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Ivan P. Yamshchikov

Visiting Associate Professor
Departamento
Mathematics
Área Científica
Mathematical Analysis and Financial Mathematics
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Educação

2012 Master, Mathematics, Theoretical and Mathematical Physics
St Petersburg State University of Economics (Russia)
2011 Master, Mathematics, Financial Mathematics
University of Halmstad (Sweden)
2008 Bachelor, Mathematics, Mathematical Physics
St Petersburg State University of Economics (Russia)

Publicações e Citações

Journal article
Ano Título / Publicação Link
2020 Paranoid Transformer: Reading Narrative of Madness as Computational Approach to Creativity
Future Internet
Ver
2020 Music generation with variational recurrent autoencoder supported by history
SN Applied Sciences
Ver
2019 Learning Literary Style End-to-end with Artificial Neural Networks
Advances in Science, Technology and Engineering Systems Journal
Ver
2018 Government and Corruption: Scylla and Charybdis
International Journal of Public Administration
Ver
2017 Optimization problem for a portfolio with an illiquid asset: Lie group analysis
Journal of Mathematical Analysis and Applications
Ver

Ensino

Semester Curso Graduação Coordenação
Financial Data Science Mestrado Bolonha em Finanças - Finance Yes
Stochastic Finance in Continuous Time Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Mathematical Finance - Mathematical Finance Yes
Stochastic Finance in Continuous Time Mestrado Bolonha em Mathematical Finance - Mathematical Finance Yes
Financial Forecasting Mestrado Bolonha em Finanças - Finance Yes
Stochastic Finance in Continuous Time Mestrado Bolonha em Mathematical Finance - Mathematical Finance, Mestrado Bolonha em Finanças - Finance Yes

Ano Student Name / Título / Institution Supervision Type Link
2021/2022 VLADYSLAV KOLTUN
-Pump it: Twitter Sentiment Analysis for Cryptocurrency Price Prediction
ISEG - Instituto de Economia e Gestão
Master Ver