026

On phase-lock area parquet in a special slow-fast limit of model of Josephson junction.

Glutsyuk A., / Series arXiv "math". 2026.

B.Josephson (Nobel Prize, 1973) predicted a tunnelling effect for a system of two superconductors separated by a narrow dielectric (such a system is called Josephson junction): existence of a supercurrent through it and equations governing it. The overdamped Josephson junction is modeled by the family of differential equations on the 2-torus, dθdτ=1ω(cosθ+B+Acosτ), which is known as ...

Added: September 8, 2026

Infinitely many graph manifolds with unique geometrical piece that admit arbitrarily many Anosov flows

Pochinka O., Shmukler V., / Series math.RT "arXiv:1808.06395 [math.RT]". 2026.

Anosov flows have a long and rich history, firstly motivated by the study of geodesic flows in negative curvature surface by Anosov and Sinai. Not every closed manifold admits an Anosov flow for well-known reasons: the fundamental group of a 3-manifold M admitting an Anosov flow must have exponential growth, and M must be universally covered by R3. Nevertheless, there ...

Added: August 31, 2026

Defining the Right Level of Risk in Organizational Innovation:Factors, Criteria, and Strategic Balance

Alena Bernyukevich, / Series WP BRP "Basic research program". 2025.

This essay explores the complex issue of determining the appropriate level of risk when implementing innovations within organizations. While innovation is widely recognized as a cornerstone of competitiveness, growth, and sustainability, excessive or poorly managed risk can lead to significant challenges. The discussion highlights key factors influencing acceptable risk levels, including alignment with corporate goals, ...

Added: August 17, 2026

Institutions, Normative Expectations, and Harassment Bribery: Evidence from a Three-country Experiment

Zhuravleva T., Afanasev K., Engelmann J. et al., / Series "SSRN Working Paper Series". 2026.

Extortionary ("harassment") bribery can persist even when widely condemned, consistent with a coordination problem sustained by beliefs about what others do and what others consider acceptable. We study whether a minimal institutional featurethe presence of a third-party monitor empowered to punish-shifts (i) normative expectations about extortion and compliance and (ii) empirical expectations about their prevalence. ...

Added: July 22, 2026

New bound on S1× S2-setting Bell locality of a nonseparable Werner state

Loubenets E. R., / Series arxiv.org "quant-ph". 2026. No. 2607.18050.

In many quantum applications it is important to know whether or not a Bell nonlocal two-qudit state exhibits its nonlocality under correlation scenarios with some given numbers S1,S2≥1 of generalized quantum measurements at two sites. In the present article, we find analytically a new general locality condition sufficient for a nonseparable Werner state with a ...

Added: July 21, 2026

On functional equations for Chow polylogarithms

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

On Goncharov’s conjecture in next to Milnor degree

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

Statistical inference based on band-limited kernels: Rational-infinitely divisible distributions and beyond

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

Cyclical Fluctuations, Financial Frictions, and Productivity Differences across Firms

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

Устойчивость на текучей основе: долгосрочная устойчивая цена на нефть

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

Учебная модель малой открытой экономики для анализа денежно-кредитной политики (с примерами из практики Банка России

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

A Static Capital Buffer is Hard To Beat

Mishin A., Guerrieri L., Canzoneri M. et al., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.

Added: June 27, 2026

Strong Approximations for Markov Chains Weakly Converging to Diffusions

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

Hybrid Competition under Fragmented Demand and Limited Consumer Choice

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