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Publications in Math-Net.Ru |
Citations |
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2025 |
| 1. |
I. R. Dineev, P. Lukianchenko, “Reinforcement learning for delta-hedging in illiquid markets”, Dokl. RAN. Math. Inf. Proc. Upr., 527 (2025), 346–353   |
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2023 |
| 2. |
P. Lukianchenko, A. M. Danilov, A. S. Bugaev, E. I. Gorbunov, R. A. Pashkov, P. G. Ilyina, Sh. M. Gadzhimirzayev, “Approach to Estimating the Dynamics of the Industry Consolidation Level”, Computer Research and Modeling, 15:1 (2023), 129–140 |
| 3. |
G. A. Zotov, P. Lukianchenko, “Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise”, Dokl. RAN. Math. Inf. Proc. Upr., 514:2 (2023), 150–157 ; Dokl. Math., 108:suppl. 2 (2023), S293–S299 |
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