The purpose of the Сentre's research is the development of modern methods and models of data analysis, including the use of artificial intelligence, through empirical research on the objects of financial markets.
The paper 'A robust credibility DEA model with fuzzy perturbation degree: An application to hospitals performance' by Omrani H., Alizadeh A., Emrounejad A., Teplova T. is published in Expert Systems with Applications
The following paper is published: Omrani H., Alizadeh A., Emrounejad A., Teplova T. (2022). A robust credibility DEA model with fuzzy perturbation degree: An application to hospitals performance. Expert Systems with Applications, Vol.189, 116021. DOI: 10.1016/j.eswa.2021.116021
The paper 'Nonlinear intraday trading invariance in the Russian stock market' by Teplova T. and Gurov S. is published in Annals of Operations Research
The following paper is published: Teplova T., Gurov S. (2022). Nonlinear intraday trading invariance in the Russian stock market. Annals of Operations Research. doi: 10.1007/s10479-022-04683-7
The paper "Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis" is published in Complexity
Teplova T., Sokolova T., Galenskaya K., Gubareva M. (2022). Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis. Complexity, 2022, 9608649. 13 pages.
The full text in open access is publushed:
Organized by: National Research University, Higher School of Economics (HSE), Russia and Centre for Financial Research & Data Analytics (CFR&DA).
Address: 11 Pokrovsky Bulvar, Moscow 109028 Russia
This Conference is organized within the framework of the basic research program at HSE university.
Abstract submission (1 to 2 Pages): 15 March 2022.
Notice for acceptance: 16 March 2022.
Full Paper submission: 30 March 2022
Registration (Free for all presenters and participants): Until 14 April 2022.
Conference Program booklet: 15 April 2022.
Conference date: 24 May 2022, 9 AM to 5 PM (Moscow time) Virtual/Online
Our plans for 2021 on publications are successfully performed.
The first forthcoming publication for 2022 is:
Omrani H., Alizadeh A., Emrouznejad A., Teplova T. (2022). A Robust Credibility DEA Model with Fuzzy Perturbation Degree: An Application to Hospitals Performance. Expert Systems with Applications. Vol. 189. Article 116021.
The employees of the Laboratory of Financial Market Analysis have presented a report at the 33rd EBES Conference - Madrid
Report by T.V. Teplova, A.F. Tomtosov. and Sokolova T.V. "Sentiment of Retail Investors on the Internet Anonymous Messengers in Explaining Differences in the Emerging Market Stock Characteristics" has been presented at the 33rd EBES Conference - Madrid by Alexander Tomtosov, the HSE LFMA analyst.
The discussion has been made by a well-known researcher from France (Montpellier Business School) Associate Professor Adam Zaremba. Positive comments have been received on the ongoing topic of the relationship between the sentiment of private investors and the characteristics of assets in emerging capital markets.