Alexey N. Rubtsov

Available identifiers

Publication	Date of Publication	Type
Restricted Boltzmann machine based on a Fermi sea	2023-02-17	Paper
Systemic Risk-Driven Portfolio Selection	2022-08-05	Paper
International portfolio choice under multi-factor stochastic volatility	2022-05-27	Paper
Dual fermion method as a prototype of generic reference-system approach for correlated fermions	2020-12-04	Paper
Analysis of the SRISK measure and its application to the Canadian banking and insurance industries	2018-12-10	Paper
Correction to: ``Analysis of the SRISK measure and its application to the Canadian banking and insurance industries	2018-12-10	Paper
Optimal investment under multi-factor stochastic volatility	2018-11-19	Paper
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity	2018-11-14	Paper
Dynamic derivative strategies with stochastic interest rates and model uncertainty	2018-08-13	Paper
Portfolio management with stochastic interest rates and inflation ambiguity	2014-12-12	Paper
Dual boson approach to collective excitations in correlated fermionic systems	2012-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q3523916	2008-09-08	Paper
Energy diffusion in strongly driven quantum chaotic systems: the role of correlations of the matrix elements	2008-02-21	Paper

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