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Leonid Nazarov
ORCID
Publication Activity (10 Years)
Years Active: 2013-2015
Publications (10 Years): 0
Top Topics
Trading Strategies
Data Flow
Discrete Wavelet Transform
Sliding Window
Top Venues
GlobalSIP
ICDM
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Publications
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Yuri Balasanov
,
Alexander Doynikov
,
Victor Lavrent'ev
,
Leonid Nazarov
Estimating Risk of Dynamic Trading Strategies from High Frequency Data Flow.
ICDM
(2015)
Yuri Balasanov
,
Alexander Doynikov
,
Victor Korolev
,
Leonid Nazarov
Modeling risk of low latency trading strategies.
GlobalSIP
(2013)