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Zhang, Yichi [Author]; Cucuringu, Mihai [Author]; Shestopaloff, Alexander Y. [Author]; Zohren, Stefan [Author]

Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models

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https://ssrn.com/abstract=4445975

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[S.l.]: SSRN, [2023]
Albers, Jakob [Author]; Cucuringu, Mihai [Author]; Howison, Sam [Author]; Shestopaloff, Alexander Y. [Author]

Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets

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https://ssrn.com/abstract=3908966

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[S.l.]: SSRN, [2021]
Albers, Jakob [Author]; Cucuringu, Mihai [Author]; Howison, Sam [Author]; Shestopaloff, Alexander Y. [Author]

Fragmentation, price formation and cross-impact in bitcoin markets

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https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2022.2080083

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2021

Published in: Applied mathematical finance ; 28(2021), 5, Seite 395-448
Miasnikof, Pierre; Shestopaloff, Alexander Y.; Raigorodskii, Andrei

Statistical power, accuracy, reproducibility and robustness of a graph clusterability test

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Springer Science and Business Media LLC, 2023

Published in: International Journal of Data Science and Analytics
Shestopaloff, Alexander Y.; Neal, Radford M.

Sampling Latent States for High-Dimensional Non-Linear State Space Models with the Embedded HMM Method

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Institute of Mathematical Statistics, 2018

Published in: Bayesian Analysis
Albers, Jakob; Cucuringu, Mihai; Howison, Sam; Shestopaloff, Alexander Y.

The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance

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Elsevier BV, 2024

Published in: SSRN Electronic Journal
Zhang, Yichi; Cucuringu, Mihai; Shestopaloff, Alexander Y.; Zohren, Stefan

Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models

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Elsevier BV, 2023

Published in: SSRN Electronic Journal
Zhang, Yichi; Cucuringu, Mihai; Shestopaloff, Alexander Y.; Zohren, Stefan

Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models

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Elsevier BV, 2023

Published in: SSRN Electronic Journal
Albers, Jakob; Cucuringu, Mihai; Howison, Sam; Shestopaloff, Alexander Y.

Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets

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Informa UK Limited, 2021

Published in: Applied Mathematical Finance
Albers, Jakob; Cucuringu, Mihai; Howison, Sam; Shestopaloff, Alexander Y.

Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets

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Elsevier BV, 2021

Published in: SSRN Electronic Journal
Miasnikof, Pierre; Prokhorenkova, Liudmila; Shestopaloff, Alexander Y.; Raigorodskii, Andrei

Lecture Notes in Computer Science: A Statistical Test of Heterogeneous Subgraph Densities to Assess Clusterability

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Springer International Publishing, 2020

Published in: Lecture Notes in Computer Science
Miasnikof, Pierre; Shestopaloff, Alexander Y.; Bonner, Anthony J.; Lawryshyn, Yuri

Lecture Notes in Computer Science: A Statistical Performance Analysis of Graph Clustering Algorithms

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Springer International Publishing, 2018

Published in: Lecture Notes in Computer Science
Miasnikof, Pierre; Giannakeas, Vasily; Gomes, Mireille; Aleksandrowicz, Lukasz; Shestopaloff, Alexander Y.; Alam, Dewan; Tollman, Stephen; Samarikhalaj, Akram; Jha, Prabhat

Naive Bayes classifiers for verbal autopsies: comparison to physician-based classification for 21,000 child and adult deaths

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Springer Science and Business Media LLC, 2015

Published in: BMC Medicine

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