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  1. 2021

  2. A new approach to credit ratings

    Pertaia, G., Prokhorov, A. & Uryasev, S., 1 Feb 2021, In: Journal of Banking and Finance. 106097.

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

  3. A new family of copulas, with application to estimation of a production frontier system

    Amsler, C., Prokhorov, A. & Schmidt, P., Feb 2021, In: Journal of Productivity Analysis. 55, 1, 14 p.

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

  4. A Machine Learning Attack on Illegal Trading

    James, R., Leung, H. & Прохоров, А. Б., 2021.

    Research output: Working paper

  5. Change point detection in time series using mixed integer programming

    Семёнов, А. В., Скроботов, А. А. & Прохоров, А. Б., 2021.

    Research output: Contribution to conference › Paper › peer-review

  6. Dynamically Time Warped Cointegration

    Скроботов, А. А., Семёнов, А. В., Прохоров, А. Б. & Cavaliere, G., 2021.

    Research output: Contribution to conference › Paper › peer-review

  7. Forecasting Tail Risk Measures for Financial Time Series: An Extreme Value Approach With Covariates

    James, R., Leung, H., Wai Yin Leung, J. & Прохоров, А. Б., 2021.

    Research output: Working paper

  8. Mixed Integer Optimization for time series change points detection

    Семёнов, А. В., Прохоров, А. Б. & Скроботов, А. А., 2021.

    Research output: Contribution to conference › Paper › peer-review

  9. Mixed Integer Optimization for Time Series Change Points Detection

    Семёнов, А. В., Прохоров, А. Б. & Скроботов, А. А., 2021.

    Research output: Contribution to conference › Paper › peer-review

  10. Technical and Allocative Inefficiency in Production Systems: A Vine Copula Approach

    Zhai, J., Прохоров, А. Б. & James, R., 2021.

    Research output: Working paper

  11. 2020

  12. Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors

    Prokhorov, A., Tran, K. C. & Tsionas, M. G., 24 Sep 2020, In: Empirical Economics. 60, 6, p. 3043-3068 26 p.

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

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