activity
20122016
most citedPortfolio optimization in the case of an asset with a given liquidation time distribution

4 citations · 11 across the 8 of their papers we have counts for

collaborators

8 papers

math.CO2016★ 3 cited

Expanders with superquadratic growth

Antal Balog, Oliver Roche-Newton, Dmitry Zhelezov

We will prove several expanders with exponent strictly greater than . For any finite set , we prove the following six-variable expander results: \begin{alig…

math.NT2015★ 1 cited

Improved bounds for arithmetic progressions in product sets

Dmitry Zhelezov

Let be a set of natural numbers of size . We prove that the length of the longest arithmetic progression contained in the product set cannot…

math.NT2015

On sets with small additive doubling in product sets

Dmitry Zhelezov

Following the sum-product paradigm, we prove that for a set with polynomial growth, the product set cannot contain large subsets with size of order with small dou…

q-fin.PM2014★ 4 cited

Portfolio optimization in the case of an asset with a given liquidation time distribution

Ljudmila A. Bordag, Ivan P. Yamshchikov, Dmitry Zhelezov

Management of the portfolios containing low liquidity assets is a tedious problem. The buyer proposes the price that can differ greatly from the paper value estimated by the seller…

cs.MA2013★ 2 cited

A variant of the multi-agent rendezvous problem

Peter Hegarty, Anders Martinsson, Dmitry Zhelezov

The classical multi-agent rendezvous problem asks for a deterministic algorithm by which points scattered in a plane can move about at constant speed and merge at a single poin…

math.NT2013

Product sets cannot contain long arithmetic progressions

Dmitry Zhelezov

Let be a set of natural numbers of size . We prove that the length of the longest arithmetic progression contained in the product set cannot…

math.PR2012

On a property of random-oriented percolation in a quadrant

Dmitry Zhelezov

Grimmett's random-orientation percolation is formulated as follows. The square lattice is used to generate an oriented graph such that each edge is oriented rightwards (resp. upwar…

math.GR2012★ 1 cited

Can connected commuting graphs of finite groups have arbitrarily large diameter ?

Peter Hegarty, Dmitry Zhelezov

We present a family of finite, non-abelian groups and propose that there are members of this family whose commuting graphs are connected and of arbitrarily large diameter. If true,…