A short tale of long tail integration. - Xiaolin Luo; Pavel V. Shevchenko (Numer. Algorithms, 2011)

Forecasting covariance for optimal carry trade portfolio allocations. - Matthew Ames; Guillaume Bagnarosa; Gareth W. Peters; Pavel V. Shevchenko; Tomoko Matsui (ICASSP, 2017)

The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion. - Spiridon I. Penev; Pavel V. Shevchenko; Wei Wu (Eur. J. Oper. Res., 2019)

The nature of losses from cyber-related events: risk categories and business sectors. - Pavel V. Shevchenko; Jiwook Jang; Matteo Malavasi; Gareth W. Peters; Georgy Sofronov; Stefan Trück (J. Cybersecur., 2023)

Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach. - Aleksandar Arandjelovic; Pavel V. Shevchenko; Tomoko Matsui; Daisuke Murakami; Tor André Myrvoll (CoRR, 2024)

Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications. - Matteo Malavasi; Gareth W. Peters; Stefan Trück; Pavel V. Shevchenko; Jiwook Jang; Georgy Sofronov (CoRR, 2024)