Non-enumerative Cross Validation for the Determination of Structural Parameters in Feature-Selective SVMs. - Elena Chernousova; Pavel Levdik; Alexander Tatarchuk; Vadim Mottl; David Windridge (ICPR, 2014)

Methods of Hyperparameter Estimation in Time-Varying Regression Models with Application to Dynamic Style Analysis of Investment Portfolios. - Olga Krasotkina; Vadim Mottl; Michael Markov; Elena Chernousova; Dmitry Malakhov (MLDM, 2017)