Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Alexander Kostrov"'
Autor:
Alexander Kostrov
Publikováno v:
Plasma Physics Reports. 46:443-451
The model of the global electric circuit of the Earth (GECE) is considered, which is inseparably linked with the processes in space plasma. The Earth is surrounded by cosmic plasma consisting of electrons, ions, and negatively charged dust particles.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e5d6be6b450f40d56cedc506cbbf089
https://doi.org/10.1134/s1063780x20040066
https://doi.org/10.1134/s1063780x20040066
Publikováno v:
Journal of Financial and Quantitative Analysis. 54:2575-2603
We propose a new approach based on a generalization of the logit model to improve prediction accuracy in U.S. bank failures. Mixed-data sampling (MIDAS) is introduced in the context of a logistic regression. We also mitigate the class-imbalance probl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6b731ff3a7aa6d6f7003af120900de1
https://doi.org/10.1017/s0022109018001308
https://doi.org/10.1017/s0022109018001308
Autor:
S. V. Korobkov, Alexander Kostrov, N. A. Aidakina, Mikhail Gushchin, I. Yu. Zudin, T. M. Zaboronkova
Publikováno v:
Plasma Physics Reports. 43:1179-1188
Propagation of whistler-mode waves in magnetized plasma in the presence of small-scale field-aligned irregularities with enhanced or depressed plasma density is simulated numerically. The numerical experiments have demonstrated the effect of guided p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9e351bc9600c83c231514d009d2758f9
https://doi.org/10.1134/s1063780x17120078
https://doi.org/10.1134/s1063780x17120078
Publikováno v:
Plasma Physics Reports. 43:1031-1038
Results of experiments on high-voltage discharges in air with a pressure gradient are presented. The experiments were carried out at the setup developed at the Institute of Applied Physics, Russian Academy of Sciences. The goal of the experiments was
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::daa58f1c12ab4b3f1de6b2cdd52c0f53
https://doi.org/10.1134/s1063780x17100051
https://doi.org/10.1134/s1063780x17100051
Publikováno v:
Geomagnetism and Aeronomy. 57:482-490
The problems of frequency spectrum generation, radiation, and reception of signals at high power line (PL) harmonics of 50/60 Hz, and high PL harmonics caused by the use of thyristor power controllers in control circuits of large electricity consumer
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72b2bf861b670e5b1e52bfc626e8dba7
https://doi.org/10.1134/s0016793217030094
https://doi.org/10.1134/s0016793217030094
Autor:
Alexander Kostrov, Anastasija Tetereva
Publikováno v:
SSRN Electronic Journal.
Mixed data sampling (MIDAS) regression has received much attention in relation to modeling financial time series due to its flexibility. Previous work has mainly focused on forecasting of realized volatilities and has rarely been used to predict real
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44d804a7ed16d45fb3f6e41944e78100
https://doi.org/10.2139/ssrn.3346492
https://doi.org/10.2139/ssrn.3346492
Autor:
Alexander Kostrov, Mikhail Mamonov
Publikováno v:
SSRN Electronic Journal.
This paper investigates hidden negative capital (HNC) in banks. We develop a simple theoretical model that links HNC to assets charge-offs and shows how product mismatch raises the HNC. In the empirical part, we further test the product mismatch hypo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7be4e1ce3c3de11083f09ffa01611dc9
https://doi.org/10.2139/ssrn.3366779
https://doi.org/10.2139/ssrn.3366779
Autor:
D.V. Yanin, I. L. Moiseenko, D. V. Chugunin, Alexander Kostrov, S. V. Korobkov, Mikhail Gushchin, Alexander Chernyshov, Mikhail Mogilevsky
Publikováno v:
Izvestiâ vysših učebnyh zavedenij. Priborostroenie. :443-449
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e95f222e884e09700a026cac0593e423
https://doi.org/10.17586/0021-3454-2016-59-6-443-449
https://doi.org/10.17586/0021-3454-2016-59-6-443-449
Autor:
A. A. Ilyasov, V. V. Vovchenko, Alexander Chernyshov, Maxim Klimenko, I. L. Moiseenko, Mikhail Gushchin, Alexander Kostrov, Sergey Pulinets, D. V. Chugunin, Irina Zakharenkova, Mikhail Mogilevsky, S. V. Korobkov
Publikováno v:
Geomagnetism and Aeronomy. 56:72-79
Permanent variation in parameters affecting the key characteristics of the auroral ionosphere hinders the creation of a sufficiently accurate model for practical application within classical approaches describing quasi-stationary phenomena. The fract
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6d1ae023108e1288a0ac35625a250425
https://doi.org/10.1134/s0016793216010047
https://doi.org/10.1134/s0016793216010047
Publikováno v:
SSRN Electronic Journal.
We propose a new approach based on a generalization of the classic logit model to improve prediction accuracy in US bank failures. We introduce mixed-data sampling (Midas) aggregation to construct financial predictors in a logistic regression. This a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d42b0231ff22f7c45f26ecfe046efa1
https://doi.org/10.2139/ssrn.3117877
https://doi.org/10.2139/ssrn.3117877