Victor Lavrent'ev

Publication Activity (10 Years)

Years Active: 2015-2015
Publications (10 Years): 0

Top Topics

Trading Strategies

Discrete Wavelet Transform

High Frequencies

Top Venues

Publications

Yuri Balasanov, Alexander Doynikov, Victor Lavrent'ev, Leonid Nazarov
Estimating Risk of Dynamic Trading Strategies from High Frequency Data Flow. ICDM (2015)