8 citations · 13 across the 5 of their papers we have counts for
5 papers
Periodic Sequences of Arbitrage: A Tale of Four Currencies
Rod Cross, Victor Kozyakin, Brian O'Callaghan +2
This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we find that arbitrage o…
Sequences of Arbitrages
Victor Kozyakin, Brian O'Callaghan, Alexei Pokrovskii
The goal of this article is to understand some interesting features of sequences of arbitrage operations, which look relevant to various processes in Economics and Finances. In the…
Quasi-Controllability and Estimates of Amplitudes of Transient Regimes in Discrete Systems
V. Kozyakin, N. Kuznetsov, A. Pokrovskii
Families of regimes for discrete control systems are studied possessing a special quasi-controllability property that is similar to the Kalman controllability property. A new appro…
Transients in quasi-controllable systems. Overshooting, stability and instability
V. S. Kozyakin, N. A. Kuznetsov, A. V. Pokrovskii
Families of regimes for control systems are studied possessing the so called quasi-controllability property that is similar to the Kalman controllability property. A new approach i…
Topological methods in analysis of periodic and chaotic canard-type trajectories
Alexei V. Pokrovskii, Alexey A. Pokrovskiy, Andrey Zhezherun
We investigate the role of topological methods in the analysis of canard-type periodic and chaotic trajectories. In the first part of the paper, we apply topological degree to the…