Dimitri Ledenyov

James Cook University, Townsville, Queensland, Australia

Researcher

Townsville, Queensland 4811

Australia

http://www.jcu.edu.au

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 20,661

SSRN RANKINGS

Top 20,661

in Total Papers Downloads

3,050

SSRN CITATIONS
Rank 36,344

SSRN RANKINGS

Top 36,344

in Total Papers Citations

1

CROSSREF CITATIONS

21

Scholarly Papers (27)

Abstract:

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hedge fund, investment portfolio, investment strategy, global tactical asset allocation investment strategy, investment decision making, return on investments, value at risk, arbitrage pricing theory, Sharpe ratio, separation theorem, Sortino ratio, Sterling ratio, Calmar ratio, Gini coefficient

2.

Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities

Number of pages: 138 Posted: 15 Mar 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 198 (191,120)
Citation 1

Abstract:

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Information absorption, initial public offering (IPO), listing requirements, mechanism choices, direct costs, underwriting, audit fees, selling commission, legal expenses, indirect costs, certification, grading, market cycles, valuation, underpricing, overpricing, long term under-performance

3.

Mergers and Acquisitions Transactions Strategies in Diffusion - Type Financial Systems in Highly Volatile Global Capital Markets with Nonlinearities

Number of pages: 160 Posted: 08 Feb 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 184 (203,964)
Citation 1

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mergers and acquisitions transactions, comparable transactions analysis, business valuation methodologies, econophysics, econometrics, nonlinearities, global capital markets

4.

Wave Function Method to Forecast Foreign Currencies Exchange Rates at Ultra High Frequency Electronic Trading in Foreign Currencies Exchange Markets

Number of pages: 156 Posted: 28 Oct 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 175 (213,017)

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ultra high frequency electronic trading, foreign currencies exchange rates, foreign currencies exchange markets, vehicle currency, interest rate, retail aggregator, liquidity aggregator, interdealer trade orders flow direction, stop-loss order, bid-ask spreads, price discovery process

5.

Investment in Capital Markets

Number of pages: 714 Posted: 11 Mar 2017
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 169 (219,475)

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money, investment, capital market

6.

Quantum Strategy Synthesis by Alphabet Inc

Number of pages: 104 Posted: 08 Feb 2016 Last Revised: 10 Feb 2016
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 162 (227,439)

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fundamental strategy theory, classical philosophical views on the fundamental strategy theory, digital philosophical views on the fundamental strategy theory, quantum philosophical views on the fundamental strategy theory, quantum strategy, quantum strategy search algorithm, quantum (probability)/in

7.

On the Winning Virtuous Strategies for Ultra High Frequency Electronic Trading in Foreign Currencies Exchange Markets

Number of pages: 175 Posted: 06 Feb 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 160 (229,903)
Citation 1

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absorption, diffusion, transmission of information, information theory, asymmetric information, ultra high frequency electronic trading, processing frequency, algorithmic, informed, noise trading, currencies exchange rate, vehicle currency, interest rate, retail aggregator, liquidity aggregator

8.

Multivector Strategy vs Quantum Strategy by Apple Inc

Number of pages: 109 Posted: 24 Dec 2015 Last Revised: 10 Jan 2016
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 146 (247,973)
Citation 1

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multivector strategy, quantum strategy, winning virtuous strategy, strategy creation and implementation, strategy selection logics, strategy decision making, strategy optimization problem, most effective strategy search, quantum/inductive/deductive/abductive logics, board of directors composition

9.

Information Theory of Firm

Number of pages: 185 Posted: 02 Apr 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 136 (262,333)

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information theory of firm, firm business strategy creation, optimal corporate governance structures, board of directors composition, interlocking directors networks, boards seats accumulation number, information flows measurements, operating systems in computing devices, digital signal processing

10.

Quantum Microeconomics Theory

Number of pages: 74 Posted: 30 Sep 2015 Last Revised: 02 Oct 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 120 (288,055)
Citation 1

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theory of firm, quantum theory of firm, firm’s performance state prediction problem at the certain time moment, wave function in quantum econophysical wave equation in quantum microeconomics theory in quantum econophysics science, wave function in Schrödinger quantum mechanical wave equation

11.

Wave Function in Economics

Number of pages: 71 Posted: 13 Sep 2015 Last Revised: 30 Sep 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 116 (294,938)
Citation 2

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economy’s performance state prediction problem at certain time moment, firm’s performance state prediction problem at the certain time moment, wave functions in quantum econophysical wave equations in quantum macroeconomics/microeconomics theories in quantum econophysics science, wave function

12.

Forecast in Capital Markets

Number of pages: 261 Posted: 06 Jul 2016
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 108 (310,134)

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absorption of information, diffusion of information, transmission of information, information theory, ultra high frequency electronic trading, processing frequency, algorithmic trading, informed trading, noise trading, currencies exchange rate, vehicle currency, interest rate, retail aggregator, liq

13.

Winning Virtuous Strategy Creation by Interlocking Interconnecting Directors in Boards of Directors in Firms in Information Century

Number of pages: 108 Posted: 23 Jan 2015 Last Revised: 29 Jan 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 108 (310,134)

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theory of firm, firm valuation, firm strategy creation, board of directors composition, interlocking directors networks, boards seats accumulation number, centrality, Freeman degree, Betweenness, information flows measurements, destructive coordination, microeconomics, Harvard/von Neumann director’s

14.

On the Stratonovich-Kalman-Bucy Filtering Algorithm Application for Accurate Characterization of Financial Time Series with Use of State-Space Model by Central Banks

Number of pages: 52 Posted: 15 Apr 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 105 (316,147)

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Wiener filtering theory, Stratonovich optimal non-linear filtering theory, Stratonovich-Kalman-Bucy filtering algorithm, state space interpolation technique, financial time-series, nonlinearities, stochastic volatility; Markov switching, Bayesian estimation. Gaussian distribution, econophysics

15.
Downloads 105 (316,147)

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winning virtuous strategies creation, corporate governance, private equity financing, leveraged buyout (LBO) firms/funds/transactions, venture capital (VC) firms/funds/transactions, management buyouts, direct/reverse leveraged buyouts (D/RLBOs), bootstrap acquisitions, mergers and acquisitions, “qui

16.

Quantum Macroeconomics Theory

Number of pages: 58 Posted: 06 Jul 2015 Last Revised: 17 Jul 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 90 (349,214)
Citation 3

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quantum macroeconomics theory, quantum econophysics science, dependence of general information product on time GIP(t), dependence of general domestic product on time GDP(t), dependence of general national product on time GNP(t), discrete change levels of GIP(t)/GDP(t)/GNP(t), Ledenyov discrete-time

17.

Business Cycles in Economics

Number of pages: 699 Posted: 13 Mar 2018
Viktor Ledenyov and Dimitri Ledenyov
V. N. Karazin Kharkov National University and James Cook University, Townsville, Queensland, Australia
Downloads 88 (354,158)
Citation 2

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business cycles, economic output waves, forecast of business cycles, investment portfolio

18.

Quantum Money

Number of pages: 70 Posted: 19 Nov 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 88 (354,158)
Citation 7

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quantum money, quantum network, electronic money, money network, cell phone money, paper money, electronic currency, electronic purse, digital cash, digital wallet, bit coin, currency competition, electronic payments instruments, debit cards, credit cards, stored-value cards, smart cards

19.

Quantum Theory of Firm

Number of pages: 73 Posted: 12 Oct 2015 Last Revised: 05 Nov 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 75 (389,110)
Citation 1

Abstract:

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theory of firm, quantum theory of firm, firm’s performance state prediction problem at certain time moment, wave function in the quantum econophysical time-dependent/time independent wave equations in quantum microeconomics theory in quantum econophysics science, wave function in Schrödinger quantum

20.

Digital Waves in Economics

Number of pages: 55 Posted: 03 Jun 2015 Last Revised: 12 Jun 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 72 (397,970)
Citation 2

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discrete-time digital waves, discrete-time digital signals generators, spectrum analysis of discrete-time digital signals, amplitude of discrete-time digital signal, frequency of discrete-time digital signal, wavelength of discrete-time digital signal, period of discrete-time digital signal

21.

Digital DNA of Economy of Scale and Scope

Number of pages: 58 Posted: 20 Jan 2016 Last Revised: 21 Jan 2016
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 66 (417,045)
Citation 1

Abstract:

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Digital DNA, chain of knowledge, Ledenyov discrete-time digital waves, spectrum analysis of discrete-time digital signals, amplitude / frequency / wavelength / period / phase of discrete-time digital signal, continuous time signals, Juglar fixed investment cycle, Kitchin inventory cycle, Kondratieff

22.

On the Spectrum of Oscillations in Economics

Number of pages: 48 Posted: 15 May 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 64 (423,677)

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spectrum analysis of economic oscillations, discrete-time signals, continuous-time (continuous wave) signals, information money field of cyclic oscillation, generation of discrete-and continuous-time signals, amplitude of cyclic oscillation, frequency of cyclic oscillation

23.

General Information Product Theory in Economics Science

Number of pages: 54 Posted: 12 Jun 2015 Last Revised: 18 Jun 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 58 (444,759)

Abstract:

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dependence of general information product on time GIP(t), dependence of general domestic product on time GIP(t), discrete-time digital waves, discrete-time digital signals generators, spectrum analysis, amplitude, frequency, wavelength, period, phase of discrete-time digital signal, mixing

24.

Information Money Fields of Cyclic Oscillations in Nonlinear Dynamic Economic System

Number of pages: 40 Posted: 11 Apr 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 53 (463,292)

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information money field of cyclic oscillation, generation of cyclic oscillations, amplitude of cyclic oscillation, frequency of cyclic oscillation, wavelength of cyclic oscillation, period of cyclic oscillation, phase of cyclic oscillation, mixing of cyclic oscillations, harmonics of cyclic oscillat

25.

Quantum Strategy Creation by Interlocking Interconnecting Directors in Boards of Directors in Modern Organizations at Time of Globalization

Number of pages: 104 Posted: 17 Dec 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 51 (471,315)

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quantum strategy, winning virtuous strategy, strategy creation and implementation, strategy selection logics, strategy decision making, strategy optimization problem, most effective strategy search, quantum/inductive/deductive/abductive logics, board of directors composition, board of directors chai

26.

Precise Measurement of Macroeconomic Variables in Time Domain Using Three Dimensional Wave Diagrams

Number of pages: 52 Posted: 17 Feb 2016 Last Revised: 19 Feb 2016
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University
Downloads 49 (479,352)

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three dimensional (3D) wave diagram, dependence of general information product on time GIP(t), dependence of general domestic product on time GDP(t), dependence of general national product on time GDP(t), dependence of purchase power parity on time PPP(t), continuous-time signals, spectrum analysis

27.

Venture Capital Optimal Investment Portfolio Strategies Selection in Diffusion - Type Financial Systems in Global Capital Markets with Nonlinearities

Posted: 12 Apr 2015
Dimitri Ledenyov and Viktor Ledenyov
James Cook University, Townsville, Queensland, Australia and V. N. Karazin Kharkov National University

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venture capital concept, venture capital fund, venture capital investment portfolio and strategy, corporation funded venture capital firm, investment bank funded venture capital firm, private equity funded venture capital firm, state funded venture capital firm, entrepreneurship, theory of firm