Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Lyudmila Egorova"'
Autor:
Mikhail Narkevich, Oksana Logunova, Vladimir Kornienko, Alexandr Kalitaev, Lyudmila Egorova, Anton Nikolaev, Aleksandr Tyulyumov, Nikita Zlydarev
Publikováno v:
Transportation Research Procedia. 63:119-128
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc571941e369fcea348a43746f8c3ad4
https://doi.org/10.1016/j.trpro.2022.05.014
https://doi.org/10.1016/j.trpro.2022.05.014
Publikováno v:
Transportation Research Procedia. 63:2094-2098
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c097cc96fff36076cdc5f4d5ddcbe134
https://doi.org/10.1016/j.trpro.2022.06.234
https://doi.org/10.1016/j.trpro.2022.06.234
Publikováno v:
VII INTERNATIONAL CONFERENCE “SAFETY PROBLEMS OF CIVIL ENGINEERING CRITICAL INFRASTRUCTURES” (SPCECI2021).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27dd44fe2349c95e446bc1a49dab1dc8
https://doi.org/10.1063/5.0124951
https://doi.org/10.1063/5.0124951
Autor:
Ihor Klymyuk, Lyudmila Egorova
Publikováno v:
ITQM
We consider models for predicting shocks in a foreign exchange market that take into account the endogenous nature of such crashes on the basis of the Hawkes processes. The intensity of the Hawkes processes depends on previous events that allow model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5408b6b4fe4555c5e226390497281210
https://doi.org/10.1016/j.procs.2017.11.490
https://doi.org/10.1016/j.procs.2017.11.490
Publikováno v:
ITQM
We describe the method of pattern analysis and the results of its application to the problem of analyzing the development of science, education and the success of innovative activity in the regions of the Russian Federation. We examine characteristic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fb2e21e600c11ccb8f889c1bd0666209
Autor:
Lyudmila Egorova, Alexander S. Belenky
Publikováno v:
Optimization and Its Applications in Control and Data Sciences ISBN: 9783319420547
The paper proposes two new approaches to designing efficient mathematical tools for quantitatively analyzing decision-making processes that small and medium price-taking traders undergo in forming and managing their portfolios of financial instrument
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4f279b199bd6666c748debec1d354364
https://doi.org/10.1007/978-3-319-42056-1_3
https://doi.org/10.1007/978-3-319-42056-1_3
Autor:
Alexander S. Belenky, Lyudmila Egorova
Publikováno v:
Advances in Intelligent Systems and Computing ISBN: 9783319181608
MCO (1)
MCO (1)
The paper discusses a new approach to developing tools for quantitatively analyzing the financial behavior of small and medium price-taking traders each possessing abilities to predict share price values for a set of financial securities traded in a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27ae166bd9625115ecb426fe9153ed2c
https://doi.org/10.1007/978-3-319-18161-5_22
https://doi.org/10.1007/978-3-319-18161-5_22
Autor:
Lyudmila Egorova
Publikováno v:
Network Models in Economics and Finance ISBN: 9783319096827
We introduce simulation models of stock exchange to explore which traders are successful and how their strategies influence to their wealth and probability of bankruptcy.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1edc72917552879400f94841c9e5594a
https://doi.org/10.1007/978-3-319-09683-4_8
https://doi.org/10.1007/978-3-319-09683-4_8
Autor:
Lyudmila Egorova
Publikováno v:
SSRN Electronic Journal.
The behavior on a stock exchange can be represented as a reaction to the flow of events of two types entering the financial market – “regular” events and “crises”. Broker’s wealth depends on how successfully she identifies which event –
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1e5d81d2acec4254b980d81895e6d30
https://doi.org/10.2139/ssrn.2043905
https://doi.org/10.2139/ssrn.2043905
Autor:
Lyudmila Egorova, Fuad Aleskerov
Publikováno v:
SSRN Electronic Journal.
Analyzing the reasons of financial crises in "The Black Swans," N.N. Taleb concludes that modern economic models badly describe reality for they are not able to forecast such crises in advance.We tried to present processes on stock exchange as two ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d796f3eb6f1ad7b732980fe65c3079fb
https://doi.org/10.2139/ssrn.1680154
https://doi.org/10.2139/ssrn.1680154