Arcady Novosyolov

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Active since

2008

Affiliations

Arcady Novosyolov is an author at MTS Systems (United States) specializing in computer science, stress scenario analysis, and dimensionality reduction.

Publications per year

2008–2015

Publications

Global term structure modelling using principal component analysis

Arcady Novosyolov, Daniel Satchkov · Journal of Asset Management · 2008 · 17 citations

Computing, Computer Science, Earth Sciences +3

Robust Risk Estimation and Hedging:<i>A Reverse Stress Testing Approach</i>

Yaacov Kopeliovich, Arcady Novosyolov, Daniel Satchkov et al. · The Journal of Derivatives · 2015 · 12 citations

Management, Finance, Risk Management +17

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