business, analytics, information technology, information security, digital economy, economics
UDC:
519.21
Subject:
business analytics, information technology in business, information security, digital economy
Main publications:
Gusarova O.M., Komarov P.I., Denisov D.E., “NEURAL NETS IN CREDIT SCORING”, Science journal "Journal of Altai Academy of Economics and Law", 2018, № 5, 108-113
D. Denisov, A. Sakhanenko, V. Wachtel, “First-passage times over moving boundaries for asymptotically stable walks”, Teor. Veroyatnost. i Primenen., 63:4 (2018), 755–778; Theory Probab. Appl., 63:4 (2019), 613–633
2015
2.
V. I. Vakhtel', D. È. Denisov, “Exact asymptotics for the instant of crossing a curved boundary by an asymptotically stable random walk”, Teor. Veroyatnost. i Primenen., 60:3 (2015), 459–481; Theory Probab. Appl., 60:3 (2016), 481–500
2014
3.
D. Denisov, V. Vatutin, V. Wachtel, “Local probabilities for random walks with negative drift conditioned to stay nonnegative”, Electron. J. Probab., 19 (2014), 88–17
2013
4.
V. I. Wachtel, D. E. Denisov, D. A. Korshunov, “Tail asymptotics for the supercritical Galton–Watson process in the heavy-tailed case”, Trudy MIAN, 282 (2013), 288–314; Proc. Steklov Inst. Math., 282 (2013), 273–297
2007
5.
D. É. Denisov, D. A. Korshunov, S. G. Foss, “Lower Limits for Distribution Tails of Randomly Stopped Sums”, Teor. Veroyatnost. i Primenen., 52:4 (2007), 794–802; Theory Probab. Appl., 52:4 (2008), 690–699
2006
6.
D. É. Denisov, “On the Existence of a Regularly Varying Majorant of an Integrable Monotone Function”, Mat. Zametki, 79:1 (2006), 142–145; Math. Notes, 79:1 (2006), 129–133
2003
7.
D. É. Denisov, S. G. Foss, “On transience conditions for Markov chains and random walks”, Sibirsk. Mat. Zh., 44:1 (2003), 53–68; Siberian Math. J., 44:1 (2003), 44–57
2001
8.
S. G. Foss, D. É. Denisov, “On transience conditions for Markov chains”, Sibirsk. Mat. Zh., 42:2 (2001), 425–433; Siberian Math. J., 42:2 (2001), 364–371
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