Publications 2018
The list below includes all publications by FES faculty and students, as well as units associated with FES, including ICEF, in journals indexed by Scopus (SJR) or Web of Science in the first and second quartile.
Economics and Finance (2018)
Go to Applied Mathematics and Statistics
Applied Mathematics and Statistics (2018)
Go to Economics and Finance
Subochev A., Aleskerov F., Pislyakov V. Ranking journals using social choice theory methods: A novel approach in bibliometrics
Journal of Informetrics
Chetverushkin B.N., Zlotnik A.A.
On a hyperbolic perturbation of a parabolic initial–boundary value problemApplied Mathematics Letters
Zlotnik A., Čiegis R.
A “converse” stability condition is necessary for a compact higher order scheme on non-uniform meshes for the time-dependent Schrödinger equationApplied Mathematics Letters
McMahon M., Peiris M.U., Polemarchakis H.
Journal of Economic Dynamics and Control
Murtagh F., Orlov M., Mirkin B.Qualitative Judgement of Research Impact: Domain Taxonomy as a Fundamental Framework for Judgement of the Quality of Research
Journal of Classification
Hernández C., Junca M., Moreno-Franco H.
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Insurance: Mathematics and Economics
Belomestny D., Panov V
Semiparametric estimation in the normal variance-mean mixture model
StatisticsPalamarchuk E.S.
Optimization of the Superstable Linear Stochastic System Applied to the Model with Extremely Impatient Agents
Automation and Remote Control
Zinder Y., Lazarev A.A., Musatova E.G., Tarasov I.A.
Scheduling the Two-Way Traffic on a Single-Track Railway with a Siding
Automation and Remote ControlPalamarchuk E.S.
An Analytic Study of the Ornstein–Uhlenbeck Process with Time-Varying Coefficients in the Modeling of Anomalous Diffusions
Automation and Remote Control
Derevyankin A.V., Matasov A.I.
Formalizing a Sequential Calibration Scheme for a Strapdown Inertial Navigation System
Automation and Remote ControlVexler B., Zlotnik A., Trautmann P.
On a finite element method for measure-valued optimal control problems governed by the 1D generalized wave equation [Sur une méthode d'éléments finis pour résoudre des problèmes de contrôle optimal régis par l'équation d'onde unidimensionnelle généralisée]
Comptes Rendus Mathematique
Bossy M., Jabir J.-F.
Particle approximation for Lagrangian Stochastic models with specular boundary condition
Electronic Communications in Probability