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Vladislav Malyshkin

Personal Details

First Name:Vladislav
Middle Name:
Last Name:Malyshkin
Suffix:
RePEc Short-ID:pma2813
http://www.ioffe.ru/LNEPS/malyshkin/code.html

Affiliation

ФТИ им. А.Ф.Иоффе (Ioffe Institute)

http://www.ioffe.ru/
St. Petersburg, Russia

Research output

as
Jump to: Working papers

Working papers

  1. Vladislav Gennadievich Malyshkin, 2019. "Market Dynamics: On Directional Information Derived From (Time, Execution Price, Shares Traded) Transaction Sequences," Papers 1903.11530, arXiv.org, revised May 2019.
  2. Vladislav Gennadievich Malyshkin, 2017. "Market Dynamics. On A Muse Of Cash Flow And Liquidity Deficit," Papers 1709.06759, arXiv.org, revised Mar 2019.
  3. Vladislav Gennadievich Malyshkin & Ray Bakhramov, 2016. "Market Dynamics vs. Statistics: Limit Order Book Example," Papers 1603.05313, arXiv.org, revised Mar 2016.
  4. Vladislav Gennadievich Malyshkin, 2016. "Market Dynamics. On Supply and Demand Concepts," Papers 1602.04423, arXiv.org.
  5. Vladislav Gennadievich Malyshkin & Ray Bakhramov, 2015. "Mathematical Foundations of Realtime Equity Trading. Liquidity Deficit and Market Dynamics. Automated Trading Machines," Papers 1510.05510, arXiv.org, revised Dec 2016.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Vladislav Gennadievich Malyshkin, 2019. "Market Dynamics: On Directional Information Derived From (Time, Execution Price, Shares Traded) Transaction Sequences," Papers 1903.11530, arXiv.org, revised May 2019.

    Cited by:

    1. Linda Boudjemila & Alexander Bobyl & Vadim Davydov & Vladislav Malyshkin, 2022. "On a Moving Average with Internal Degrees of Freedom," Papers 2211.14075, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (4) 2015-10-25 2016-04-04 2017-09-24 2019-04-01. Author is listed

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