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Publications by Nikolay Timofeev

Estimation of Loan Portfolio Risk on the Basis of Markov Chain Model

IFIP Advances in Information and Communication Technology

Computer Networks

Information Systems

English

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Maximum Likelihood Estimation of the Markov Chain Model With Macro Data and the Ecological Inference Model

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Selection of an Optimal Loan and Deposit Portfolio Based on the Bank’s Parametric Model

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The Effects of Macroeconomic Conditions on Loan Portfolio Credit Risk and Banking System Interest Income

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Loan Portfolio Optimization by Hierarchical Model of Multicriterial Decision Making

Financial and credit activity: problems of theory and practice

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Portfolio Management With Cryptocurrencies: The Role of Estimation Risk

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Portfolio Management With Cryptocurrencies: The Role of Estimation Risk

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A Markov Chain Model Checker

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Counterparty Risk on a CDS in a Markov Chain Copula Model With Joint Defaults

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Estimation of the Transition Matrix in Markov Chain Model of Customer Lifetime Value Using Flower Pollination Algorithm

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