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Balash, Vladimir Alekseevich

Total publications: 11 (11)
in MathSciNet: 6 (6)
in zbMATH: 1 (1)
in Web of Science: 3 (3)
in Scopus: 5 (5)
Cited articles: 5
Citations: 22

Number of views:
This page:94
Professor
Doctor of economical sciences (2002)
Speciality: 08.00.13 (Mathematical and instrumental methods of economics)
Birth date: 24.03.1960
Keywords: econonetrics, data analisys.

Subject:

econonetrics, data analisys

   
Main publications:
  1. 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

https://www.mathnet.ru/eng/person142046
List of publications on Google Scholar
List of publications on ZentralBlatt

Full list of publications:
| scientific publications | by years | by types | by times cited | common list |


Citations (Crossref Cited-By Service + Math-Net.Ru)

Articles

1. 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  mathscinet
2. 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  crossref  mathscinet  scopus 1
3. S.P. Sidorov, A.R. Faizliev, V.A. Balash, A.A. Gudkov, A.Z. Chekmareva, P.K. Anikin, “Company co-mention network analysis”, Springer Proceedings in Mathematics and Statistics, 247, 2018, 341–354  crossref  scopus 3
4. 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  mathscinet
5. 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  crossref  mathscinet  adsnasa  isi  scopus 5
6. 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  mathscinet
7. S.P. Sidorov, A.R. Faizliev, V.A. Balash, E.A. Korobov, “Long-range correlation analysis of economic news flow intensity”, Physica A: Statistical Mechanics and its Applications, 444 (2016), 205–212  crossref  adsnasa  isi  scopus 6
8. 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  mathscinet
9. 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  mathscinet
10. 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  zmath

Books

11. 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  crossref  mathscinet  isi  scopus 7

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