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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
562009
A study of stable models of stock markets
I Belov, A Kabašinskas, L Sakalauskas
Information technology and control 35 (1), 2006
512006
Review of multi-criteria decision-making methods in finance using explainable artificial intelligence
J Černevičienė, A Kabašinskas
Frontiers in artificial intelligence 5, 827584, 2022
292022
The risk–return profile of Lithuanian private pension funds
A Kabašinskas, K Šutienė, E Valakevičius
Economic research-Ekonomska istraživanja 30 (1), 1611-1629, 2017
262017
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
222010
Key roles of crypto-exchanges in generating arbitrage opportunities
A Kabašinskas, K Šutienė
Entropy 23 (4), 455, 2021
172021
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
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
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
A stochastic dominance approach to pension-fund selection
M Kopa, A Kabašinskas, K Šutienė
IMA Journal of Management Mathematics 33 (1), 139-160, 2022
52022
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
Vertybinių popierių rinkos stabiliųjų modelių tyrimas
I BELOVAS, A KABAŠINSKAS, L Sakalauskas
Iš Informacinės technologijos, 439-462, 2005
42005
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
32023
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
Kovariantiškumas ir kodiferencija sudarant optimalų vertybinių popierių portfelį
I Belovas, A Kabašinskas, L Sakalauskas
Vilniaus universiteto leidykla, 2007
32007
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Articles 1–20