Research Hub
Peer-Reviewed
- Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
- Optimal operation of a hydropower plant in a stochastic environment
- KRIGING METHODS FOR MODELING SPATIAL BASIS RISK IN WEATHER INDEX INSURANCES: A TECHNICAL NOTE
- Spot Arbitrage in FX Market and Algorithmic Trading: Speed is Not of the Essence
- Functional central limit theorems for rough volatility
Pre-Prints
- Theoretical Economics as Successive Approximations of Statistical Moments
- Risk valuation of quanto derivatives on temperature and electricity
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models
- A Comparison of Traditional and Deep Learning Methods for Parameter Estimation of the Ornstein-Uhlenbeck Process
- Sustainable regional economic development and land use: a case of Russia