Forecasting Financial Risks By Modified Grid-Based Decomposition Algorithm For Normal Variance-Mean Mixtures. - Alexander Yu. Korchagin; Victor Korolev (ECMS, 2015)

Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes. - Victor Yurievich Korolev; A. V. Chertok; Alexander Yu. Korchagin; Alexander I. Zeifman (Appl. Math. Comput., 2015)

Generalized Gamma Distributions As Mixed Exponential Laws And Related Limit Theorems. - Victor Korolev; Andrey Gorshenin; Alexander Yu. Korchagin; Alexander I. Zeifman (ECMS, 2017)

Applying Time Series for Background User Identification Based on Their Text Data Analysis. - Victor Yurievich Korolev; Alexander Yu. Korchagin; Igor V. Mashechkin; M. I. Petrovskii; Dmitry V. Tsarev (Program. Comput. Softw., 2018)