Поздравляем Дмитрия и Александра с принятием и публикацией статей!
2022-03-29 20:00
Статья "Dynamic Robustification of Trading Management Strategies for Unstable Im-mersion Environments" принята в Montenegrin Journal of Economics. Поздравляем соавторов Musaev A., Makshanov A. and Grigoriev D.!
Abstract: The paper considers the problem of constructing channel management strategies for market chaos conditions. The nature of dynamic chaos violates the probabilistic-statistical paradigm's fundamental principle of experiment repeatability. Under these conditions, the traditional statistical methods of evaluation are not effective, and the generated management decisions are unstable. There is a need to create management strategies that produce effective decisions for a wide variety of dynamic characteristics of observation series generated by market chaos. In this article, we have considered two variants of such robustification using channel management strategies as an ex-ample. The first approach is based on the assumption that the optimal solution for the observation interval with the least favorable dynamics for this management strategy will produce solutions that are satisfactory at other observation sites as well. However, our numerical study does not confirm this assumption. Explanation is that optimization of parameters for highly dynamic segments with abrupt changes in the observed process produces degenerate decisions. The optimal control parameters corresponding to them are suitable only for a very narrow range of possible variations of the observed process. The second approach to the dynamic robustification of management strat-egies is based on searching for optimal parameters of the strategy on large observation intervals. It is assumed that at such observation intervals, chaos will demonstrate the most variants of local dynamics, and the found parameters will be adapted simultaneously to the most diverse variations in dynamic characteristics of observation series. In general, this approach gives an encouraging result, however, as expected, the decrease in performance in the non-matching data segment turned out to be significant.
Will be published in January 2023 (Vol. 19, No. 1). Статья "What to post? Understanding engagement cultivation in microblogging with big data-driven theory building" опубликована в International Journal of Information Management. Поздравляем Zhang Y., Ridings C. and Semenov A.!
Abstract: This paper examines how alternative food networks (AFNs) cultivate engagement on a social media platform. Using the method proposed in Kar and Dwivedi (2020) and Berente et al. (2019), we contribute to theory through combining exploratory text analysis with model testing. Using the theoretical lens of relationship cultivation and social media engagement, we collected 55,358 original Weibo posts by 90 farms and other AFN participants in China and used Latent Dirichlet Allocation (LDA) modeling for topic analysis. We then used the literature to map the topics with constructs and developed a theoretical model. To validate the theoretical model, a panel dataset was constructed on Weibo account and year level, with Chinese city-level yearly economic data included as control variables. A fixed effects panel data regression analysis was performed. The empirical results revealed that posts centered on openness/disclosure, sharing of tasks, and knowledge sharing result in positive levels of social media engagement. Posting about irrelevant information and advertising that uses repetitive wording in multiple posts had negative effects on engagement. Our findings suggest that cultivating engagement requires different relationship strategies, and social media platforms should be leveraged according to the context and the purpose of the social cause. Our research is also among the early studies that use both big data analysis of large quantities of textual data and model validation for theoretical insights.