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  1. 2023

  2. 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 journal › Article › peer-review

  3. 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 journal › Article › peer-review

  4. 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 proceeding › Conference contribution › Research › peer-review

  5. 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 journal › Article › peer-review

  6. 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 journal › Article › peer-review

  7. Algorithms of sequential identification of system component in chaotic processes

    Мусаев, А. А., Макшанов, А. & Григорьев, Д. А., 31 Jan 2023, In: International Journal of Dynamics and Control. 11, 5, p. 2566-2579 14 p.

    Research output: Contribution to journal › Article › peer-review

  8. A MULTI-EXPERT APPROACH TO IMPROVING DICTIONARY-BASED SENTIMENT ANALYSIS WITH CORRELATED FOREX MARKET DATA

    Мусаев, А. А. & Григорьев, Д. А., 2023, In: Journal of Theoretical and Applied Information Technology. 101, 21

    Research output: Contribution to journal › Article › peer-review

  9. Developing a service for urban waterway transport

    Гирин, А. Р., Григорьев, Д. А. & Гадасина, Е. Б., 2023, International Scientific and Practical Conference “Priority Directions of Complex Socio-Economic Development of the Region” (PDSED 2023). EDP Sciences, Vol. 449. 8 p. 04009. (E3S Web of Conferences).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

  10. Dynamic Robustification of Trading Management Strategies for Unstable Immersion Environments

    Musaev, A., Makshanov, A. & Grigoriev, D., 2023, In: Montenegrin Journal of Economics. 19, 1, p. 19-30

    Research output: Contribution to journal › Article › peer-review

  11. Testing for explosive bubbles: a review

    Skrobotov, A., 2023, In: Dependence Modeling. 11, 1

    Research output: Contribution to journal › Article › peer-review

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