The article summarizes the key results of researches in the field of early warning systems for financial crises, conducted by the Center for Macroeconomic Analysis and Short-Term Forecasting (CMASF) since 2005. The proposed early warning system consists of three major blocks: the leading...

Using estimated CAPM-models portfolio risks of Russian mutual funds are analyzed. Two questions are considered: how did mutual funds portfolio risks change during the crisis and postcrisis periods; did portfolio managers successfully fit the portfolio structure depending on market conditions?...

Non-parametric estimates of technical efficiency of Russian banks are considered for each quarter in the period of 2002–2006. Two types of DEA estimates CCR (Charnes, Cooper, Rhodes, 1978) and BCC (Banker, Charnes, Cooper, 1984), are compared with parametric SFA estimates. Semiparametric...

Russian Abstract: В условиях неопределенности могут быть реализованы различные варианты денежных потоков и, соответственно, получены разные оценки эффективности, что...

Russian Abstract: Обратная задача отвечает на вопрос «как сделать так, чтобы?..», и целью решения подобных задач является формирование оптимальных управленческих...

A technique for the construction of the model of nonrenewable resources depletion is offered. The approach is based on the assumption of the fulfillment of a variation principle. The model adequacy is examined with respect to world oil extraction data from 1859 to 2005. The possibilities of the...

The monograph is devoted to use of distributed and parallel calculations in MATLAB interface. The technology is approved on standard problems of linear algebra. The industrial approach for identification of mathematical models of difficult systems on the basis of MATLAB parallel technics is...

This work is devoted to the pharmacoeconomic analysis of the results of the introduction of early (preclinical) diagnosis of Parkinson's disease in Russia. On the basis of a combination of socio-economic determinants and a panel of blood biomarkers, it may be possible to identify among the...

This article contains a pharmacoeconomic analysis of early (preclinical) diagnosis of Parkinson's disease in Russia. Previous works show that using a combination of socio-economic determinants and a panel of blood biomarkers one may distinguish a Parkinsonism-related “risk group” among the...

This article contains a pharmacoeconomic analysis of early (preclinical) diagnosis of Parkinson's disease in Russia. Previous works show that using a combination of socio-economic determinants and a panel of blood biomarkers one may distinguish a Parkinsonism-related “risk group” among the...