Dimitri Kroujiline

LGT Capital Partners

Pfa ̈ffikon

Switzerland

  • LGT Capital Partners

SCHOLARLY PAPERS

5

DOWNLOADS

1,075

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Predictable Markets? A News-Driven Model of the Stock Market

Algorithmic Finance (2015), 4:1-2, 5-51
Number of pages: 48 Posted: 03 Aug 2015
Maxim Gusev, Dimitri Kroujiline, Boris Govorkov, Sergey Sharov, Dmitry Ushanov and Maxim Zhilyaev
IBC Quantitative Strategies, LGT Capital Partners, IBC Quantitative Strategies, N.I. Lobachevsky State University, Advanced School of General & Applied Physics, Moscow State University, Department of Mechanics and Mathematics and Mozilla Corp.
Downloads 507 (103,131)

Abstract:

Loading...

2.

Forecasting Stock Market Returns Over Multiple Time Horizons

Number of pages: 50 Posted: 20 Aug 2015 Last Revised: 30 Mar 2016
Dimitri Kroujiline, Maxim Gusev, Dmitry Ushanov, Sergey Sharov and Boris Govorkov
LGT Capital Partners, IBC Quantitative Strategies, Moscow State University, Department of Mechanics and Mathematics, N.I. Lobachevsky State University, Advanced School of General & Applied Physics and IBC Quantitative Strategies
Downloads 233 (240,289)
Citation 1

Abstract:

Loading...

stock market dynamics, return predictability, price feedback, market efficiency, news analytics, sentiment evolution, agent-based modeling, Ising, dynamical systems, synchronization, self-similar behavior, regime transitions, news-based strategies, algorithmic trading.

3.

Capital Demand Driven Business Cycles: Mechanism and Effects

Review of Behavioral Economics, Forthcoming
Number of pages: 51 Posted: 01 Oct 2021 Last Revised: 07 Sep 2022
Karl Naumann-Woleske, Michael Benzaquen, Michael Benzaquen, Maxim Gusev and Dimitri Kroujiline
Ecole Polytechnique, Palaiseau, Capital Fund ManagementEcole Polytechnique, Palaiseau, IBC Quantitative Strategies and LGT Capital Partners
Downloads 163 (332,012)

Abstract:

Loading...

Business Cycles, Economic Growth, Interactions-Based Models, Dynamical Systems, Limit Cycle, Coherence Resonance

4.

An Endogenous Mechanism of Business Cycles

Number of pages: 54 Posted: 06 Mar 2018 Last Revised: 28 Sep 2019
Dimitri Kroujiline, Maxim Gusev, Dmitry Ushanov, Sergey Sharov and Boris Govorkov
LGT Capital Partners, IBC Quantitative Strategies, Moscow State University, Department of Mechanics and Mathematics, N.I. Lobachevsky State University, Advanced School of General & Applied Physics and IBC Quantitative Strategies
Downloads 114 (439,681)

Abstract:

Loading...

business cycle, long-term growth, economy-market interaction, agent-based model, quasiperiodic oscillations, coherence resonance

5.

A Simple Economic Model with Interactions

Number of pages: 9 Posted: 06 Apr 2020 Last Revised: 08 Apr 2020
Maxim Gusev and Dimitri Kroujiline
IBC Quantitative Strategies and LGT Capital Partners
Downloads 58 (658,995)

Abstract:

Loading...