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April 28, 2026
Scientists Develop Algorithm for Accurate Financial Time Series Forecasting
Researchers at the HSE Faculty of Computer Science benchmarked more than 200,000 model configurations for predicting financial asset prices and realised volatility, showing that performance can be improved by filtering out noise at specific frequencies in advance. This technique increased accuracy in 65% of cases. The authors also developed their own algorithm, which achieves accuracy comparable to that of the best models while requiring less computational power. The study has been published in Applied Soft Computing.
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Mediating Role of ESG Practices in Determining M&A Premiums in Info-Communications

P. 272–283.
Grishunin S., Burova E., Suloeva S., Isroilov B., Abduganiev U.

The paper provides new empirical evidence of moderating roles of ESG practices of target companies in determining premiums in M&A deals in info-communication (ICT) industry. We evaluated the magnitude of impact of environmental, social and governance (ESG) scores and their pillars on premiums of global deals in ICT space between 2003–2023 and compared it with these in other industries. The assessment was carried out separately for two pillars of ICT: telecommunications IT services. The paper filled some research gaps as only few studies on the topic focused on ICT industry while their outcome was controversial. The sample consisted of 156 deals in ICT and 1117 deals from other industries. Explanatory variables included Refinitiv ESG scores and control variables reflecting targets’ characteristics: size, profitability, value and deals’ terms. No significant association between ESG scores of the target companies and M&A premiums was discovered in telecommunication sector. In contrast, there was a positive and significant relationship between ESG and acquisition premiums in IT services. On the granular level, environmental pillar did not impact M&A premiums in IT services, but social and governance pillars positively and significantly affected M&A premiums in this sector. In other ESG-exposed industries there were the positive association between ESG and acquisition premiums. In contrast to ICT, in those industries the quality of environmental and governance practices positively affected the premiums however social practices found to be insignificant. The outcome confirmed the stakeholder theory. The results can inform stakeholders’ decisions and provide evidence of benefits of ESG practices.

Language: English
DOI
Text on another site
Keywords: infocommunicationIT Servicespremium in M&A dealsESGdigital transformation

In book

23rd International Conference, NEW2AN 2023, and 16th Conference, ruSMART 2023, Dubai, United Arab Emirates, December 21–22, 2023, Proceedings, Part II. Internet of Things, Smart Spaces, and Next Generation Networks and Systems. LNCS, volume 14543
Koucheryavy E., Aziz A. Springer, 2024.
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