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Audrius Kabasinskas
Audrius Kabasinskas
assoc. prof.
Verified email at KTU.LT - Homepage
Title
Cited by
Cited by
Year
Alpha-stable paradigm in financial markets
A Kabašinskas, S Rachev, L Sakalauskas, W Sun, I Belovas
Journal of computational analysis and applications 11 (4), 641-668, 2009
552009
A study of stable models of stock markets
I Belov, A Kabašinskas, L Sakalauskas
Information technology and control 35 (1), 2006
532006
Review of multi-criteria decision-making methods in finance using explainable artificial intelligence
J Černevičienė, A Kabašinskas
Frontiers in artificial intelligence 5, 827584, 2022
272022
The risk–return profile of Lithuanian private pension funds
A Kabašinskas, K Šutienė, E Valakevičius
Economic research-Ekonomska istraživanja 30 (1), 1611-1629, 2017
252017
Mixed-stable models for analyzing high-frequency financial data
A Kabasinskas, L Sakalauskas, E Sun, I Belovas
Journal of Computational Analysis and Applications 14 (7), 1210-1226, 2012
232012
Calibration of Bollinger Bands parameters for trading strategy development in the Baltic stock market
A Kabasinskas, U Macys
Engineering Economics 21 (3), 2010
212010
Returns modelling problem in the Baltic equity market
I Belovas, A Kabašinskas, L Sakalauskas
Proceedings of the 5th International Conference on Operational Research …, 2006
132006
Key roles of crypto-exchanges in generating arbitrage opportunities
A Kabašinskas, K Šutienė
Entropy 23 (4), 455, 2021
122021
Stable mixture model with dependent states for financial return series exhibiting short histories and periods of strong passivity
A Kabasinskas, ST Rachev, L Sakalauskas, W Sun, I Belovas
Journal of computational analysis and applications 12 (1), 268-292, 2010
112010
A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania
A Kabašinskas, F Maggioni, K Šutienė, E Valakevičius
Annals of Operations Research 279, 43-70, 2019
102019
Warehouses consolidation in the logistic clusters: food industry’s case
V Navickas, S Baskutis, V Gruzauskas, A Kabasinskas
Polish Journal of Management Studies 14, 2016
92016
Finansinių rinkų statistinė analizė ir statistinio modeliavimo metodai
A Kabašinskas
Daktaro disertacija, 2007
92007
A stochastic dominance approach to pension-fund selection
M Kopa, A Kabašinskas, K Šutienė
IMA Journal of Management Mathematics 33 (1), 139-160, 2022
62022
On the modelling of stagnation intervals in emerging stock markets, Computer Data Analysis and Modeling: Complex Stochastic Data and Systems
I Belovas, A Kabasinskas, L Sakalauskas
Proceedings of the 8th International Conference, Minsk, 52-56, 2007
62007
Dominance-based decision rules for pension fund selection under different distributional assumptions
A Kabašinskas, K Šutienė, M Kopa, K Lukšys, K Bagdonas
Mathematics 8 (5), 719, 2020
42020
Kovariantiškumas ir kodiferencija sudarant optimalų vertybinių popierių portfelį
I Belovas, A Kabašinskas, L Sakalauskas
Vilniaus universiteto leidykla, 2007
42007
Vertybinių popierių rinkos stabiliųjų modelių tyrimas
I BELOVAS, A KABAŠINSKAS, L Sakalauskas
Iš Informacinės technologijos, 439-462, 2005
42005
Projections of pension benefits in supplementary pension saving scheme in Slovakia
M Mešťan, I Králik, M Žofaj, N Karkošiaková, A Kabašinskas
Central European Journal of Operations Research 29, 687-712, 2021
32021
Estimation of VaR and CVaR from financial data using simulated alpha-stable random variables
K Sutiene, A Kabasinskas, D Strebeika, M Kopa, R Reichardt
Proceedings of the 28th European Simulation and Modelling Conference-ESM, 22-24, 2014
32014
An Overview-Stress Test Designs for the Evaluation of AI and ML Models Under Shifting Financial Conditions to Improve the Robustness of Models
J Osterrieder, V Arakelian, IF Coita, B Hadji-Misheva, A Kabasinskas, ...
Available at SSRN 4634266, 2023
22023
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Articles 1–20