Zhitlukhin, A. M.: search on Z-Library

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1

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || The High Price–Earnings Stock Market Danger Approach of Campbell and Shiller versus the BSEYD Model

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 12.43 MB

english, 2017

2

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Other Prediction Models for the Big Crashes Averaging −25%

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 1.25 MB

english, 2017

3

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Other Bubble-testing Methodologies and Historical Bubbles

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 135 KB

english, 2017

4

Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013

Shiryaev, A. N., Zhitlukhin, M. V., Ziemba, W. T.

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 1.12 MB

english, 2015

5

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Effect of Fed Meetings and Small-Cap Dominance

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 673 KB

english, 2017

6

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Using Zweig’s Monetary and Momentum Models in the Modern Era

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 153 KB

english, 2017

7

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Analysis and Possible Prediction of Declines in the −5% to −15% Range

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 2.09 MB

english, 2017

8

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || A Simple Procedure to Incorporate Predictive Models in Stochastic Investment Models

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 513 KB

english, 2017

9

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Prediction of the 2007–2009 Stock Market Crashes in the US, China and Iceland

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 3.05 MB

english, 2017

10

When to Sell Apple and the Nasdaq? Trading Bubbles with a Stochastic Disorder Model

Shiryaev, A.N, Zhitlukhin, M.V, Ziemba, W.T

Journal:

The Journal of Portfolio Management

Year:

2014

Language:

english

File:

PDF, 1.57 MB

english, 2014

11

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || A Stopping Rule Model for Exiting Bubble-like Markets with Applications

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 617 KB

english, 2017

12

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Mathematics of the Changepoint Detection Model

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 183 KB

english, 2017

13

New and refined bounds for expected maxima of fractional Brownian motion

Borovkov, Konstantin, Mishura, Yuliya, Novikov, Alexander, Zhitlukhin, Mikhail

Journal:

Statistics & Probability Letters

Year:

2018

Language:

english

File:

PDF, 298 KB

english, 2018

14

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Discovery of the Bond–Stock Earnings Yield Differential Model

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 221 KB

english, 2017

15

Asymptotic Analysis of Random Walks: Light-Tailed Distributions || Preliminary results

Borovkov, A.A., Ulyanov, V.V., Zhitlukhin, Mikhail

Year:

2020

File:

PDF, 264 KB

2020

16

Asymptotic Analysis of Random Walks: Light-Tailed Distributions || Approximation of distributions of sums of random variables

Borovkov, A.A., Ulyanov, V.V., Zhitlukhin, Mikhail

Year:

2020

File:

PDF, 566 KB

2020

17

Asymptotic Analysis of Random Walks: Light-Tailed Distributions || Boundary crossing problems for random walks

Borovkov, A.A., Ulyanov, V.V., Zhitlukhin, Mikhail

Year:

2020

File:

PDF, 572 KB

2020

18

Asymptotic Analysis of Random Walks: Light-Tailed Distributions || Some applications to problems in mathematical statistics

Borovkov, A.A., Ulyanov, V.V., Zhitlukhin, Mikhail

Year:

2020

File:

PDF, 241 KB

2020

19

Asymptotic Analysis of Random Walks: Light-Tailed Distributions || Index

Borovkov, A.A., Ulyanov, V.V., Zhitlukhin, Mikhail

Year:

2020

File:

PDF, 17 KB

2020

20

A maximal inequality for skew Brownian motion

Zhitlukhin, Mikhail V

Journal:

Russian Mathematical Surveys

Year:

2009

Language:

english

File:

PDF, 507 KB

english, 2009

21

Studies of the ablated plasma from experimental plasma gun disruption simulations

P.D. Rockett, J.A. Hunter, J.T. Bradley III, J.M. Gahl, V.N. Litunovsky, I.B. Ovchinnokov, B.V. Ljublin, B.E. Kuznetsov, V.A. Titov, A. Zhitlukhin, K. Arkhipov, V. Bakhtin, D. Toporkov

Journal:

Journal of Nuclear Materials

Year:

1995

Language:

english

File:

PDF, 375 KB

english, 1995

22

Influence of intensified electrosmelting on the lining life of the DSP-135 arc furnace at OAO Severskii Trubnyi Zavod

M. V. Zuev, O. Yu. Sheshukov, A. I. Stepanov, I. V. Nekrasov, E. G. Zhitlukhin, M. V. Ushakov

Journal:

Steel in Translation

Year:

2011

Language:

english

File:

PDF, 135 KB

english, 2011

23

Study of structure and dynamics of shielding layer for inclined incidence of plasma stream at MK-200 facility.

N.I. Arkhipov, V.P. Bakhtin, S.M. Kurkin, V.M. Safronov, D.A. Toporkov, S.G. Vasenin, H. Wuerz, A.M. Zhitlukhin

Journal:

Journal of Nuclear Materials

Year:

1996

Language:

english

File:

PDF, 401 KB

english, 1996

24

Numerical modeling and experimental simulation of vapor shield formation and divertor material erosion for ITER typical plasma disruptions

H. Würz, N.I. Arkhipov, V.P. Bakhin, B. Goel, W. Höbel, I. Konkashbaev, I. Landman, G. Piazza, V.M. Safronov, A.R. Sherbakov, D.A. Toporkov, A.M. Zhitlukhin

Journal:

Journal of Nuclear Materials

Year:

1994

Language:

english

File:

PDF, 450 KB

english, 1994

25

Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment

Zhitlukhin, M. V., Shiryaev, A. N.

Journal:

Theory of Probability & Its Applications

Year:

2014

Language:

english

File:

PDF, 164 KB

english, 2014

26

Asymptotic Analysis of Random Walks: Light-Tailed Distributions || Introduction

Borovkov, A.A., Ulyanov, V.V., Zhitlukhin, Mikhail

Year:

2020

File:

PDF, 96 KB

2020

27

Set of Production and Engineering Solutions for Reducing Energy and Material Consumption of Semifinished Steel Melting in Contemporary Electric Arc Furnaces

Zuev, M. V., Babenko, A. A., Burmasov, S. P., Zhitlukhin, E. G., Ushakov, M. V., Belyov, A. A., Murzin, A. V., Stepanov, A. I., Selivanov, E. N., Spirin, S. A.

Journal:

Year:

2014

Language:

english

File:

PDF, 191 KB

english, 2014

28

Experimental simulation and numerical modeling of vapor shield formation and divertor material erosion for ITER typical plasma disruptions

H. Würz, N.I. Arkhipov, V.P. Bakhtin, I. Konkashbaev, I. Landman, V.M. Safronov, D.A. Toporkov, A.M. Zhitlukhin

Journal:

Journal of Nuclear Materials

Year:

1995

Language:

english

File:

PDF, 354 KB

english, 1995

29

Asymptotic Analysis of Random Walks: Light-Tailed Distributions || Large deviation principles for random walk trajectories

Borovkov, A.A., Ulyanov, V.V., Zhitlukhin, Mikhail

Year:

2020

File:

PDF, 636 KB

2020

30

Experimental study of contamination and cleaning of in-vessel mirrors for ITER optical diagnostics on T-10 and QSPA-T facilities

Arkhipov, I., Klimov, N., Svechnikov, N., Grashin, S., Vukolov, K., Budaev, V., Maslakov, K., Stankevich, V., Zhitlukhin, A., Kovalenko, D., Podkovyrov, V.

Journal:

Journal of Nuclear Materials

Year:

2013

Language:

english

File:

PDF, 418 KB

english, 2013

31

Plasma facing materials performance under ITER-relevant mitigated disruption photonic heat loads

Klimov, N.S., Putrik, A.B., Linke, J., Pitts, R.A., Zhitlukhin, A.M., Kuprianov, I.B., Spitsyn, A.V., Ogorodnikova, O.V., Podkovyrov, V.L., Muzichenko, A.D., Ivanov, B.V., Sergeecheva, Ya.V., Lesina,

Journal:

Journal of Nuclear Materials

Year:

2015

Language:

english

File:

PDF, 1.78 MB

english, 2015

32

Asymptotic Analysis of Random Walks: Light-Tailed Distributions || Moderately large deviation principles for the trajectories of random walks and processes with independent increments

Borovkov, A.A., Ulyanov, V.V., Zhitlukhin, Mikhail

Year:

2020

File:

PDF, 239 KB

2020

33

Experimental study of PFCs erosion and eroded material deposition under ITER-like transient loads at the plasma gun facility QSPA-T

N. Klimov, V. Podkovyrov, A. Zhitlukhin, D. Kovalenko, J. Linke, G. Pintsuk, I. Landman, S. Pestchanyi, B. Bazylev, G. Janeschitz, A. Loarte, M. Merola, T. Hirai, G. Federici, B. Riccardi, I. Mazul, R

Journal:

Journal of Nuclear Materials

Year:

2011

Language:

english

File:

PDF, 1.19 MB

english, 2011

34

Stainless steel performance under ITER-relevant mitigated disruption photonic heat loads

Klimov, N.S., Linke, J., Pitts, R.A., Zhitlukhin, A.M., Kovalenko, D.V., Podkovyrov, V.L., Barsuk, V.A., Thomser, C., Pintsuk, G., Bazylev, B.N., Giniyatulin, R.N., Budaev, V.P., Khimchenko, L.N.

Journal:

Journal of Nuclear Materials

Year:

2013

Language:

english

File:

PDF, 2.13 MB

english, 2013

35

Deuterium trapping in carbon films formed in different deposition conditions

Begrambekov, L., Barsuk, V., Dubrov, M., Kaplevsky, A., Klimov, N., Kovalenko, D., Kuzmin, A., Mischenko, A., Podkovyrov, V., Shigin, P., Zhitlukhin, A., Zakharov, A.

Journal:

Journal of Nuclear Materials

Year:

2013

Language:

english

File:

PDF, 498 KB

english, 2013

36

Erosion of beryllium under ITER – Relevant transient plasma loads

Kupriyanov, I.B., Nikolaev, G.N., Kurbatova, L.A., Porezanov, N.P., Podkovyrov, V.L., Muzichenko, A.D., Zhitlukhin, A.M., Gervash, A.A., Safronov, V.M.

Journal:

Journal of Nuclear Materials

Year:

2015

Language:

english

File:

PDF, 3.05 MB

english, 2015

37

Tungsten recrystallization and cracking under ITER-relevant heat loads

Budaev, V.P., Martynenko, Yu.V., Karpov, A.V., Belova, N.E., Zhitlukhin, A.M., Klimov, N.S., Podkovyrov, V.L., Barsuk, V.A., Putrik, A.B., Yaroshevskaya, A.D., Giniyatulin, R.N., Safronov, V.M., Khimc

Journal:

Journal of Nuclear Materials

Year:

2015

Language:

english

File:

PDF, 1.16 MB

english, 2015

38

Bounds for expected maxima of Gaussian processes and their discrete approximations

Borovkov, Konstantin, Mishura, Yuliya, Novikov, Alexander, Zhitlukhin, Mikhail

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2015

Language:

english

File:

PDF, 1.51 MB

english, 2015

39

[WORLD SCIENTIFIC TMU Finance Workshop 2014 - Tokyo Metropolitan University (TMU) Akihabara Satellite Campus (6 – 7 November 2014)] Recent Advances in Financial Engineering 2014 - A Second-order Monotone Modification of the Sharpe Ratio

Zhitlukhin, Mikhail

Language:

english

File:

PDF, 115 KB

english

40

Performance of boron containing materials under disruption simulations and tokamak divertor plasma testing

O.I. Buzhinskij, I.V. Opimach, V.A. Barsuk, V.G. Otrozhenko, A.M. Zhitlukhin, A.I. Trazhenkov, W.P. West, P. Trester, P. Valentine, R.D. Watson, D.L. Youchinson, J.M. Gahl, J.F. Crawford

Journal:

Journal of Nuclear Materials

Year:

1995

Language:

english

File:

PDF, 362 KB

english, 1995

41

[World Scientific Series in Finance] Stock Market Crashes Volume 13 (Predictable and Unpredictable and What to do About Them) || Introduction

Ziemba, William T, Zhitlukhin, Mikhail, Lleo, Sebastien

Year:

2017

Language:

english

File:

PDF, 1022 KB

english, 2017

42

Behaviour of melted tungsten plasma facing components under ITER-like transient heat loads: Simulations and experiments

B. Bazylev, G. Janeschitz, I. Landman, S. Pestchanyi, A. Loarte, G. Federici, M. Merola, J. Linke, T. Hirai, A. Zhitlukhin, V. Podkovyrov, N. Klimov

Journal:

Fusion Engineering and Design

Year:

2008

Language:

english

File:

PDF, 609 KB

english, 2008

43

Absolute VUV spectroscopy of an eroding graphite target using a calibrated CCD camera

N Arkhipov, V Bakhtin, S Kurkin, V Safronov, D Toporkov, S Vasenin, A Zhitlukhin, P Rockett, J Hunter

Journal:

Journal of Nuclear Materials

Year:

1999

Language:

english

File:

PDF, 123 KB

english, 1999

44

[IEEE International Conference on Plasma Science (papers in summary form only received) - Madison, WI, USA (1995.06.5-1995.06.8)] International Conference on Plasma Science (papers in summary form only received) - Plasma radiation in tokamak disruption simulation experiments

Arkhipov, N., Bakhtin, V., Safronov, V., Toporkov, D., Vasenin, S., Wuerz, H., Zhitlukhin, A.

Year:

1995

Language:

english

File:

PDF, 118 KB

english, 1995

45

Production of Continuous-Cast Semifinished Products Made of Pipe Steels Alloyed with Rare-Earth Metals

Toporov, V. A., Stepanov, A. I., Murzin, A. V., Zhitlukhin, E. G., Dresvyankina, L. E., Meling, V. V., Pashchenko, S. V., Radchenko, Yu. A., Onishchuk, V. P.

Journal:

Year:

2014

Language:

english

File:

PDF, 1.09 MB

english, 2014

46

Experimental study of PFCs erosion under ITER-like transient loads at plasma gun facility QSPA

N. Klimov, V. Podkovyrov, A. Zhitlukhin, D. Kovalenko, B. Bazylev, G. Janeschitz, I. Landman, S. Pestchanyi, G. Federici, A. Loarte, M. Merola, J. Linke, T. Hirai, J. Compan

Journal:

Journal of Nuclear Materials

Year:

2009

Language:

english

File:

PDF, 692 KB

english, 2009

47

Operation of a magnetic pulse compressor with electrodynamic acceleration of a liner

E. V. Grabovskii,V. P. Bakhtin,A. M. Zhitlukhin,V. F. Levashov…

Journal:

Technical Physics

Year:

2014

Language:

english

File:

PDF, 1.98 MB

english, 2014

48

High-Power X-Ray Line Radiation of the Plasma Produced in a Collision of High-Energy Plasma Flows

Gavrilov, V. V., Es’kov, A. G., Zhitlukhin, A. M., Kochnev, D. M., Pikuz, S. A., Poznyak, I. M., Ryazantsev, S. N., Skobelev, I. Yu., Toporkov, D. A., Umrikhin, N. M.

Journal:

Plasma Physics Reports

Year:

2018

Language:

english

File:

PDF, 966 KB

english, 2018

49

A Monotone Performance Measure Based on the Sharpe Ratio

Zhitlukhin, Mikhail

Journal:

SSRN Electronic Journal

Year:

2015

File:

PDF, 208 KB

2015

50

Direct ion energy conversion in open magnetic traps

O. A. Vinogradova, S. K. Dimitrov, A. M. Zhitlukhin, A. S. Luts'ko, V. M. Smirnov, V. G. Tel'kovskii

Journal:

Year:

1974

Language:

english

File:

PDF, 213 KB

english, 1974

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