Alexander Didenko

Finance University under the Government of the Russian Federation

Leningradsky avenue, 49

Moscow, 125993

Russia

  • Finance University under the Government of the Russian Federation

SCHOLARLY PAPERS

5

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550

SSRN CITATIONS

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Scholarly Papers (5)

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1.

Application of Ensemble Learning for Views Generation in Meucci Portfolio Optimization Framework

Review of Business and Economics Studies Volume 1, Number 1, 2013
Number of pages: 11 Posted: 10 Sep 2014
Alexander Didenko and Svetlana Demicheva
Finance University under the Government of the Russian Federation and Government of the Russian Federation - Financial University (Moscow Branch)
Downloads 258 (217,454)

Abstract:

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Random Forest, Ensemble Learning, Meucci portfolio optimization, fundamental analysis, technical analysis

2.

Forecasting Coherent Volatility Breakouts

Number of pages: 7 Posted: 21 Apr 2015 Last Revised: 22 Apr 2015
Alexander Didenko, Michael Dubovikov and Boris Poutko
Finance University under the Government of the Russian Federation, Independent and Finance University under the Government of the Russian Federation
Downloads 148 (359,686)

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stock market, price risk, fractal dimension, market crash, GARCH, range-based volatility models, multi-scale volatility, volatility reversals, technical analysis

3.

Innovations as Factor of Absorptive Capacity of FDI Spillovers Across Regions of Russian Federation

Review of Business and Economic Studies, Volume 2, Number 3, 2014
Number of pages: 10 Posted: 21 Sep 2014
Alexander Didenko and Tatiana Egorova
Finance University under the Government of the Russian Federation and Government of the Russian Federation - Financial University (Moscow Branch)
Downloads 65 (622,699)

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FDI, productivity spillovers, innovations, absorptive capacity, data envelopment analysis

4.

Multicriterial Assessment of RES- and Energy-Efficiency Promoting Policy Mixes for Russian Federation

Review of Business and Economics Studies Volume 1, Number 1, 2013
Number of pages: 14 Posted: 14 Sep 2014
Alexander Didenko
Finance University under the Government of the Russian Federation
Downloads 42 (757,703)

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regulatory impact assessment, multi-criteria evaluation, MCDA, AMS, MAUT, SMART, long-range energy alternatives planning (LEAP), climate policy, climate change, energy policy, mitigation/adaptation, RES promotion, energy efficiency, GHG emissions.

5.

Productivity Spillovers in the Russian Federation: The Case of Chemical Market

Review of Business and Economic Studies, Volume 2, Number 3, 2014
Number of pages: 20 Posted: 21 Sep 2014
Anastasia Kuzyaeva and Alexander Didenko
Government of the Russian Federation - Financial University (Moscow Branch) and Finance University under the Government of the Russian Federation
Downloads 37 (793,892)

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FDI, chemical industry, technology transfer, productivity spillover, international trade