Список цитирования публикации:
ВЕРОЯТНОСТНО-СТАТИСТИЧЕСКИЕ МЕТОДЫ ДЕКОМПОЗИЦИИ ВОЛАТИЛЬНОСТИ ХАОТИЧЕСКИХ ПРОЦЕССОВ / PROBABILISTIC AND STATISTICAL METHODS FOR THE DECOMPOSITION OF THE VOLATILITY OF CHAOTIC PROCESSES

Элементы 1—16 из 16.
IDНазвание публикацииГод
10923ADAPTIVE MODEL OF DATA PREDICTABILITY IN DESIGNING OF INFORMATION SYSTEMS2016
10553APPLICATION OF GPU AND PARALLEL PROGRAMMING ON GRID METHODS2015
4441COORDINATE-WISE VERSIONS OF THE GRID METHOD FOR THE ANALYSIS OF INTENSITIES OF NON-STATIONARY INFORMATION FLOWS BY MOVING SEPARATION OF MIXTURES OF GAMMA-DISTRIBUTION2013
12209ESTIMATING RISK OF DYNAMIC TRADING STRATEGIES FROM HIGH FREQUENCY DATA FLOW2015
4802GENERALIZED HYPERBOLIC LAWS AS LIMIT DISTRIBUTIONS FOR RANDOM SUMS2014
8984MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES2015
7071MODELING RISK OF LOW LATENCY TRADING STRATEGIES2013
4440MODELLING OF STATISTICAL FLUCTUATIONS OF INFORMATION FLOWS BY MIXTURES OF GAMMA DISTRIBUTIONS2013
4326MODELLING STOCK ORDER FLOWS WITH NON-HOMOGENEOUS INTENSITIES FROM HIGH-FREQUENCY DATA2013
12413ON A STOCHASTIC APPROACH TO A CODE PERFORMANCE ESTIMATION2016
12414ON AN INTERFACE OF THE ONLINE SYSTEM FOR A STOCHASTIC ANALYSIS OF THE VARIED INFORMATION FLOWS2016
9314ON IMPLEMENTATION OF EM-TYPE ALGORITHMS IN THE STOCHASTIC MODELS FOR A MATRIX COMPUTING ON GPU2015
4324ON INVESTIGATION OF THE FINE STRUCTURE OF PROCESSES IN LOW-FREQUENCY PLASMA TURBULENCE2013
2609ON THE RELATIONSHIP BETWEEN THE GENERALIZED STUDENT T-DISTRIBUTION AND THE VARIANCE GAMMA DISTRIBUTION IN STATISTICAL ANALYSIS OF RANDOM-SIZE SAMPLES2012
10927ONLINE SYSTEM FOR THE CONSTRUCTION OF STRUCTURAL MODELS OF INFORMATION FLOWS2015
10833STATISTICAL MODELING OF AIR-SEA TURBULENT HEAT FLUXES BY FINITE MIXTURES OF GAUSSIAN DISTRIBUTIONS2015