08.00.13 (Mathematical and instrumental methods of economics)
Birth date:
24.03.1960
Keywords:
econonetrics,
data analisys.
Subject:
econonetrics,
data analisys
Main publications:
S. P. Sidorov, A. Revutskiy, A. Faizliev, Eu. Korobov, V. Balash, “Stock Volatility Modelling with Augmented GARCH Model with Jumps”, IAENG International Journal of Applied Mathematics, 44:4 (2014), 212-220
S.P. Sidorov, A.R. Faizliev, V.A. Balash, A.A. Gudkov, A.Z. Chekmareva, M. Levshunov, S.V. Mironov, QAP analysis of company co-mention network, including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Lecture Notes in Computer Science, 10836, 2018
S. Sidorov, A. Faizliev, V. Balash, “Measuring long-range correlations in news flow intensity time series”, International Journal of Modern Physics C, 28:8 (2017), 1750103
S.P. Sidorov, A.R. Faizliev, V.A. Balash, “A long memory property of economic and financial news flows”, International Journal of Data Analysis Techniques and Strategies, 10:4 (2018), 406–420
S. Sidorov, A. Faizliev, V. Balash, “Fractality and multifractality analysis of news sentiments time series”, IAENG International Journal of Applied Mathematics, 48:1 (2018), 90–97
7.
S. Sidorov, A. Faizliev, V. Balash, “Long range correlation in time series of news sentiments”, Lecture Notes in Engineering and Computer Science, 2230, 2017, 549–554
8.
S.P. Sidorov, A.R. Faizliev, V.A. Balash, “Scale invariance of news flow intensity time series”, Nonlinear Phenomena in Complex Systems, 19:4 (2016), 368–377
9.
S.P. Sidorov, A. Revutskiy, A. Faizliev, E. Korobov, V. Balash, “GARCH Model With Jumps: Testing the Impact of News Intensity on Stock Volatility”, Lecture Notes in Engineering and Computer Science, 1, 2014, 110–115
10.
S.P. Sidorov, A. Revutskiy, A. Faizliev, E. Korobov, V. Balash, “Stock Volatility Modelling With Augmented Garch Model With Jumps”, IAENG International Journal of Applied Mathematics, 44:4 (2014), 212–220
11.
S.P. Sidorov, V. Balash, “Estimates of divided differences of real-valued functions defined with a noise”, International Journal of Pure and Applied Mathematics, 76:1 (2012), 95–106