Alexander Yu. Korchagin

Modeling High-Frequency Order Flow Imbalance by Functional Limit Theorems for Two-Sided Risk Processes

Alexander I. Zeifman, Victor Korolev, A. V. Chertok, 2014, Appl. Math. Comput..

Forecasting Financial Risks By Modified Grid-Based Decomposition Algorithm For Normal Variance-Mean Mixtures

Victor Korolev, Alexander Yu. Korchagin, 2015, ECMS.

Applying Time Series for Background User Identification Based on Their Text Data Analysis

Victor Korolev, Alexander Yu. Korchagin, I. V. Mashechkin, 2018, Programming and Computer Software.

On order flow modeling with Cox processes. on Stability Problems for Stochastic Models, Book of Abstracts

A. V. Chertok, Alexander Yu. Korchagin, Victor Korolev, 2014 .

Generalized Gamma Distributions As Mixed Exponential Laws And Related Limit Theorems

Alexander I. Zeifman, Andrey Gorshenin, Victor Korolev, 2017, ECMS.

Modelling stock order flows with non-homogeneous intensities from high-frequency data

Alexander I. Zeifman, Andrey Gorshenin, A. V. Chertok, 2013 .