News

Field seminar held from March 31 to April 2, 2023 in the “Voronovo” was dedicated to the possibilities of commercialization of scientific research, the specifics of the search for investments, markets, marketing of scientific research. 

On April 4, researchers of the International Laboratory of Population and Health presented the results of their work at the XXIV Yasin (April) International Academic Conference on Economic and Social Development.

The Prime Minister of Russia has sent a message to the participants and guests of the XXIV Yasin (April) International Academic Conference on Economic and Social Development, which began on April 4, 2023.

Pavel Ovchinnikov, an Research Assistant at our laboratory, a master's student of the Sociology of Public and Business Sphere master’s program, spoke at the International Scientific Conference "Commodity – money – commodity? Patterns and paradoxes of trade in the USSR and beyond".

To answer the question of how trust affects longevity, the well-being of citizens and democracy, the author of ForbesLife Sergey Filimonov asked experts in the field of research on the nature of trust in public life.

The development of document flow in the departments is heterogeneous. Evgeny Styrin commented on the research on digitalization of data conducted by the Polylog agency for the Kommersant.

The article "Unsupervised domain adaptation methods for cross-species transfer of regulatory code signals" was published in the journal Frontiers in Big Data

The article "Optimal Solution for Immunizing Arbitrarily Scheduled Multiple Liabilities" (In Rus.) of Kurochkin S., Rodina V. is accepted for publication in the "Economics and Mathematical Methods" journal.

Abstract. Immunization, a control tool for interest rate dependent changes in the value of an asset portfolio given a similar dependency for a target liability portfolio, is central to portfolio management. A vast body of academic literature describes various immunization models either for the case of a single liability payout or assuming a specific change in the yield curve or both. This paper is the first to propose an immunization solution for the case of multiple liability payouts assuming arbitrary changes in the yield curve. For the case of multiple liability payouts, we generalize M-Absolute, which is a risk measure proposed by Nawalkha и Chambers (1996), and estimate the proximity of payment streams with EMD (the Wasserstein distance) which is a well-known tool in machine learning. In line with Fong and Vasicek (1984), it is shown that portfolio’s interest rate risk is constrained to a product of two factors with one factor, EMD between asset and liability streams, being only dependent on the portfolio structure and the other factor, the sup-norm of the function of interest rate shocks, being solely determined by changes in the yield curve. We also show the unimprovability of the estimate and obtain, in an explicit form, a computational procedure for the optimal immunizing portfolio. The results are practically applicable as exemplified by the immunization of an annuity-type security with a portfolio of government bonds.

On March 29, 2023, a joint scientific seminar of the Department of Economics and Finance and IDLab was held. The speaker at the seminar was the representative of the CBR Anna Burova, who presented the results of a study with co-authors Danila Karpov, Denis Koshelev on the topic "Decomposition of credit growth using granular data"

On March 12, the Higher School of Economics held an open day for undergraduate and specialist applicants. Many activities took place in the building on Pokrovsky Boulevard: Presentations of faculties and campuses, speeches by the Admissions Committee,  events held by student organizations and a tour of the historical buildings of the university.