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| 2012 | ||
|---|---|---|
| 8 | Nikolai Dokuchaev: On sub-ideal causal smoothing filters. Signal Processing 92(1): 219-223 (2012) | |
| 7 | Nikolai Dokuchaev: On predictors for band-limited and high-frequency time series. Signal Processing 92(10): 2571-2575 (2012) | |
| 2011 | ||
| 6 | Nikolai Dokuchaev: The structure of optimal portfolio strategies for continuous time markets CoRR abs/1105.1488: (2011) | |
| 5 | Peter Situmbeko Nalitolela, Nikolai Dokuchaev: Frequency Criteria for Optimal Control Existence of Stochastic Models CoRR abs/1106.3759: (2011) | |
| 2010 | ||
| 4 | Nikolai Dokuchaev: Optimality of myopic strategies for multi-stock discrete time market with management costs. European Journal of Operational Research 200(2): 551-556 (2010) | |
| 3 | Nikolai Dokuchaev: Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies. Signal Processing 90(2): 696-701 (2010) | |
| 2007 | ||
| 2 | Nikolai Dokuchaev: Discrete time market with serial correlations and optimal myopic strategies. European Journal of Operational Research 177(2): 1090-1104 (2007) | |
| 2005 | ||
| 1 | Nikolai Dokuchaev: Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter. SIAM J. Control and Optimization 44(4): 1239-1258 (2005) | |
| 1 | Peter Situmbeko Nalitolela | [5] |
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