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Vladislav Malyshkin

Ioffe Institute

Politekhnicheskaya 26

St Petersburg, 194021

Russia

SCHOLARLY PAPERS

24

DOWNLOADS

2,443

TOTAL CITATIONS
Rank 32,853

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Top 32,853

in Total Papers Citations

34

Scholarly Papers (24)

1.

On a Moving Average with Internal Degrees of Freedom

2022 International Conference on Electrical Engineering and Photonics (EExPolytech) https://doi.org/10.1109/EExPolytech56308.2022.9950893
Number of pages: 4 Posted: 14 Dec 2022
Linda Boudjemila, Aleksandr Bobyl, Vadim Davydov and Vladislav Malyshkin
University of Science and Technology Houari Boumedienne, Ioffe Institute, Peter the Great St. Petersburg Polytechnic University and Ioffe Institute
Downloads 288 (263,338)

Abstract:

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Radon Nikodym, fat tails, non-Gaussian noise

2.

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 219 (348,255)

Abstract:

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market dynamics, statistics

3.

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

Number of pages: 9 Posted: 05 Sep 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 217 (351,440)
Citation 3

Abstract:

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Machine Learning, Christoffel Function

4.

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 214 (356,192)
Citation 4

Abstract:

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market dynamics, liquidity deficit

5.

Market Dynamics. On Supply and Demand Concepts

Number of pages: 14 Posted: 16 Feb 2016
Vladislav Malyshkin
Ioffe Institute
Downloads 163 (459,428)

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Supply Demand, Liquidity Deficit, Market Dynamics

6.

On Lebesgue Integral Quadrature

Number of pages: 26 Posted: 24 Aug 2018 Last Revised: 17 May 2021
Vladislav Malyshkin
Ioffe Institute
Downloads 121 (592,433)
Citation 2

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

7.

On The Radon--Nikodym Spectral Approach With Optimal Clustering

Number of pages: 82 Posted: 24 Jun 2019 Last Revised: 06 Jan 2025
Vladislav Malyshkin
Ioffe Institute
Downloads 105 (664,543)
Citation 1

Abstract:

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8.

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

Number of pages: 47 Posted: 24 Apr 2019 Last Revised: 10 Oct 2022
Vladislav Malyshkin
Ioffe Institute
Downloads 104 (669,616)
Citation 1

Abstract:

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market dynamics, liquidity deficit

9.

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

Number of pages: 72 Posted: 22 Sep 2017 Last Revised: 10 Oct 2022
Vladislav Malyshkin
Ioffe Institute
Downloads 103 (674,591)
Citation 2

Abstract:

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Radon Nikodym, Relaxation Process

10.

On Machine Learning Knowledge Representation in the Form of Partially Unitary Operator. Knowledge Generalizing Operator

Number of pages: 45 Posted: 02 Jan 2023 Last Revised: 06 Jan 2025
Vladislav Malyshkin
Ioffe Institute
Downloads 83 (783,685)

Abstract:

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partial unitarity, wavefunction

11.

Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future

Number of pages: 45 Posted: 20 Oct 2022
Vladislav Malyshkin and Mikhail Gennadievich Belov
Ioffe Institute and Lomonosov Moscow State University - Faculty of Mechanics and Mathematics
Downloads 82 (790,029)

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market dynamicts, market impact, moving average

12.

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 77 (823,616)
Citation 1

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machine learning, classification problem

13.

Superstate Quantum Mechanics

Number of pages: 23 Posted: 24 Feb 2025 Last Revised: 27 Nov 2025
Lomonosov Moscow State University - Faculty of Mechanics and Mathematics, Peter the Great St. Petersburg Polytechnic University, Peter the Great St. Petersburg Polytechnic University, Ioffe Institute, Ioffe Institute and Ioffe Institute
Downloads 75 (837,727)

Abstract:

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inverse problem, unitary learning, quantum channel

14.

On Numerical Estimation of Joint Probability Distribution from Lebesgue Integral Quadratures

Number of pages: 9 Posted: 24 Aug 2018 Last Revised: 01 Dec 2020
Vladislav Malyshkin
Ioffe Institute
Downloads 73 (852,604)
Citation 1

Abstract:

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Machine Learning, Quality Criteria, Non-Gaussian, Lebesgue

15.

Quantum Channel Learning

Phys. Rev. E 111, 015302, (2025), https://doi.org/10.1103/PhysRevE.111.015302
Number of pages: 51 Posted: 12 Jul 2024 Last Revised: 06 Mar 2025
Lomonosov Moscow State University - Faculty of Mechanics and Mathematics, Peter the Great St. Petersburg Polytechnic University, Peter the Great St. Petersburg Polytechnic University and Ioffe Institute
Downloads 71 (867,774)
Citation 3

Abstract:

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16.

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

Number of pages: 10 Posted: 05 Sep 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 65 (916,100)
Citation 3

Abstract:

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Machine Learning, Radon Nikodym

17.

Partially Unitary Learning

Phys. Rev. E 110, 055306, 2024, https://doi.org/10.1103/PhysRevE.110.055306
Number of pages: 46 Posted: 17 May 2024 Last Revised: 20 Nov 2024
Mikhail Gennadievich Belov and Vladislav Malyshkin
Lomonosov Moscow State University - Faculty of Mechanics and Mathematics and Ioffe Institute
Downloads 62 (942,565)
Citation 4

Abstract:

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partial unitarity, wavefunction, unitary learning

18.

On The Inverse Relaxation Approach To Supercapacitors Characterization

Journal of Power Sources, https://doi.org/10.1016/j.jpowsour.2020.229257
Number of pages: 21 Posted: 16 Aug 2019 Last Revised: 07 Dec 2020
Mikhail Kompan and Vladislav Malyshkin
Ioffe Institute and Ioffe Institute
Downloads 62 (942,565)
Citation 2

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supercapacitors, IEC62391, impedance spectroscopy, inverse relaxation

19.

Radon-Nikodym Approximation in Application to Image Reconstruction

Number of pages: 16 Posted: 02 Sep 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 62 (942,565)

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Machine Learning, Radon-Nikodym, Image Reconstruction

20.

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 58 (980,173)
Citation 4

Abstract:

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

21.

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

Number of pages: 14 Posted: 23 Aug 2018
Vladislav Malyshkin
Ioffe Institute
Downloads 50 (1,063,489)
Citation 3

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

22.

On Supercapacitors Time–Domain Spectroscopy: C/R Characteristic Slope

Journal of Power Sources, https://doi.org/10.1016/j.jpowsour.2024.234196
Number of pages: 32 Posted: 07 Feb 2024 Last Revised: 25 Jul 2024
Dmitry Agafonov, Arina Kuznetsova, Mikhail Kompan and Vladislav Malyshkin
Saint-Petersburg State Institute of Technology, Saint-Petersburg State Institute of Technology, Ioffe Institute and Ioffe Institute
Downloads 39 (1,196,171)

Abstract:

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supercapacitor modeling, Impedance Spectroscopy, IEC 62391, inverse relaxation, binary tree model

23.

Trade Execution Flow as the Underlying Source of Market Dynamics

Number of pages: 24 Posted: 01 Dec 2025 Last Revised: 25 Mar 2026
Lomonosov Moscow State University - Faculty of Mechanics and Mathematics, Peter the Great St. Petersburg Polytechnic University, Peter the Great St. Petersburg Polytechnic University, Ioffe Institute, Ioffe Institute and Ioffe Institute
Downloads 33 (1,277,121)

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Execution Flow, Market Dynamics, Market Impact, Radon-Nikodym Derivative, Christoffel Function,

24.

Semidefinite Programming for Quantum Channel Learning

Number of pages: 19 Posted: 03 Feb 2026
Lomonosov Moscow State University - Faculty of Mechanics and Mathematics, Peter the Great St. Petersburg Polytechnic University, Peter the Great St. Petersburg Polytechnic University, Ioffe Institute, Ioffe Institute and Ioffe Institute
Downloads 17 (1,481,165)

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Quantum Channel, Semidefinite Programming, Projective Operators