Pavel V. Shevchenko

According to our database, Pavel V. Shevchenko authored at least 5 papers between 2011 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach.

Aleksandar Arandjelovic, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor André Myrvoll

CoRR, 2024

2023

The nature of losses from cyber-related events: risk categories and business sectors.

Pavel V. Shevchenko, Jiwook Jang, Matteo Malavasi, Gareth W. Peters, Georgy Sofronov, Stefan Trück

J. Cybersecur., January, 2023

2019

The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion.

Spiridon I. Penev, Pavel V. Shevchenko, Wei Wu

Eur. J. Oper. Res., 2019

2017

Forecasting covariance for optimal carry trade portfolio allocations.

Matthew Ames, Guillaume Bagnarosa, Gareth W. Peters, Pavel V. Shevchenko, Tomoko Matsui

Proceedings of the 2017 IEEE International Conference on Acoustics, 2017

2011

A short tale of long tail integration.

Xiaolin Luo, Pavel V. Shevchenko

Numer. Algorithms, 2011