Modeling risk of low latency trading strategies. - Yuri Balasanov; Alexander Doynikov; Victor Korolev; Leonid Nazarov (GlobalSIP, 2013)

Estimating Risk of Dynamic Trading Strategies from High Frequency Data Flow. - Yuri Balasanov; Alexander Doynikov; Victor Lavrent'ev; Leonid Nazarov (ICDM, 2015)