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1

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Methods to Identify Fake News in Social Media Using Artificial Intelligence Technologies

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 1.09 MB

english, 2018

2

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 859 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part II) || The Use of Internet of Things Technologies Within the Frames of the Cultural Industry: Opportunities, Restrictions, Prospects

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 271 KB

english, 2018

3

Louis Bachelier on the Centenary of Théorie de la Spéculation

Jean-Michel Courtault, Yuri Kabanov, Bernard Bru, Pierre Crépel, Isabelle Lebon, Arnaud Le Marchand

Journal:

Mathematical Finance

Year:

2000

Language:

english

File:

PDF, 348 KB

english, 2000

4

Bond Market Structure in the Presence of Marked Point Processes

Tomas Björk, Yuri Kabanov, Wolfgang Runggaldier

Journal:

Mathematical Finance

Year:

1997

Language:

english

File:

PDF, 198 KB

english, 1997

5

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Network Analysis of Players Transfers in eSports: The Case of Dota 2

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 1.20 MB

english, 2018

6

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || The Political Economy of the Blockchain Society

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 200 KB

english, 2018

7

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 674 || The Phenomenon of the Virtual Youth Twitter-Community in the Discourses of Sociological Concepts and Self-representations

Chugunov, Andrei V., Bolgov, Radomir, Kabanov, Yury, Kampis, George, Wimmer, Maria

Year:

2016

Language:

english

File:

PDF, 122 KB

english, 2016

8

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 1038 (4th International Conference, DTGS 2019, St. Petersburg, Russia, June 19–21, 2019, Revised Selected Papers) ||

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia, Musabirov, Ilya

Year:

2019

Language:

english

File:

PDF, 43.30 MB

english, 2019

9

On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper

Yuri M. Kabanov, Christophe Stricker

Journal:

Mathematical Finance

Year:

2002

Language:

english

File:

PDF, 133 KB

english, 2002

10

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Blockchain and a Problem of Procedural Justice of Public Choice

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 185 KB

english, 2018

11

Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model

YURI M. KABANOV, GÜNTER LAST

Journal:

Mathematical Finance

Year:

2002

Language:

english

File:

PDF, 115 KB

english, 2002

12

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 674 ||

Chugunov, Andrei V., Bolgov, Radomir, Kabanov, Yury, Kampis, George, Wimmer, Maria

Year:

2016

Language:

english

File:

PDF, 33.21 MB

english, 2016

13

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Application of Machine Analysis Algorithms to Automate Implementation of Tasks of Combating Criminal Money Laundering

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 488 KB

english, 2018

14

No arbitrage of the first kind and local martingale numéraires

Kabanov, Yuri, Kardaras, Constantinos, Song, Shiqi

Journal:

Finance and Stochastics

Year:

2016

Language:

english

File:

PDF, 727 KB

english, 2016

15

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 745 || Russian Anti-corruption Protests: How Russian Twitter Sees It?

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2017

Language:

english

File:

PDF, 1.14 MB

english, 2017

16

No-arbitrage criteria for financial markets with transaction costs and incomplete information

Dimitri De Vallière, Yuri Kabanov, Christophe Stricker

Journal:

Finance and Stochastics

Year:

2007

Language:

english

File:

PDF, 240 KB

english, 2007

17

On the law of one price

Jean-Michel Courtault, Freddy Delbaen, Yuri Kabanov, Christophe Stricker

Journal:

Finance and Stochastics

Year:

2004

Language:

english

File:

PDF, 139 KB

english, 2004

18

Consumption-investment problem with transaction costs for Lévy-driven price processes

De Vallière, Dimitri, Kabanov, Yuri, Lépinette, Emmanuel

Journal:

Finance and Stochastics

Year:

2016

Language:

english

File:

PDF, 1.44 MB

english, 2016

19

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Legal Aspects of the Use of AI in Public Sector

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 219 KB

english, 2018

20

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 859 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part II) || Big Data Analysis of Young Citizens’ Social and Political Behaviour and Resocialization Technics

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 227 KB

english, 2018

21

Consistent price systems and arbitrage opportunities of

Emmanuel Denis, Yuri Kabanov

Journal:

Finance and Stochastics

Year:

2012

Language:

english

File:

PDF, 644 KB

english, 2012

22

From Stochastic Calculus to Mathematical Finance || On the Fundamental Solution of the Kolmogorov–Shiryaev Equation

Kabanov, Yuri, Liptser, Robert, Stoyanov, Jordan

Year:

2006

Language:

english

File:

PDF, 251 KB

english, 2006

23

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || The Method for Prediction the Distribution of Information in Social Networks Based on the Attributes

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 2.04 MB

english, 2018

24

A geometric approach to portfolio optimization in models with transaction costs

Yuri Kabanov, Claudia Klüppelberg

Journal:

Finance and Stochastics

Year:

2004

Language:

english

File:

PDF, 240 KB

english, 2004

25

In the insurance business risky investments are dangerous: the case of negative risk sums

Kabanov, Yuri, Pergamenshchikov, Serguei

Journal:

Finance and Stochastics

Year:

2016

Language:

english

File:

PDF, 1.17 MB

english, 2016

26

A positive interest rate model with sticky barrier

Kabanov, Yuri, Kijima, Masaaki, Rinaz, Sofiane

Journal:

Quantitative Finance

Year:

2007

Language:

english

File:

PDF, 1.01 MB

english, 2007

27

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || How “VKontakte” Fake Accounts Influence the Social Network of Users

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 198 KB

english, 2018

28

Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model

FREDDY DELBAEN, YURI M. KABANOV, ESKO VALKEILA

Journal:

Mathematical Finance

Year:

2002

Language:

english

File:

PDF, 170 KB

english, 2002

29

Small transaction costs, absence of arbitrage and consistent price systems

Julien Grépat, Yuri Kabanov

Journal:

Finance and Stochastics

Year:

2012

Language:

english

File:

PDF, 477 KB

english, 2012

30

From Stochastic Calculus to Mathematical Finance || Continuous Time Volatility Modelling: COGARCH versus Ornstein–Uhlenbeck Models

Kabanov, Yuri, Liptser, Robert, Stoyanov, Jordan

Year:

2006

Language:

english

File:

PDF, 375 KB

english, 2006

31

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Information Systems as a Source of Official Information (on the Example of the Russian Federation)

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 179 KB

english, 2018

32

From Stochastic Calculus to Mathematical Finance Volume 12 || Tail Distributions of Supremum and Quadratic Variation of Local Martingales

Kabanov, Yuri, Liptser, Robert, Stoyanov, Jordan

Year:

2006

Language:

english

File:

PDF, 264 KB

english, 2006

33

Inspired by Finance || Some Extensions of Norros’ Lemma in Models with Several Defaults

Kabanov, Yuri, Rutkowski, Marek, Zariphopoulou, Thaleia

Year:

2014

Language:

english

File:

PDF, 245 KB

english, 2014

34

Asymmetric magnetization reversal of the Heusler alloy Co2FeSi as free layer in an CoFeB/MgO/Co2FeSi magnetic tunnel junction

Kabanov, Yury P., Shull, Robert D., Zheng, Chao, Pong, Philip W.T., Gopman, Daniel B.

Journal:

Applied Surface Science

Year:

2021

File:

PDF, 3.30 MB

2021

35

On the closedness of sums of convex cones in(L^0)and the robust no-arbitrage property

Yuri Kabanov, Miklós Rásonyi, Christophe Stricker

Journal:

Finance and Stochastics

Year:

2003

Language:

english

File:

PDF, 160 KB

english, 2003

36

No-arbitrage criteria for financial markets with efficient friction

Yuri Kabanov, Miklós Rásonyi, Christophe Stricker

Journal:

Finance and Stochastics

Year:

2002

Language:

english

File:

PDF, 113 KB

english, 2002

37

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 674 || Internet of Things Framework for Smart Home Building

Chugunov, Andrei V., Bolgov, Radomir, Kabanov, Yury, Kampis, George, Wimmer, Maria

Year:

2016

Language:

english

File:

PDF, 708 KB

english, 2016

38

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 859 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part II) || Power Laws in Ad Hoc Conflictual Discussions on Twitter

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 463 KB

english, 2018

39

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 1038 (4th International Conference, DTGS 2019, St. Petersburg, Russia, June 19–21, 2019, Revised Selected Papers) ||

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia, Musabirov, Ilya

Year:

2019

File:

PDF, 43.30 MB

2019

40

Large magneto-optical Kerr effect and imaging of magnetic octupole domains in an antiferromagnetic metal

Higo, Tomoya, Man, Huiyuan, Gopman, Daniel B., Wu, Liang, Koretsune, Takashi, van ’t Erve, Olaf M. J., Kabanov, Yury P., Rees, Dylan, Li, Yufan, Suzuki, Michi-To, Patankar, Shreyas, Ikhlas, Muhammad,

Journal:

Nature Photonics

Year:

2018

Language:

english

File:

PDF, 3.11 MB

english, 2018

41

Towards a general theory of bond markets

Tomas Björk, Giovanni Di Masi, Yuri Kabanov, Wolfgang Runggaldier

Journal:

Finance and Stochastics

Year:

1997

Language:

english

File:

PDF, 289 KB

english, 1997

42

Essential supremum and essential maximum with respect to random preference relations

Kabanov, Yuri, Lépinette, Emmanuel

Journal:

Journal of Mathematical Economics

Year:

2013

Language:

english

File:

PDF, 353 KB

english, 2013

43

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Internet Regulation: A Text-Based Approach to Media Coverage

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 4.09 MB

english, 2018

44

On Leland's strategy of option pricing with transactions costs

Yuri M. Kabanov, Mher M. Safarian

Journal:

Finance and Stochastics

Year:

1997

Language:

english

File:

PDF, 146 KB

english, 1997

45

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Data-Driven Authoritarianism: Non-democracies and Big Data

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 240 KB

english, 2018

46

In discrete time a local martingale is a martingale under

Journal:

Finance and Stochastics

Year:

2008

Language:

english

File:

PDF, 219 KB

english, 2008

47

On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems

Kabanov, Yuri, Pergamenshchikov, Sergei

Journal:

SIAM Journal on Control and Optimization

Year:

1997

Language:

english

File:

PDF, 476 KB

english, 1997

48

From Stochastic Calculus to Mathematical Finance || The Optimal Stopping of a Markov Chain and Recursive Solution of Poisson and Bellman Equations

Kabanov, Yuri, Liptser, Robert, Stoyanov, Jordan

Year:

2006

Language:

english

File:

PDF, 255 KB

english, 2006

49

[Communications in Computer and Information Science] Digital Transformation and Global Society Volume 858 (Third International Conference, DTGS 2018, St. Petersburg, Russia, May 30 – June 2, 2018, Revised Selected Papers, Part I) || Self-presentation Strategies Among Tinder Users: Gender Differences in Russia

Alexandrov, Daniel A., Boukhanovsky, Alexander V., Chugunov, Andrei V., Kabanov, Yury, Koltsova, Olessia

Year:

2018

Language:

english

File:

PDF, 187 KB

english, 2018

50

On control of two-scale stochastic systems with linear dynamics in the fast variables

Yuri M Kabanov, Wolfgang J. Runggaldier

Journal:

Mathematics of Control, Signals, and Systems (MCSS)

Year:

1996

Language:

english

File:

PDF, 692 KB

english, 1996

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