Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter. - Nikolai Dokuchaev 001 (SIAM J. Control. Optim., 2005)

Discrete time market with serial correlations and optimal myopic strategies. - Nikolai Dokuchaev 001 (Eur. J. Oper. Res., 2007)

Optimality of myopic strategies for multi-stock discrete time market with management costs. - Nikolai Dokuchaev 001 (Eur. J. Oper. Res., 2010)

Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies. - Nikolai Dokuchaev 001 (Signal Process., 2010)

The structure of optimal portfolio strategies for continuous time markets - Nikolai Dokuchaev 001 (CoRR, 2011)

Frequency Criteria for Optimal Control Existence of Stochastic Models - Peter Situmbeko Nalitolela; Nikolai Dokuchaev 001 (CoRR, 2011)

On sub-ideal causal smoothing filters. - Nikolai Dokuchaev 001 (Signal Process., 2012)

On predictors for band-limited and high-frequency time series. - Nikolai Dokuchaev 001 (Signal Process., 2012)

Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies. - Nikolai Dokuchaev 001 (IEEE Trans. Signal Process., 2012)

Forecasting for Discrete Time Processes based on Causal Band-limited Approximation. - Nikolai Dokuchaev 001 (ICORES, 2013)

Optimal replication of random claims by ordinary integrals with applications in finance. - Nikolai Dokuchaev 001 (SIAM Conf. on Control and its Applications, 2013)

Transmission of a continuous signal via one-bit capacity channel. - Nikolai Dokuchaev 001 (CoRR, 2013)

Optimal replication of random vectors by ordinary integrals. - Nikolai Dokuchaev 001 (Syst. Control. Lett., 2013)

On Transmission of a Continuous Signal via a Noiseless Binary Channel. - Nikolai Dokuchaev 001 (IEEE Signal Process. Lett., 2015)

On detecting and quantification of randomness for one-sided sequences. - Nikolai Dokuchaev 001 (CoRR, 2016)

On Nyquist-Shannon Theorem with one-sided half of sampling sequence. - Nikolai Dokuchaev 001 (CoRR, 2016)

On recovering missing values in a pathwise setting. - Nikolai Dokuchaev 001 (CoRR, 2016)

On recovering missing values with minimal error. - Nikolai Dokuchaev 001 (CoRR, 2016)

On sampling theorem with sparse decimated samples. - Nikolai Dokuchaev 001 (CoRR, 2016)

Optimal data recovery and forecasting with dummy long-horizon forecasts. - Nikolai Dokuchaev 001 (CoRR, 2016)

On asymptotic optimality of Merton's myopic portfolio strategies under time discretization. - Alexandra Rodkina; Nikolai Dokuchaev 001 (IMA J. Math. Control. Inf., 2016)

Near-ideal causal smoothing filters for the real sequences. - Nikolai Dokuchaev 001 (Signal Process., 2016)

Pathwise continuous time spectrum degeneracy at a single point and weak predictability. - Nikolai Dokuchaev 001 (CoRR, 2017)

Spectrum degeneracy and impact on extrapolation and sampling for functions on branching lines. - Nikolai Dokuchaev 001 (CoRR, 2017)

On data recovery with restraints on the spectrum range and the process range. - Nikolai Dokuchaev 001 (CoRR, 2017)

On detecting predictability of one-sided sequences. - Nikolai Dokuchaev 001 (Digit. Signal Process., 2017)

First Order BSPDEs in Higher Dimension for Optimal Control Problems. - Nikolai Dokuchaev 001 (SIAM J. Control. Optim., 2017)

On exact and optimal recovering of missing values for sequences. - Nikolai Dokuchaev 001 (Signal Process., 2017)

On causal extrapolation of sequences with applications to forecasting. - Nikolai Dokuchaev 001 (Appl. Math. Comput., 2018)

Predictability of sequences and subsequences with spectrum degeneracy at periodically located points. - Nikolai Dokuchaev 001 (CoRR, 2018)

On recovery of sequences from subsequences: the case of non-periodic spectrum gaps. - Nikolai Dokuchaev 001 (CoRR, 2018)

On recovery of signals with single point spectrum degeneracy. - Nikolai Dokuchaev 001 (CoRR, 2018)

A Closed Equation in Time Domain for Band-Limited Extensions of One-Sided Sequences. - Nikolai Dokuchaev 001 (IEEE Trans. Signal Process., 2018)

On recoverability of finite traces of square-summable sequences. - Nikolai Dokuchaev 001 (CoRR, 2019)

On spectral analysis and extrapolation for processes on branched 1-manifolds. - Nikolai Dokuchaev 001 (CoRR, 2019)

On recovery of discrete time signals from their periodic subsequences. - Nikolai Dokuchaev 001 (Signal Process., 2019)

Limited memory predictors with compact explicit representations. - Nikolai Dokuchaev 001 (CoRR, 2020)

On recovering missing values for discrete time signals with finite sets of spectrum degeneracy. - Nikolai Dokuchaev 001 (Digit. Signal Process., 2021)

On Data Compression and Recovery for Sequences Using Constraints on the Spectrum Range. - N. G. Dokuchaev 001 (Probl. Inf. Transm., 2021)

Predictors for high frequency processes based on rational polynomials approximation of periodic exponentials. - Nikolai Dokuchaev 001 (CoRR, 2022)

On Recovery of Discrete Time Signals with Single-Point Spectrum Degeneracy. - Nikolai Dokuchaev 001 (Circuits Syst. Signal Process., 2022)

Optimal portfolio and certainty equivalence estimator for the appreciation rate. - Nikolai Dokuchaev 001 (Math. Control. Signals Syst., 2022)

Predictors for High Frequency Signals Based on Rational Polynomial Approximation of Periodic Exponentials. - Nikolai Dokuchaev 001 (Probl. Inf. Transm., 2022)

Near-ideal predictors and causal filters for discrete time signals based on causal approximations. - Nikolai Dokuchaev 001 (CoRR, 2023)

Near-Ideal Predictors and Causal Filters for Discrete-Time Signals. - Nikolai Dokuchaev 001 (Probl. Inf. Transm., 2023)

On predicting for non-vanishing continuous time signals. - Nikolai Dokuchaev 001 (CoRR, 2024)

Sampling Theorem and interpolation formula for non-vanishing signals. - Nikolai Dokuchaev 001 (CoRR, 2024)

Spectral Representation of Two-Sided Signals from ℓ∞ and Applications to Signal Processing. - N. G. Dokuchaev 001 (Probl. Inf. Transm., 2024)