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Метод обнаружения структурного сдвига в модели авторегрессионной условной гетероскедастичности: случай распределения Стьюдента
Математическое моделирование. 2023. Т. 35. № 1. С. 51–58.
We consider two methods of structural break detection in a piecewise generalized model of autoregressive conditional heteroscedasticity. The first method is based on Kolmogorov–Smirnov statistics and is called KS-method. The second one is based on the cumulative sums and is called KL-method. In this paper, we compare the KS- and KL-methods under the assumption of Student conditional distribution of random errors. The results of our Monte Carlo experiments were as follows: the KL-method lost to the KS-method both in terms of the average probability of first type error and in terms of the average power structural break detection.
Language:
Russian
Slabolitskiy I. S., Экономический журнал Высшей школы экономики 2026 Т. 30 № 2 С. 215–244
This paper proposes a new approach for modeling and forecasting key indicators of Russia's foreign economic activity based on a block-based architecture of a Bayesian Vector Autoregression model with exogenous variables (BVARX). In conditions of high external uncertainty and the absence of publicly available data on the physical volumes of foreign trade since 2022, the ...
Added: July 24, 2026
Лобоцкий М. Ю., Komarov M. M., Zaramenskikh E., Бизнес-информатика 2026 Т. 20 № 2 С. 7–21
By early 2026, AI agents ceased to be experimental tools and began to be considered as a form of business process automation. Based on the analysis of in-depth interviews, an expert session, a quantitative survey of Russian companies, and sources reflecting Russian and foreign experience in the deployment of AI agents, a fivelevel maturity model ...
Added: July 24, 2026
Edward R. Rzaev, Aleksandr Y. Romanov, Andrey M. Sukhov, IEEE Access 2026
This work presents a hierarchy of strictly local fault-tolerant routing algorithms for 3D mesh networks-on-chip, culminating in an algorithm that combines a live-neighbor selection rule with a bounded single-hop rollback mechanism. The proposed algorithms operate exclusively on immediate neighbor information, maintain O(1) per hop complexity, and require no global topology knowledge, additional virtual channels, or ...
Added: July 23, 2026
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
Pislyakov V., Вестник Томского государственного университета. Филология 2026 № 101 С. 175–192
This article examines the use of proverbs in academic texts—specifically, articles published in Russian research journals. For the experiment, ten proverbs were selected as the intersection of two fundamentally different paremiological surveys aimed at compiling lists of popular or common Russian proverbs. One of these surveys was conducted by the classic of paremiology, G.L. Permyakov, ...
Added: July 22, 2026
Korogod D., Shapeev A., Novikov I., Physical Review B: Condensed Matter and Materials Physics 2026 Vol. 114 No. 2 Article 024104
We present two models with explicit long-range electrostatics in the form of Coulomb interactions. Both models include point charges depending on their local atomic environments, and the second model also conserves a total charge of an atomic system. We combine the proposed long-range models with the local moment tensor potential (MTP) and demonstrate that they ...
Added: July 22, 2026
Sozykin K., Rybin N., Chertkov A. et al., Physical Review B: Condensed Matter and Materials Physics 2026 Vol. 113 No. 22 Article 224111
The global optimization of atomic clusters represents a fundamental challenge in computational chemistry and materials science due to the exponential growth of local minima with system size (i.e., the curse of dimensionality). We introduce a framework that overcomes this limitation by exploiting the low-rank structure of potential energy surfaces through tensor train (TT) decomposition. Our ...
Added: July 22, 2026
Veselitskaya N., Malekova D. K., European Journal of Futures Research 2026 Vol. 14 P. 1–13
Foresight methods are often treated as transferable tools whose selection depends mainly on the object of analysis, the time horizon or the available data. This article argues that such a view is incomplete because foresight methods are embedded in governance settings and perform different institutional functions across them. The article does not claim that the ...
Added: July 22, 2026
Shekova E., Коваленко Б. Б., Екатерининская А. А. et al., СПб.: Академия русского балета им. А.Я. Вагановой, 2026.
Сборник статей посвящен актуальным проблемам управления творческими коллективами, финансированию государственных балетных театров, особенностям современных проектов и бизнес-планированию в сфере хореографического искусства. ...
Added: July 21, 2026
Tyurkin M., Azamat A., Cham: Springer, 2025.
This chapter explores the role of tokenization in blockchain technologies. Tokenization is a key enabler of the smart circular economy and organizational sustainability. Tokenization involves converting assets or value into digital tokens on a blockchain. This process offers new opportunities to enhance resource efficiency, transparency, and accountability within circular economy initiatives. By leveraging blockchain’s immutable ...
Added: July 20, 2026
Lola I. S., Asoskov D., Зинина Т. С., ИСИЭЗ НИУ ВШЭ, 2026.
Центр конъюнктурных исследований Института статистических исследований и экономики знаний НИУ ВШЭ представляет результаты ежегодного специализированного конъюнктурного мониторинга деловой активности ИТ-отрасли, проведенного в 2025 году. Выборка – около 700 организаций ИТ-отрасли (виды экономической деятельности 62, 63 согласно ОКВЭД2) из 30 субъектов Российской Федерации.
Программа обследования запущена с 2010 г. и основана на международном опыте измерения деловых тенденций ...
Added: July 20, 2026
Заболотнева П. А., Шаркова А. В., Новоселова И. Ю. et al., М.: Издательско-торговая корпорация «Дашков и Ко», 2025.
This monograph presents the author's research findings on improving the effectiveness of entrepreneurial activity. The relevance of the monograph's topic stems from the practical demand for applied research in the field of entrepreneurship development among Russian enterprises operating in the face of new challenges.
The monograph is intended for a wide range of readers, including representatives ...
Added: July 20, 2026
Abankina I., Зиньковский К. В., Креативные индустрии 2025 Т. 1 № 1 С. 53–66
The article presents an analysis of the demand for higher education in various fields of study in the context of public policy, the study is based on data from the HSE research “Monitoring of reception quality” for 2018–2024. The article proves that higher education in the creative industries sector directly depends on the income level ...
Added: July 20, 2026
Abankina I., Зиньковский К. В., Журнал Новой экономической ассоциации 2025 Т. 3 № 68 С. 299–308
The article presents an analysis of the demand and supply in higher education in various fi elds in the context of public policy. By studying the demand from families for various higher education programs, three areas of public policy are identifi ed that directly affect the supply and demand in higher education. The fi rst ...
Added: July 20, 2026
Degterev D. A., Морозенская Е. В., Азия и Африка сегодня 2026 № 7 С. 73–77
Abstract
The International Scientific Conference “Strategies for Industrial Development of African Countries,” attended by representatives of the domestic and international (primarily African) academic community, as well as representatives of Russian government agencies and business circles, was held at the Institute for African Studies of the Russian Academy of Sciences by the Center for Transition Economy Studies ...
Added: July 18, 2026
Singapore: Springer, 2024.
Included in the following conference series:
INdAM: INdAM Meeting: Kolmogorov Operators and their Applications Workshop
Conference proceedings info: INdAM 2022
Kolmogorov equations are a fundamental bridge between the theory of partial differential equations and that of stochastic differential equations that arise in several research fields.
This volume collects a selection of the talks given at the Cortona meeting by ...
Added: July 17, 2026
Veretennikov A., Pascucci A., Rondelli A., Stochastic Processes and their Applications 2026 Vol. 199 Article 104978
We present existence results for weak solutions to a broad class of degenerate McKean-Vlasov equations with rough coefficients, expanding upon and refining the techniques recently introduced by the third author. Under certain structural conditions, we also establish results concerning both weak and strong well-posedness. ...
Added: July 17, 2026
Veretennikov A., Ляппиева А. А., Теория вероятностей и ее применения 2026 Т. 71 № 2 С. 295–304
Установлен новый результат о сильной единственности для многомерного СДУ с невырожденной диффузией и частично нерегулярным сносом. Его можно рассматривать как комбинированный вариант на темы Ямада и Ватанабэ (1971), Звонкина (1974) и первого автора настоящей статьи (1980). ...
Added: July 17, 2026
Mozias P., Социальные и гуманитарные науки. Отечественная и зарубежная литература. Серия 9: Востоковедение и африканистика 2025 № 4 С. 145–178
Industrial policy has gained momentum over the past 15 years in both developed and developing countries. It is now seen as a tool not only to support economic growth and cope with unemployment but also to accelerate the digitalization of economies and the “green” transition. However, there is no consensus among experts regarding the optimal ...
Added: November 15, 2025
Fayzulin M., Journal of Applied Economic Research 2025 Т. 24 № 3 С. 1023–1064
Studying market efficiency during periods of systemic shocks is an important and challenging task. This paper examines the transformation of the Russian financial market in the context of the structural shift that occurred in 2022.
The aim of the study is to analyze changes in investor behavior and fractional characteristics among different market segments using multifractal ...
Added: August 2, 2025
Furmanov K. K., Turovets J., Проблемы прогнозирования 2024 № 5 С. 128–140
В статье представлены результаты оценки влияния санкций, введенных против Российской Федерации в 2022 г., на объемы выпуска обрабатывающей промышленности. Внешние ограничения затронули преобладающую часть сегментов производственной деятельности, но по-разному. Выделено шесть групп секторов в зависимости от прогнозных оценок эффекта санкций – от крайне негативного до умеренно положительного влияния. Большинство секторов испытало значительное негативное воздействие, включая ...
Added: November 15, 2024
Simachev Y. V., Fedyunina A., Kuzyk M. et al., М.: Издательский дом НИУ ВШЭ, 2024.
В докладе, подготовленном Центром исследований структурной политики НИУ ВШЭ, представлена комплексная картина всех известных на сегодняшний день структурных эффектов международных санкций. Проанализирован накопленный разными странами опыт адаптации к санкционным ограничениям, в том числе их промышленная и научно-технологическая политика. Освещается роль мягкой силы в преодолении международных ограничений, учитывая ее специфику в развивающихся и подсанкционных экономиках. Выделены особенности протекционистских ...
Added: April 27, 2024
Tsatsenko N., В кн.: Труды III Гранберговской конференции: Новосибирск, 11–13 октября 2023 г.: Сборник докладов Всероссийской конференции с международным участием, посвященной памяти академика А.Г. Гранберга «Пространственный анализ социально-экономических систем: история и современность».: Институт экономики и организации промышленного производства СО РАН, 2023. С. 75–80.
This paper examines a variety of theoretical approaches to the relationship between the phenomenon of Dutch disease and structural shifts in the resource-rich economy. The mechanism of the learning by doing effect in the context of the Dutch Disease phenomenon are considered. Firstly, a brief description of the Dutch disease phenomenon itself and its two ...
Added: April 24, 2024
Lukianchenko P., Zotov G., Doklady Mathematics 2023 P. 0
Added: March 16, 2024