• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Development and research of new mathematical models in socio-economic and political spheres

Priority areas of development: economics, humanitarian, mathematics
2016
The project has been carried out as part of the HSE Program of Fundamental Studies.

Goal of research: study of new organizational models and mechanisms, models of data analysis and decision-making, multi-criteria methods and social decision-making, as well as the application of the developed models and methods to different problems in the socio-economic, financial and political spheres.

Methodology: game theory and operations research, multi-criteria decision-making, individual and social choice theory, optimization, probability theory and mathematical statistics, cluster analysis, network data analysis, imprecise probability theory and others.

Empirical base of research: data on migrant flows collected UN Population Division; data on the observed air flows in the United States in the period 1995-1999; data on voting in the State Duma of the Russian Federation for the period 1996-2007; stock market data quotes S&P500 for the period 2001-2010; rankings of scientific journals of economics and management; roll-call votes in the Reichstag of the Weimar Germany in 1920-1933; data base of  interstate conflicts; RCAP (Regulatory Compliance Assessment Programme) reports to assess of degree deviation of national regulation from the Basel minimum standards; data of the Bank for International Settlements; database of target prices of shares of Russian companies in 2012-2014.

Results of research:

  • within the framework of research to identify the influence in network structures several models are proposed which take into account individual attributes of nodes, the intensity of long-range interactions and group influence; the proposed models have been applied to real networks of migration flows and food exports;
  • the network approach with a new index of the influence (long-range interaction centrality, LRIC), taking into account the indirect interaction of the network, is applied to the analysis of military conflicts and wars involving different countries;
  • a model based on the superposition principle was applied for tornado prediction; a comparison of results of our model and other existing techniques of tornado prediction was made;
  • a new approach to the analysis of complex systems based on the construction of the family of clusterings, whose properties allow us to identify some of the important substantive features of the original system is proposed; the feasibility and applicability of the developed approach are illustrated by the analysis of voting in the Russian State Duma and the analysis of stock market indices;
  • a mathematical model for the problem of optimally composing the teaching personnel at a college to run online courses has been developed, and numerical evaluations of such compositions with the use of the model have been conducted;
  • mathematical models for estimating the expediency of investing in developing a regional electrical grid and the time of the cost recuperation (the payback time) of a system for storing electricity by residents of a micro region of a city being a part of a regional electrical grid have been developed;
  • a mathematical model underlying a system for optimizing the recycling of municipal solid waste products has been developed;
  • the problem of mechanism design in a health care market regulation has been investigated; the conditions of efficient solution have been described; it is shown that the market equilibrium cannot implement an efficient solution;
  • the problem of the seeding method in a knockout tournament has been investigated; a new set of axioms and new method (equal gap seeding) are proposed;
  • a generalized auction model has been developed; comparative statics of auction outcome with respect to the distribution of bidders types has been obtained; the variation of distribution is modeled by different notions of stochastic orders, both univariate (independent types) and multivariate (interdependent types); the main results hold for the generalized auction model;
  • a new approach to the formation of conciliatory solutions in the problems of multicriterial choice based on the concept of maximum likelihood optimal (briefly, mp-optimal) alternatives has been developed; properties of these alternatives were investigated and methods for their search were identified;
  • quantitative estimates of (in)consistency are obtained for three ratings of Russian economic journals, that have been independently proposed by Muravyev (2012), Balatsky (2015) and researchers from the Higher School of Economics (2014); additionally, these three orderings are compared to journal rankings based on values of Science Index and 2- and 5-year impact factors published by eLIBRARY.ru; it is demonstrated that all journal orderings weakly, though positively, correlate with each other;
  • Pareto principle and majority rule based solution concepts, such as the Copeland rule, the Pareto set, the core, the uncovered set and the minimal externally stable set, has been applied to produce aggregate rankings of 74 top Russian economic and management journals; correlation analysis has demonstrated that aggregate rankings reduce the number of contradictions and represent the set of initial three rankings better than any of the latter;
  • manipulability of social choice rules under incomplete information, particularly, the influence of different public information types on the manipulability, is studied; it is proved that the probability of manipulation is not changed, comparing to the complete information case, if a social choice rule is strongly computable from the given poll information function (PIF); algorithms and methods for calculating the coalitional manipulability of voting rules for the cases when voters in one coalition have different preferences, have been developed;
  • using the indices of pairwise consistency of the members of elected bodies, the influence on political decisions was estimated, using as an example the Reichstag of the Weimar Germany 1919-1930; it is shown that the readiness to form a coalition gives the participants an opportunity to increase their influence on political decision-making, while the existence of restrictions on the formation of coalition or unpopular political program does not provide full realization of  this influence on decisions;
  • the multidimensional index is developed and studied to an analysis of polarization of social (political) system; this index is used to analyze the Russian State Duma (1994-2003) and the United States House of Representatives;
  • within the study of standards of the Basel Committee it has been shown that a single regulation in banking sphere may cause negative consequences for the economy, especially for the recipient countries; quantitative analysis of the factors that can be used during the transition to Basel III standards for the formation of the transitional institutions to take into account the level of economic development of the countries proposed;
  • network approach to assessment of systemic risk in the market of international borrowings has been developed; the proposed method makes it possible to determine the country, which at first glance do not have a high level of systemic importance, but at the same time have a significant influence on stability of the system as a whole;
  • new models of the interaction of small and medium price-taking traders on a stock exchange has been proposed for the case of traders dealing with derivative financial instruments (such as futures and options contracts); conditions of an existence of a guaranteeing strategy for a trader in the zero-sum game with the exchange have been obtained; illustrative examples for a trader searching the best guaranteed result of a trade on the stock exchange were given;
  • in the framework of belief function theory the consistency of the recommendations of investment banks on the value of the shares of Russian companies in 2012-2014 was studied using game-theoretic methods (Shapley index, interaction index), methods of network analysis, methods of analysis of fuzzy relations, using hierarchical clustering.

Level of implementation, recommendations on implementation or outcomes of the implementation of the results.

Both fundamental and applied results have been obtained. Most applicable results have an analytical and a recommendation character.

Publications:


Беленький А. С. Как выбирают президента США. В вопросах и ответах / 3-е изд., перераб. и доп.. М. : ЮНИТИ-ДАНА, 2016.
Веселова Ю. А. Вычислительная сложность правил коллективного выбора и манипулирования // В кн.: XVI Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 3. М. : Издательский дом НИУ ВШЭ, 2016. С. 79-88.
Веселова Ю. А. Вычислительная сложность манипулирования: обзор проблемы // Автоматика и телемеханика. 2016. Т. 77. № 3. С. 7-32.
Aleskerov F. T., Meshcheryakova N. G., Shvydun S., Yakuba V. I. Centrality Measures in Large and Sparse Networks, in: 6th International Conference on Computers Communications and Control (ICCCC) 2016. Oradea : Agora University, 2016. P. 118-123. doi
Aleskerov F. T., Иванов А. А., Karabekyan D., Yakuba V. I. On manipulability of aggregation procedures by coalitions with the same first-ranked alternative, in: VIII Moscow International Conference on Operations Research (ORM2016) Moscow, October 17–22, 2016. , 2016. P. 193-194.
Oleynik V. Application of Multidimensional Polarization Index to an Analysis of the United States House of Representatives (1879–2015) / Издательский дом ВШЭ. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2016.
Aleskerov F. T., Baiborodov N., Demin S. S., Richman M., Shvydun S., Trafalis T., Yakuba V. I. Построение эффективной модели машинного обучения для предсказания торнадо. / NRU Higher School of Economics. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2016.
Aleskerov F. T., Meshcheryakova N. G., Shvydun S. Centrality Measures in Networks based on Nodes Attributes, Long-Range Interactions and Group Influence / Издательский дом ВШЭ. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2016. No. WP7/2016/04.
Подиновский В. В. Согласительные решения для задач выбора при неполной информации о предпочтениях // В кн.: VIII Московская международная конференция по исследованию операций (ORM2016): Москва, 17-22 октября 2016 г.: Труды Т. II. М. : ФИЦ ИУ РАН, 2016. С. 77-78.
Подиновский В. В., Нелюбин А. П. Многокритериальный выбор методами теории важности критериев при неточной информации о предпочтениях // Журнал вычислительной математики и математической физики. 2017. Т. 57. № 9. С. 1475-1483.
Иванов А. А., Якуба В. И. Быстрый алгоритм оценки манипулируемости правил коллективного выбора // В кн.: XVII Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 4. М. : Издательский дом НИУ ВШЭ, 2017. С. 495-501.
Veselova Y. A. The difference between manipulability indices in the IC and IANC models // Social Choice and Welfare. 2016. Vol. 46. No. 3. P. 609-638. doi
Karpov A. V. Evolutionary Justification of Plagiarism / University Library of Munich. Series "Munich Personal RePEc Archive". 2016. No. 70976.
Karpov A. V. Preference diversity orderings / Heidelberg University. Series DP600 "AWI Discussion Paper Series". 2016. No. DP610.
Мячин А. Л. Анализ паттернов: порядково-инвариантная паттерн-кластеризация // Управление большими системами: сборник трудов. 2016. № 61. С. 41-59.
Belenky A., Egorova L. G. Two approaches to modeling the interaction of small and medium price-taking traders with a stock exchange by mathematical programming techniques / Издательский дом ВШЭ. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2016. No. 02.
Aleskerov F. T., Meshcheryakova N. G., Nikitina A., Shvydun S. Key Borrower Detection by Long-Range Interactions / National Research University Higher School of Economics. Series WP BRP "Basic research program". 2016. No. 56.
Aleskerov F. T., Pislyakov V., Subochev A. Ranking Journals Using Social Choice Theory Methods: A Novel Approach in Bibliometrics, in: Proceedings of the 21 International Conference on Science and Technology Indicators. Valencia : Editorial Universitat Politècnica de València, 2016. doi Ch. 16. P. 1266-1273. doi
Lepskiy A. A Comparison of Stochastic and Fuzzy Orderings, in: Proceedings of the First International Scientific Conference “Intelligent Information Technologies for Industry” (IITI’16) Vol. 450. Issue 1. Springer, 2016. doi P. 27-37. doi
Lepskiy A. The Qualitative Characteristics of Combining Evidence with Discounting, in: Advances in Intelligent Systems and Computing Vol. 456: Soft Methods for Data Science. Springer, 2017. doi P. 311-318. doi
Субочев А. Н. Насколько различны существующие рейтинги российских научных журналов по экономике и менеджменту и как их объединить // Журнал Новой экономической ассоциации. 2016. № 2(30). С. 181-192. doi
Maskin E. S., Dasgupta P. S. Debreu’s Social Equilibrium Existence Theorem // Proceedings of the National Academy of Sciences of the United States of America. 2015. Vol. 112. No. 52. P. 15769-15770. doi
Ermolova M. D., Penikas H. I. QAIDS Model Based On Russian Pseudo-panel Data: Impact of 1998 and 2008 Crises, in: Proceedings of the Third Workshop on Experimental Economics and Machine Learning (EEML 2016), Moscow, Russia, July 18, 2016 / Ed. by R. Tagiew, D. I. Ignatov, A. Hilbert, R. Delhibabu. Vol. 1627. Aachen : CEUR Workshop Proceedings, 2016.
Proceedings of the 21 International Conference on Science and Technology Indicators. Valencia : Editorial Universitat Politècnica de València, 2016. doi
Abankina I., Aleskerov F. T., Belousova V., Gokhberg L., Zinkovsky K., Kiselgof S. G., Petrushchenko S., Shvydun S. Construction of Universities' Typology via DEA, in: Data Envelopment Analysis and its Applications. Proceedings of the 13th International Conference of DEA. Braunschweig : , 2016. doi P. 25-33. doi
Karpov A. V. Health care inequality, patient mobility and welfare // Economics Bulletin. 2016. Vol. 36. No. 2. P. 1000-1009.
Kutynina E., Lepskiy A. Dynamic Analysis of the Development of Scientific Communities in the Field of Soft Computing, in: Advances in Intelligent Systems and Computing Vol. 456: Soft Methods for Data Science. Springer, 2017. doi P. 293-302. doi
Musatova E. G., Lazarev A. A., Ponomarev K. V., Yadrentsev D. A., Bronnikov S. V., Khusnullin N. A Mathematical Model for the Astronaut Training Scheduling Problem // IFAC-PapersOnLine. 2016. Vol. 49. No. 12. P. 221-225.
Lazarev A. A., Arkhipov D. Minimization of the maximal lateness for a single machine // Automation and Remote Control. 2016. Vol. 77. No. 4. P. 656-671. doi
Gafarov E., Dolgui A., Lazarev A. A., Werner F. A new effective dynamic program for an investment optimization problem // Automation and Remote Control. 2016. Vol. 77. No. 9. P. 1633-1648. doi
Lazarev A. A., Arkhipov D. I., Werner F. On a generalized single machine scheduling problem with time-dependent processing times // IFAC-PapersOnLine. 2016. Vol. 49. No. 12. P. 226-230. doi
Zinder Y., Lazarev A. A., Musatova E. G., Tarasov I. A. Two-Station Single Track Scheduling Problem // IFAC-PapersOnLine. 2016. Vol. 49. No. 12. P. 231-236. doi
Бронников С. В., Герасимов А. Р., Лазарев А. А., Мусатова Е. Г., Петров А. С., Пономарёв К. В., Харламов М. М., Хуснуллин Н. Ф., Ядренцев Д. А. Алгоритмы формирования расписания подготовки космонавтов // В кн.: VIII Московская международная конференция по исследованию операций (ORM2016): Москва, 17-22 октября 2016 г.: Труды Т. II. М. : ФИЦ ИУ РАН, 2016. С. 17-18.
Лазарев А. А., Архипов Д. И. Минимизация максимального временного смещения для одного прибора // Автоматика и телемеханика. 2016. № 4. С. 134-152.
Karpov A. V. A new knockout tournament seeding method and its axiomatic justification // Operations Research Letters. 2016. Vol. 44. No. 6. P. 706-711. doi
Aleskerov F. T., Petrushchenko S. Dea by sequential exclusion of alternatives in heterogeneous samples // International Journal of Information Technology and Decision Making. 2016. Vol. 15. No. 01. P. 5-22.
Aleskerov F. T., Oleynik V. Многомерный индекс поляризованности и его применение к анализу Государственной думы Российской Федерации (1994–2003 гг.) / Издательский дом ВШЭ. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2016.
Myachin A. L. New methods of pattern analysis in the study of Iris Anderson-Fisher Data, in: 6th International Conference on Computers Communications and Control (ICCCC) 2016. Oradea : Agora University, 2016. P. 97-102. doi
Подиновский В. В. Согласительные решения многокритериальных задач выбора // В кн.: Информационные технологии в науке, образовании и управлении: Труды международной конференции IT + S&E`16 (Гурзуф, 22.05. – 01.06.2016) / Под общ. ред.: Е. Глориозов. М. : ИНИТ, 2016. С. 117-123.
Подиновский В. В. Мп-оптимальные альтернативы в задачах многокритериального выбора // Информационные технологии моделирования и управления. 2016. № 5. С. 381-387.
Нелюбин А. П., Podinovskiy V. V. Multicriteria choice based on criteria importance methods with uncertain preference information / Пер. с рус. // Computational Mathematics and Mathematical Physics. 2017. Vol. 57. No. 9. P. 1475-1483. doi
Иванов А. А., Карабекян Д. С., Якуба В. И. Манипулируемость правил коллективного выбора в Impartial Anonymous Culture // В кн.: XVI Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 1. М. : Издательский дом НИУ ВШЭ, 2016. С. 488-494.
Bronevich A., Lepskiy A., Penikas H. I. Coherence Analysis of Financial Analysts’ Recommendations in the Framework of Evidence Theory, in: SCAKD 2016 – The Second International Workshop on Soft Computing Applications and Knowledge Discovery. Proceedings of the Second International Workshop on Soft Computing Applications and Knowledge Discovery. July 18, 2016 / Ed. by M. Ojeda-Aciego, D. I. Ignatov, A. Lepskiy. Vol. 1687. CEUR Workshop Proceedings, 2016. P. 12-23.
Aleskerov F. T., Meshcheryakova N. G., Rezyapova A., Shvydun S. Network analysis of international migration / Издательский дом ВШЭ. Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2016. No. WP7/2016/06.
Lepskiy A. On internal conflict as an external conflict of a decomposition of evidence, in: Lecture Notes in Artificial Intelligence Vol. 9861: Belief Functions: Theory and Applications. Springer, 2016. doi P. 25-34. doi
Мячин А. Л. Порядково-инвариантная паттерн-кластеризация: свойства и сравнение с известными методами кластерного анализа // В кн.: VIII Московская международная конференция по исследованию операций (ORM2016): Москва, 17-22 октября 2016 г.: Труды Т. II. М. : ФИЦ ИУ РАН, 2016. С. 265-267.
Veselova Y. A. Does Incomplete Information Reduce Manipulability? / NRU Higher School of Economics. Series EC "Economics". 2016. No. 152/EC/2016 .
Belenky A., Egorova L. G. Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders, in: Optimization and Its Applications in Control and Data Sciences: In Honor of Boris T. Polyak’s 80th Birthday (Springer Optimization and Its Applications) / 1st ed.. Book 115. Springer, 2016. P. 51-117. doi
Агаев Р. П., Никифоров С. В. Методы регуляции многоагентных систем для образовательной среды и ранжирования web-страниц // В кн.: Актуальные проблемы управления: Маркетинг и менеджмент в образовании.III Сперанские чтения. Изд-во РГГУ, 2016. Гл. 1. С. 216-223.