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Artem'ev, Sergei Semenovich
Statistics Math-Net.Ru
Total publications: 31
Scientific articles: 29

Number of views:
This page:2282
Abstract pages:13290
Full texts:5948
References:1164
Professor
Doctor of physico-mathematical sciences (1991)
Speciality: 01.01.07 (Computing mathematics)
E-mail:
Website: https://icmmg.nsc.ru/en/node/2065

https://www.mathnet.ru/eng/person28224
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/213538

Publications in Math-Net.Ru Citations
2017
1. S. S. Artemiev, M. A. Yakunin, “Parametric analysis of the oscillatory solutions to SDEs with Wiener and Poisson components by a Monte Carlo method”, Sib. Zh. Ind. Mat., 20:2 (2017),  3–14  mathnet  elib; J. Appl. Industr. Math., 11:2 (2017), 157–167  scopus 3
2016
2. S. S. Artemiev, A. A. Ivanov, “Analysis of the influence of random noises for self-oscillating chemical reactions by a Monte-Carlo method on supercomputers”, Sib. Zh. Ind. Mat., 19:4 (2016),  15–21  mathnet  mathscinet  elib; J. Appl. Industr. Math., 10:4 (2016), 468–473  scopus
3. S. S. Artemiev, M. A. Yakunin, “Analysis of the accuracy of estimates of the first moments of solving SDE with Wiener and Poisson components by Monte Carlo method”, Sib. Zh. Vychisl. Mat., 19:1 (2016),  33–45  mathnet  mathscinet  elib; Num. Anal. Appl., 9:1 (2016), 24–33  isi  elib  scopus 1
2015
4. T. A. Averina, S. S. Artemiev, D. D. Smirnov, “Numerical analysis of stochastic models for longitudinal motion missiles Monte Carlo on supercomputer”, Sib. Zh. Ind. Mat., 18:3 (2015),  3–10  mathnet  mathscinet  elib
5. S. S. Artemiev, A. A. Ivanov, “Analysis of the effect of random noise on the strange attractors of Monte Carlo on a supercomputer”, Sib. Zh. Vychisl. Mat., 18:2 (2015),  121–134  mathnet  mathscinet  elib; Num. Anal. Appl., 8:2 (2015), 101–112  scopus 2
6. S. S. Artemiev, A. A. Ivanov, D. D. Smirnov, “New frequency characteristics of the numerical solution to stochastic differential equations”, Sib. Zh. Vychisl. Mat., 18:1 (2015),  15–26  mathnet  mathscinet  elib; Num. Anal. Appl., 8:1 (2015), 13–22  scopus 4
2013
7. S. S. Artemiev, V. D. Korneev, M. A. Yakunin, “Numerical solution to stochastic differential equations with a random structure on supercomputers”, Sib. Zh. Vychisl. Mat., 16:4 (2013),  303–311  mathnet  mathscinet  elib; Num. Anal. Appl., 6:4 (2013), 261–267  scopus 2
2012
8. S. S. Artemiev, A. A. Ivanov, V. D. Korneev, “Numerical analysis of stochastic oscillators on supercomputers”, Sib. Zh. Vychisl. Mat., 15:1 (2012),  31–43  mathnet  elib; Num. Anal. Appl., 5:1 (2012), 25–35  scopus 7
2011
9. S. S. Artem'ev, Yu. I. Ashchepkova, M. A. Yakunin, “A credit risk estimate for long-term financial flows basing on statistical modeling”, Sib. Zh. Ind. Mat., 14:2 (2011),  45–54  mathnet  mathscinet
10. S. S. Artemiev, V. D. Korneev, “Numerical solution to stochastic differential equations on supercomputers”, Sib. Zh. Vychisl. Mat., 14:1 (2011),  5–17  mathnet; Num. Anal. Appl., 4:1 (2011), 1–11  scopus 8
2009
11. S. S. Artem'ev, M. N. Prokaeva, A. A. Fëdorov, “The Statistical Modeling of Insurance for the Credit Risk of a Bond Portfolio”, Sib. Zh. Ind. Mat., 12:4 (2009),  3–11  mathnet
2008
12. T. A. Averina, S. S. Artem'ev, “Analysis of the accuracy of Monter Carlo methods for boundary-value problems using probabilistic representation”, Sib. Zh. Vychisl. Mat., 11:3 (2008),  239–250  mathnet; Num. Anal. Appl., 1:3 (2008), 197–206 1
13. S. S. Artem'ev, M. A. Yakunin, “Analysis of asymptotic distributions of some profitability characteristics of the trade algorithms”, Sib. Zh. Vychisl. Mat., 11:2 (2008),  115–125  mathnet; Num. Anal. Appl., 1:2 (2008), 95–104 1
14. S. S. Artem'ev, A. S. Villius, A. N. Voinov, “Stock exchange modeling with a price model involving variable variance and correlation coefficients”, Sib. Zh. Vychisl. Mat., 11:1 (2008),  19–28  mathnet; Num. Anal. Appl., 1:1 (2008), 17–24
2006
15. S. S. Artem'ev, M. A. Yakunin, “Analysis of the number of sale/purchase signals for trade algorithms”, Sib. Zh. Vychisl. Mat., 9:4 (2006),  325–334  mathnet 7
2005
16. S. S. Artem'ev, A. N. Voinov, A. E. Korsun, N. A. Serdtseva, “Parametrical analysis of trade algorithms by Monte Carlo method”, Sib. Zh. Vychisl. Mat., 8:4 (2005),  281–287  mathnet  zmath 4
17. S. S. Artem'ev, A. E. Korsun, M. A. Yakunin, “Investigation of probability characteristics for a particular trade algorithm”, Sib. Zh. Vychisl. Mat., 8:2 (2005),  101–108  mathnet  zmath 4
18. T. A. Averina, S. S. Artem'ev, “Numerical solution to stochastic differential equations with growing variance”, Sib. Zh. Vychisl. Mat., 8:1 (2005),  1–10  mathnet  zmath 2
2002
19. S. S. Artem'ev, M. A. Yakunin, “Stochastic wave models of prices of various financial instruments”, Sib. Zh. Vychisl. Mat., 5:2 (2002),  93–100  mathnet  zmath
2001
20. S. S. Artem'ev, M. A. Yakunin, “Multidimensional model of the dynamics of stock prices and the problem of constructing the investment portfolio”, Sib. Zh. Vychisl. Mat., 4:1 (2001),  13–20  mathnet  zmath 2
2000
21. S. S. Artem'ev, A. A. Nosikova, S. V. Soloboev, “Monte Carlo method for share's price modeling”, Sib. Zh. Vychisl. Mat., 3:1 (2000),  1–10  mathnet  zmath 1
1999
22. S. S. Artem'ev, M. A. Yakunin, “Estimates of the parameters in system of stochastic differential equations with linear inclusion of parameters”, Sib. Zh. Vychisl. Mat., 2:1 (1999),  1–11  mathnet  zmath 3
23. S. S. Artem'ev, M. A. Yakunin, “Estimation of parameters in a system of stochastic differential equations from discrete observations”, Sibirsk. Mat. Zh., 40:5 (1999),  987–993  mathnet  mathscinet  zmath; Siberian Math. J., 40:5 (1999), 828–833  isi 1
1994
24. S. S. Artem'ev, “Stability of numerical methods for solving stochastic differential equations”, Sibirsk. Mat. Zh., 35:6 (1994),  1210–1214  mathnet  mathscinet  zmath; Siberian Math. J., 35:6 (1994), 1070–1074  isi 4
1993
25. S. S. Artem'ev, “Mean-square stability of numerical methods for solving stochastic differential equations”, Dokl. Akad. Nauk, 333:4 (1993),  421–422  mathnet  mathscinet  zmath; Dokl. Math., 48:3 (1994), 539–542 1
1986
26. T. A. Averina, S. S. Artem'ev, “A new family of numerical methods for solving stochastic differential equations”, Dokl. Akad. Nauk SSSR, 288:4 (1986),  777–780  mathnet  mathscinet  zmath 4
27. S. S. Artem'ev, I. O. Shkurko, “An algorithm of variable order and step, based on methods of Rosenbrock type”, Zh. Vychisl. Mat. Mat. Fiz., 26:8 (1986),  1256–1258  mathnet  mathscinet  zmath; U.S.S.R. Comput. Math. Math. Phys., 26:4 (1986), 193–195 3
1978
28. S. S. Artem'ev, G. V. Demidov, “An algorithm of variable order and step for the numerical solution of stiff systems of ordinary differential equations”, Dokl. Akad. Nauk SSSR, 238:3 (1978),  517–520  mathnet  mathscinet  zmath 2
1976
29. S. S. Artem'ev, “The construction of semi-implicit Runge–Kutta methods”, Dokl. Akad. Nauk SSSR, 228:4 (1976),  776–778  mathnet  mathscinet  zmath
2014
30. B. A. Kargin, S. V. Rogazinskii, S. S. Artem'ev, S. A. Uhinov, K. K. Sabelfeld, A. V. Voitishek, V. A. Ogorodnikov, S. M. Prigarin, V. S. Antyufeev, “On the anniversary of Gennadii Alekseevich Mikhailov”, Sib. Zh. Vychisl. Mat., 17:2 (2014),  105–109  mathnet  mathscinet; Num. Anal. Appl., 7:2 (2014), 87–90
2004
31. B. A. Kargin, K. K. Sabelfeld, S. S. Artem'ev, A. V. Voitishek, “On the anniversary of Gennady Alekseevich Mikhailov”, Sib. Zh. Vychisl. Mat., 7:2 (2004),  97–101  mathnet  zmath

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