1 citations · 2 across the 3 of their papers we have counts for
3 papers
Hybrid Graph Embedding Techniques in Estimated Time of Arrival Task
Vadim Porvatov, Natalia Semenova, Andrey Chertok
Recently, deep learning has achieved promising results in the calculation of Estimated Time of Arrival (ETA), which is considered as predicting the travel time from the start point…
A note on functional limit theorems for compound Cox processes
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +2
An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox…
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +1
A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taki…