Nikolai Dokuchaev - Concepedia

Author

Nikolai Dokuchaev

Also Known As

Dokuchaev, N., Dokuchaev, Nikolai, Eckhard Platen, N. Dokuchaev, N. G Dokuchaev, N. G. Dokuchaev, N.G. Dokuchaev, NIKOLAI DOKUCHAEV, Nikolai Dokuchaev, Nikolai G Dokuchaev

294

Publications

852

Citations

H-Index

Concepts

All Affiliations

Curtin University University of Limerick Trent University N.N. Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences UNSW Sydney

About

Nikolai Dokuchaev is an author at Curtin University specializing in engineering, finance, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	11	12	261
2	Business	9	9	180
3	Computer Science	2	2	50
4	Management	1	1	29
5	Data Science	1	1	56

Nikolai Dokuchaev

Publications

516

Citations

H-Index

Page 1

	Year	Citations
Stochastic Controls with Terminal Contingent Conditions Nikolai Dokuchaev, Xun Yu Zhou Journal of Mathematical Analysis and Applications Stochastic SystemStochastic ControlProbability TheoryStochastic ControlsStochastic Dynamic	1999	102
Forecasting of Realised Volatility with the Random Forests Algorithm Chuong Luong, Nikolai Dokuchaev Journal of risk and financial management Forecasting MethodologyVolatility ModelingEngineeringProbabilistic ForecastingAsset Pricing	2018	56
Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies Nikolai Dokuchaev IEEE Transactions on Signal Processing EngineeringNoise ContaminationDeterministic SettingStochastic PhenomenonDiscrete Time	2012	34
Optimal portfolio selection and compression in an incomplete market Nikolai Dokuchaev, U. G. Haussmann Quantitative Finance Mathematical ProgrammingEngineeringPortfolio ManagementPortfolio ChoicePortfolio Compression Problem	2001	29
Discrete time market with serial correlations and optimal myopic strategies Nikolai Dokuchaev European Journal of Operational Research Mathematical ProgrammingEconomicsDiscrete Time MarketComputational FinanceMarket Equilibrium	2006	25
On predictors for band-limited and high-frequency time series Nikolai Dokuchaev Signal Processing EngineeringPredictive AnalyticsForecastingTimefrequency AnalysisSignal Processing	2012	24
Backward parabolic Ito equations and the second fundamental inequality Nikolai Dokuchaev Random Operators and Stochastic Equations	2012	19
Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies Nikolai Dokuchaev Signal Processing EngineeringPhysicsHigher FrequenciesStochastic ProcessesStochastic Dynamical System	2009	18
The pricing of options in a financial market model with transaction costs and uncertain volatility Nikolai Dokuchaev, Andrey V. Savkin Journal of Multinational Financial Management EconomicsBlack-scholes ModelFinancial EconomicsOption PricingAsset Pricing	1998	17
Optimal investment strategies with bounded risks, general utilities, and goal achieving Nikolai Dokuchaev, Xun Yu Zhou Journal of Mathematical Economics EconomicsPortfolio OptimizationEngineeringBounded RisksRisk Management	2001	17

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