Vladislav Malyshkin

Ioffe Institute

Politekhnicheskaya 26

St Petersburg, 194021

Russia

SCHOLARLY PAPERS

15

DOWNLOADS

399

SSRN CITATIONS

1

CROSSREF CITATIONS

8

Scholarly Papers (15)

1.

Market Dynamics vs. Statistics: Limit Order Book Example

Number of pages: 15 Posted: 18 Mar 2016 Last Revised: 30 Mar 2016
Vladislav Malyshkin and Ray Bakhramov
Ioffe Institute and Forum Asset Management LLC
Downloads 130 (221,223)

Abstract:

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market dynamics, statistics

2.

Mathematical Foundations of Realtime Equity Trading. Liquidity Deficit and Market Dynamics. Automated Trading Machines.

Number of pages: 42 Posted: 27 Oct 2015 Last Revised: 05 Dec 2016
Vladislav Malyshkin and Ray Bakhramov
Ioffe Institute and Forum Asset Management LLC
Downloads 118 (238,022)
Citation 1

Abstract:

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market dynamics, liquidity deficit

3.

Market Dynamics. On Supply and Demand Concepts

Number of pages: 14 Posted: 16 Feb 2016
Vladislav Malyshkin
Ioffe Institute
Downloads 29 (476,212)

Abstract:

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Supply Demand, Liquidity Deficit, Market Dynamics

4.

On The Radon--Nikodym Spectral Approach With Optimal Clustering

Number of pages: 43 Posted: 24 Jun 2019 Last Revised: 04 Sep 2019
Vladislav Malyshkin
Ioffe Institute
Downloads 21 (520,608)

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5.

On Lebesgue Integral Quadrature

Number of pages: 25 Posted: 24 Aug 2018 Last Revised: 10 Jul 2019
Vladislav Malyshkin
Ioffe Institute
Downloads 21 (520,608)

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Machine Learning, Quality Criteria, Norm, Non-Gaussian, Lebesgue

6.

Market Dynamics: On Directional Information Derived from (Time, Execution Price, Shares Traded) Transaction Sequences

Number of pages: 45 Posted: 24 Apr 2019 Last Revised: 08 May 2019
Vladislav Malyshkin
Ioffe Institute
Downloads 17 (544,145)

Abstract:

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market dynamics, liquidity deficit

7.

Market Dynamics. On a Muse of Cash Flow and Liquidity Deficit

Number of pages: 72 Posted: 22 Sep 2017 Last Revised: 31 Mar 2019
Vladislav Malyshkin
Ioffe Institute
Downloads 14 (562,180)
Citation 1

Abstract:

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Radon Nikodym, Relaxation Process

8.

Radon-Nikodym Approximation in Application to Image Reconstruction

Number of pages: 16 Posted: 02 Sep 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 9 (593,873)

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Machine Learning, Radon-Nikodym, Image Reconstruction

9.

Generalized Radon--Nikodym Spectral Approach. Application to Relaxation Dynamics Study.

Number of pages: 11 Posted: 22 Aug 2018
Ioffe Institute, Ioffe Institute, Ioffe Institute, Ioffe Institute, Peter the Great St. Petersburg Polytechnic University, Ioffe Institute and Saint-Petersburg State Institute of Technology
Downloads 9 (593,873)
Citation 4

Abstract:

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Radon-Nikodym, Machine Learning, Numerical Estimation, Non-Gaussian

10.

On Numerical Estimation of Joint Probability Distribution from Lebesgue Integral Quadratures

Number of pages: 7 Posted: 24 Aug 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 7 (606,921)

Abstract:

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Machine Learning, Quality Criteria, Non-Gaussian, Lebesgue

11.

Norm--Free Radon--Nikodym Approach to Machine Learning

Number of pages: 14 Posted: 23 Aug 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 7 (606,921)
Citation 1

Abstract:

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Machile Learning, Quality Criteria, Non--Gaussian, Norm-Free

12.

Multiple-Instance Learning: Radon-Nikodym Approach to Distribution Regression Problem

Number of pages: 10 Posted: 05 Sep 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 5 (620,313)
Citation 1

Abstract:

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Machine Learning, Radon Nikodym

13.

On The Inverse Relaxation Approach To Supercapacitors Characterization

Number of pages: 15 Posted: 16 Aug 2019
Mikhail Kompan and Vladislav Malyshkin
Ioffe Institute and Ioffe Institute
Downloads 4 (627,331)

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supercapacitors, inverse relaxation

14.

A Massive Local Rules Search Approach to the Classification Problem

Number of pages: 24 Posted: 25 Jun 2019
Vladislav Malyshkin, Ray Bakhramov and Andrey Gorodetsky
Ioffe Institute, Forum Asset Management LLC and affiliation not provided to SSRN
Downloads 4 (627,331)

Abstract:

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machine learning, classification problem

15.

Multiple – Instance Learning: Christoffel Function Approach to Distribution Regression Problem

Number of pages: 9 Posted: 05 Sep 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 4 (627,331)
Citation 2

Abstract:

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Machine Learning, Christoffel Function