1. 2024
  2. Cryptocurrency Exchange Simulation

    Мансуров, К. Д., Семёнов, А. В., Григорьев, Д. А., Радионов, А. В. & Ибрагимов, Р. М., 2 Jan 2024, (E-pub ahead of print) In: Computational Economics.

    Research output: Contribution to journalArticlepeer-review

  3. 2023
  4. Impact of self–learning based high–frequency traders on the stock market

    Mansurov, K., Semenov, A., Grigoriev, D., Radionov, A. & Ibragimov, R., 1 Dec 2023, In: Expert Systems with Applications. 232, 120567.

    Research output: Contribution to journalArticlepeer-review

  5. Exploring the Quotation Inertia in International Currency Markets

    Мусаев, А. А., Макшанов, А. & Григорьев, Д. А., 24 Oct 2023, In: Computation. 11, 11, 209.

    Research output: Contribution to journalArticlepeer-review

  6. THE PROFITABILITY OF INVESTING IN FINE ART: AN ANALYSIS OF RESALE DATA FROM SOTHEBYS, CHRISTIES, AND PHILLIPS

    Васина, А. М., Буканов, В. Р., Колычева, В. А., Семёнов, А. В. & Григорьев, Д. А., 15 Sep 2023, In: Journal of Theoretical and Applied Information Technology. 101, 17, p. 6844 - 6852

    Research output: Contribution to journalArticlepeer-review

  7. Влияние трансграничных потоков данных на потоки товаров и услуг в рамках международной торговли

    Подкорытова, О. А. & Варламова, Ю. А., 13 Sep 2023, In: Российский журнал экономики и права. 17, 3, p. 548-570 23 p.

    Research output: Contribution to journalArticlepeer-review

  8. New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence

    Ибрагимов, Р. М., Pedersen, R. S. & Скроботов, А. А., 8 Aug 2023, (E-pub ahead of print) In: Journal of Financial Econometrics.

    Research output: Contribution to journalArticlepeer-review

  9. Multi-regression Forecast in Stochastic Chaos

    Мусаев, А. А., Макшанов, А. & Григорьев, Д. А., 4 Aug 2023, (E-pub ahead of print) In: Computational Economics.

    Research output: Contribution to journalArticlepeer-review

  10. Chaotic Rhythms as Indicators of Faults in Technical Systems

    Makshanov, A. V., Musaev, A. A. & Grigoriev, D. A., 15 May 2023, Proceedings - 2023 International Conference on Industrial Engineering, Applications and Manufacturing, ICIEAM 2023. Institute of Electrical and Electronics Engineers Inc., p. 584-588 5 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

  11. NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS

    Ibragimov, R., Kim, J. & Skrobotov, A., 3 May 2023, (E-pub ahead of print) In: Econometric Theory. p. 1-27

    Research output: Contribution to journalArticlepeer-review

  12. The Genesis of Uncertainty: Structural Analysis of Stochastic Chaos in Finance Markets

    Мусаев, А. А., Макшанов, А. & Григорьев, Д. А., 30 Mar 2023, In: Complexity. 2023, 16 p., 1302220 .

    Research output: Contribution to journalArticlepeer-review

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