Fact and Fictions in FX Arbitrage Processes, 6th International Workshop on MULTI-RATE PROCESSES & HYSTERESIS in Mathematics, Physics, Engineering and Information Sciences, MURPHYS, May 21-24, 2012, Suceava, Romania, 12 pp (talk). Download (196.4 KB)
Asymptotic behaviour of random Markov chains with tridiagonal generators, ArXiv.org e-Print archive, 11p. (accepted by the Bulletin of the Australian Mathematical Society). Go to publication
2012 year
Authors: Cross R., Kozyakin V., O'Callaghan B., Pokrovskii A., Pokrovskiy A.
Periodic Sequences of Arbitrage: A Tale of Four Currencies, Metroeconomica, 63:2 (2012), pp. 250–294. Go to publication
2012 year
Authors: Diamond P., Kloeden P., Kozyakin V., Pokrovskii A.
Semi-Hyperbolicity and Bi-Shadowing, AIMS Series on Random & Computational Dynamics no. 1, American Institute of Mathematical Sciences, 2012, xvi+217 pp., ISBN: 978-1-60133-012. Go to publication
One Idea of Pokrovskii: How to Link Economic Problems with Asynchronous Systems, Nonlinear Dynamics Conference in Memory of Alexei Pokrovskii, Ireland, University College Cork, September 5-9, 2011, 22pp. (talk, presentation)
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Finiteness Property of a Bounded Set of Matrices with Uniformly Sub-Peripheral Spectrum, Information processes, v. 11, no. 2, p. 253-261 (in Russian). Go to publication
Finiteness Property of a Bounded Set of Matrices with Uniformly Sub-Peripheral Spectrum. Journal of Communications Technology and Electronics, 2011, Vol. 56, No. 12, pp. 1564–1569 (original Russian text published in Informatsionnye Protsessy, 2011, Vol. 11, No. 2, pp. 253–261). Go to publicationDownload (216.4 KB)
2011 year
Authors: Cross R., Kozyakin V., Lang D., O’Callaghan B., Pokrovskii A., Pokrovskiy A.
Arbitrage sequences and Leijonhufvud’s corridor hypothesis, Centre d’Economie de l’Université Paris Nord , March 2011, 15pp. (submitted to Cambridge Journal of Economics) Download (192.7 KB)
A Pre-Encoding--Post-Decoding Technique for Stabilizing Asynchronously Operating Systems, Preprints of the 18th IFAC World Congress
Milano (Italy) August 28 - September 2, 2011, Vol. 18, Part 1, pp. 5855-5859. Go to publicationDownload (709.4 KB)
The dynamics of epidemiological systems with nonautonomous and random coefficients, Mathematics in Engineering, Science and Aerospace, MESA - www.journalmesa.com, Vol. 2, No. 2, pp. 105-118. Download (186.6 KB)
Asymptotic behaviour of random tridiagonal Markov chains in biological applications, Discrete and Continuous Dynamical Systems Series B, 12 pp (submitted) Go to publication
A Relaxation Scheme for Computation of the Joint Spectral Radius of Matrix Sets, Journal of Difference Equations and Applications, Volume 17 Issue 2, February 2011, 183-201 (Victor Kozyakin. (c) Taylor & Francis, 2011. This is the author’s version of the work. It is posted here by permission of Taylor & Francis for personal use, not for redistribution).
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2010 year
Authors: Cross R., Kozyakin V., O'Callaghan B., Pokrovskii A., Pokrovskiy A.
Periodic Sequences of Arbitrage: A Tale of Four Currencies, University of Strathclyde Business School, Department of Economics in its series Working Papers, 2010, No. 10-19, 30 pp. (preliminary version) Go to publication
Irreducibility measures in explicit estimation of the joint spectral radius. SciTopics (Research summaries by experts). July 15, 2010, http://www.scitopics.com/Irreducibility_measures_in_explicit_estimation_of_the_joint_spectral_radius.html
2010 year
Authors: Kozyakin V., Pokrovskii A., O'Callaghan B.
Sequences of Arbitrages, ArXiv.org e-Print archive, Apr. 2010, 18p. Go to publication
Max-Relaxation Iteration Procedure for Building of Barabanov Norms: Convergence and Examples, ArXiv.org e-Print archive, Feb. 2010, 21p. Go to publication
Polynomial Criteria for the v-Sufficiency of Jets in Classes of Finitely Smooth Mappings, Doklady Mathematics, 2010, Vol. 81, No. 1, pp. 101–104 (original Russian text published in Doklady Akademii Nauk, 2010, Vol. 430, No. 5, pp. 596–599). Download (205.5 KB)
An explicit Lipschitz constant for the joint spectral radius, Linear Algebra and Applications, Applications, 2010, 433, No. 1, 12-18. Go to publicationDownload (119.5 KB)