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20192026
most citedForecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation

7 citations · 8 across the 8 of their papers we have counts for

collaborators

11 papers

physics.gen-ph2026

An axially symmetric stationary N-center solution of Einstein's vacuum equations

Aleksandr A. Shaideman, Jesus D. Arias H, Kirill V. Golubnichiy

Using the Euclidon method, a stationary solution of Einstein's vacuum equations was obtained, describing N rotating axially symmetric masses, which in the absence of rotation descr…

math.AP2026

A Carleman Semi-Discrete Convexification Method Combined With Deep Learning for Electrical Impedance Tomography

Michael V. Klibanov, Kirill V. Golubnichiy, Benjamin Jiang

In this paper, a new semi-discrete version of the Carleman estimate-based convexification globally convergent numerical method is developed. It is used for the delivery of the star…

math.AP2025

Corruption via Mean Field Games

Michael V. Klibanov, Mikhail Yu. Kokurin, Kirill V. Golubnichiy

A new mathematical model governing the development of a corrupted hierarchy is derived. This model is based on the Mean Field Games theory. A retrospective problem for that model i…

physics.gen-ph2025

Stationary multiple euclidon solutions to the vacuum Einstein equations

Aleksandr A. Shaideman, Kirill V. Golubnichiy

The non-linear superposition of the stationary euclidon solution with an arbitrary axially symmetric stationary gravitational field on the basis of the method of variation of param…

q-fin.CP2022

Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies

Zheng Cao, Raymond Guo, Wenyu Du +2

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasti…

math.OC2022★ 1 cited

Solving the Stock Option Forecast problem by a numerical method for the Black-Scholes Equation with Machine Learning Classification Model

Benjamin Jiang, Matthieu Durieux, Kirill V. Golubnichiy

We proposed classification models that utilize the result from the Quasi-Reversibility Method, which solves the Black-Scholes equation to forecast the option prices one day in adva…