Maxim Gusev

IBC Quantitative Strategies

Ta ̈rnaby

Sweden

SCHOLARLY PAPERS

3

DOWNLOADS

535

CITATIONS

0

Scholarly Papers (3)

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
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 359 (75,073)

Abstract:

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2.

Forecasting Stock Market Returns Over Multiple Time Horizons

Number of pages: 50 Posted: 20 Aug 2015 Last Revised: 30 Mar 2016
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 146 (183,326)

Abstract:

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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.

An Endogenous Mechanism of Business Cycles

Number of pages: 56 Posted: 06 Mar 2018 Last Revised: 17 Apr 2018
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 30 (431,232)

Abstract:

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