Nikolay Y. Nikolaev

Publication Activity (10 Years)

Years Active: 2003-2019
Publications (10 Years): 2

Top Topics

Multiclass Problems

Binary Classification

Top Venues

Expert Syst. Appl.

Appl. Soft Comput.

Publications

Nikolay Y. Nikolaev, Evgueni N. Smirnov, Daniel Stamate, Robert Zimmer
A regime-switching recurrent neural network model applied to wind time series. Appl. Soft Comput. 80 (2019)
Firat Ismailoglu, Evgueni N. Smirnov, Nikolay Y. Nikolaev, Ralf Peeters
Instance-Based Decompositions of Error Correcting Output Codes. MCS (2015)
Nikolay Y. Nikolaev, Lilian M. de Menezes, Evgueni N. Smirnov
Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation. CIFEr (2014)
Nikolay Y. Nikolaev, Georgi N. Boshnakov, Robert Zimmer
Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation. Expert Syst. Appl. 40 (6) (2013)
Nikolay Y. Nikolaev, Evgueni N. Smirnov
Analytical factor stochastic volatility modeling for portfolio allocation. CIFEr (2012)
Nikolay Y. Nikolaev, Derrick Takeshi Mirikitani, Evgueni N. Smirnov
Unscented grid filtering and elman recurrent networks. IJCNN (2010)
Evgueni N. Smirnov, Nikolay Y. Nikolaev, Georgi I. Nalbantov
Description Identification and the Consistency Problem. SGAI Conf. (2008)
Nikolay Y. Nikolaev, Lilian M. de Menezes
Sequential Bayesian kernel modelling with non-Gaussian noise. Neural Networks 21 (1) (2008)
Nikolay Y. Nikolaev, Evgueni N. Smirnov
A One-Step Unscented Particle Filter for Nonlinear Dynamical Systems. ICANN (1) (2007)
Nikolay Y. Nikolaev, Hitoshi Iba
Learning polynomial feedforward neural networks by genetic programming and backpropagation. IEEE Trans. Neural Networks 14 (2) (2003)