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Artem Prokhorov

The University of Sydney

University of Sydney

Sydney, 2006

Australia

  • The University of Sydney

SCHOLARLY PAPERS

4

DOWNLOADS

269

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

Market Timing with Bi-Objective Cost-Sensitive Machine Learning

Number of pages: 44 Posted: 06 Sep 2023 Last Revised: 26 Nov 2025
Robert James, Jessica Leung and Artem Prokhorov
The University of Sydney, Monash University - Department of Econometrics and Business Statistics and The University of Sydney
Downloads 184 (442,467)

Abstract:

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Return Prediction, Machine Learning, Gradient Boosting, Bi-objective Optimization, Expected Shortfall, Options Market,

2.

Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate

Downloads 27 (505,974)

Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate

Number of pages: 43 Posted: 04 Nov 2022
Mikhail Mamonov, Christopher Parmeter and Artem Prokhorov
TBS Business School, University of Miami and The University of Sydney
Downloads 27 (1,415,710)

Abstract:

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Banks, Foreign currency operations, Currency revaluation, Bank production, Bank ownership, market structure, copula

3.

Bayesian Adaptive Sparse Copula

Number of pages: 24 Posted: 18 Jul 2024
Martin Burda and Artem Prokhorov
University of Toronto and The University of Sydney
Downloads 33 (1,277,121)

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copulas, nonparametrics, multiscale, Bernstein polynomial, Value-at-Risk

4.

The Post Double Lasso for Efficiency Analysis

Number of pages: 35 Posted: 01 Jul 2025
Christopher Parmeter, Artem Prokhorov and Valentin Zelenyuk
University of Miami, The University of Sydney and University of Queensland
Downloads 25 (1,424,331)

Abstract:

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Shrinkage and Selection, Neyman Orthogonality, Stochastic Frontier Analysis, Moment Parameter Redundancy