Projects and Research

Research Directions for 2022

a) development of models of liquidity and volatility spillover and transmission of financial stress by supplementing existing models with the capabilities of AI-based systems in “difficult” places: non-linear, non-parametric dependencies, dependencies within clusters (for example, regression clustering), supplementing with sets of factors of “not the first significance”, etc.;

b) identification of chains of distribution of contagion effects across countries, regions and segments of the investment market;

c) development of models for processing text messages, comments, news (including the opinions of private investors) using AI methods (including neural networks);

d) analysis of the influence of sentiment in the financial market on the trade characteristics of various asset classes: stocks, bonds, currencies, commodities;

e) development of models for detecting fraud and price manipulation in financial markets.

Research Directions for 2021

a) improvement of models and tools for empirical testing of the pricing of financial assets in a situation of reducing the risk premium in the conditions of Modern Money Theory (MMT);

b) identifying the features of investing in emerging stock markets, taking into account a new class of players - individuals; development and testing of investment strategies, taking into account the sentiment of private investors and using big data (including messages from private investors in social networks);

c) development of models for processing text messages, comments (including the opinions of private investors) using artificial intelligence methods (including neural networks);

d) development of original models for testing financial hypotheses based on survey data (company management) in order to identify the specifics and problems of attracting financing by issuers of financial assets;

e) development of non-parametric methods in building investment strategies in the stock markets.


Research and Practically Oriented Projects for Ministries and Agencies of the Russian Federation (2013-2023)

1. Information and Analytical Support for the Implementation of the Subprogram "Maintenance, Development and Using the GLONASS System" of the State Program of the Russian Federation "Space Activities of Russia" in terms of Assessing the Impact of the Results of the Implementation of the Subprogram on Various Areas of Activity" (July 2021 - October 2023). Teplova Т.V. is the project manager. The customer is AO Navigation Technologies (Roscosmos).

2. Information and Analytical Support for the Implementation of the Federal Target Program “Maintaining, Developing and Using the GLONASS System for 2012-2020” in terms of Assessing the Impact of the Results of the Program on Various Sectors of the Economy (2018-2020). Teplova Т.V. is the project manager. The customer is AO NIIMP-K (Roscosmos).

3. Preparation of a Forecast for Oil and Gas Condensate Production for the Medium and Long Term, Including the Development of Proposals for Stabilizing Oil Production in Western Siberia (2018). Teplova Т.V. is the project manager. The customer is the Ministry of Energy of the Russian Federation.

4. Monitoring of the Financial and Economic State of the Companies of the Fuel and Energy Complex Taking into Account the Influence of the Tax and Customs-Tariff Regulation System on the Financial and Operational Performance of Companies in the Fuel and Energy Complex, the Situation in the Currency and Commodity Markets, the Availability of Credits and Other Factors. (2017). Teplova Т.V. is the project manager. The customer is the Ministry of Energy of the Russian Federation.

5. Development of a Model for Forecasting the Supply and Demand for Oil in the World Market. (2016). Teplova Т.V. is the project manager. The customer is the Ministry of Energy of the Russian Federation.

6. Analysis of the Dynamics and Structure of Foreign Investment in the Russian Economy. (2016). Teplova Т.V. is the project manager. The customer is the Ministry of Economic Development of the Russian Federation.

7. Forecast of the Development of Financial Markets of the Russian Federation in Conditions of Market Instability. (2015). Teplova Т.V. is the project manager. The customer is the Ministry of Economic Development of the Russian Federation.

8. Development of an Integrated and Interrelated System of Strategic Models for the Development of the Russian Oil and Gas Sector. (2014). Teplova Т.V. is the project manager. The customer is the Ministry of Energy of the Russian Federation.

9. Study of International Approaches to Participation in Global Value Chains and Development of Recommendations on the Analysis of Increasing the Effectiveness of the Russian Federation's Participation in Global Value Chains in Accordance with the Recommendations of the Organization for Economic Cooperation and Development (OECD) and Other International Institutions. (2014). The customer is the Ministry of Economic Development of the Russian Federation.

10. Evaluation of the Consequences of Russia's Accession to the OECD. (2013). The customer is the Ministry of Economic Development of the Russian Federation.


Other Projects