Yuri G Balasanov

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2015
Estimating risk of dynamic trading strategies from high frequency data flow
Balasanov, Y., Doynikov, A., Lavrent’ev, V. & Nazarov, L., 2015, Advances in Data Mining: Applications and Theoretical Aspects - 15th Industrial Conference, ICDM 2015, Proceedings. Perner, P. (ed.). Springer Verlag, p. 153-165 13 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 9165).
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
1 Scopus citations
2013
Modeling risk of low latency trading strategies
Balasanov, Y., Doynikov, A., Korolev, V. & Nazarov, L., 2013, 2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings. p. 1136 1 p. 6737099. (2013 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013 - Proceedings).
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
2011
Construction of an interest rate model from statistical data
Balasanov, Y., 2011, 2011 IEEE Statistical Signal Processing Workshop, SSP 2011. p. 53-56 4 p. 5967753. (IEEE Workshop on Statistical Signal Processing Proceedings).
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Research Output