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researcher

G. Temnov

3 papers hereh-index 5120 citations15 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • last author2

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.RM1
  • q-fin.TR1
  • stat.ME1
same name
  • G. Temnov — 3 papers, h 3
  • G. Temnov — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092015
most citedModeling operational risk data reported above a time-varying threshold

1 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

q-fin.TR2015★ 1 cited

Analysis of Ornstein-Uhlenbeck process stopped at maximum drawdown and application to trading strategies with trailing stops

Grigory Temnov

We propose a strategy for automated trading, outline theoretical justification of the profitability of this strategy and overview the hypothetical results in application to currenc…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.