On April 19-22, 2016 in Moscow, the National Research University Higher School of Economics (HSE) supported by the World Bank will host the XVII April International Academic Conference on Economic and Social Development.
I will be make a presentation on April 21 as part of section Y. Instrumental methods, session Y-10. Algorithms and models on the topic “Multi-scale adaptive regression analysis: preconditions, methodology and experimental verification” (Dmitriy O. Afanasyev, Elena A. Fedorova, Evgeny V. Gilenko). This paper is devoted to a developed by our team a new methodology of identifying of the time-series relationships at the different time scales. We are planning to apply it to the study of electricity pricing on the wholesale market under the influence of the primary fuel prices.
The full conference program is available here.
Preprint of the paper (in russian) is available here.
The slides (in russian) is available for downloading here.
The presented study was funded by the Russian Foundation for Basic Research (RFBR) within research project No. 16-06-00237 A.