Исследования и Публикации

Methods for increasing the resolution of seismic data based on convolutional neural networks

Методика повышения разрешающей способности сейсмических данных на основе свёрточных нейронных сетей

18 сентября, 2020

Обзор механики действия программ лояльности банков

Какую пользу для банка может дать использование бонусных программ?

31 июля, 2020


This report considers an impact of IBOR transition on regulatory capital of financial institutions. In particular, we show a change in the value of an interest rate swap when its floating rate is shifted from LIBOR to an alternative reference rate.

9 июля, 2020

Gulf Cooperation Council financial market overview

This paper provides an overview of the financial markets (including capital markets) of the so-called Cooperation Council for the Arab States of the Gulf or the Gulf Cooperation Council (GCC), consisting of the following six Arab countries: Bahrain, Kuwait, Oman, Qatar, Saudi Arabia, and the United Arab Emirates (UAE). Particular attention will get Kuwait financial markets and regulations of the Central Bank of Kuwait (CBK). Financial market development has been a policy priority in the GCC countries over the last two decades, to diversify their economies and reduce their long-standing dependence on hydrocarbon exports.

14 июня, 2020

Liquefied petroleum gas: market overview and pricing models

In view of the worldwide shift towards cleaner and sustainable energies to reduce greenhouse gas emissions (a
major cause of global warming), this paper provides an overview of the history and use of liquefied petroleum
gas (LPG or LP gas), its market, and several LPG pricing models. As a fossil product, LPG is set to be a
"bridging fuel" alongside natural gas in the long-term transition to a truly sustainable global energy system.

1 июня, 2020

Financial fraud detection: an overview of existing techniques

Motivating by the growing threat of fraud facing banks and payments firms, this short review considers
presently most popular approaches to fraud detection in financial institutions including, e.g., credit card
fraud, financial statement fraud, insurance fraud, money laundering, and terrorist financing.

16 мая, 2020