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Valeriy V. Gavrishchaka

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Journal Articles

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2006
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Valeriy V. Gavrishchaka, Supriya B. Ganguli:
Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting. Comput. Manag. Sci. 3(2): 147-160 (2006)
2003
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Valeriy V. Gavrishchaka, Supriya B. Ganguli:
Volatility forecasting from multiscale and high-dimensional market data. Neurocomputing 55(1-2): 285-305 (2003)

Conference and Workshop Papers

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2010
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Valeriy V. Gavrishchaka, Mark E. Koepke, Olga N. Ulyanova:
Boosting-based discovery of multi-component physiological indicators: applications to express diagnostics and personalized treatment optimization. IHI 2010: 790-799
2006
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Valeriy V. Gavrishchaka:
Discovery of Multi-spread Portfolio Strategies for Weakly-cointegrated Instruments Using Boosting-based Optimization. JCIS 2006

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