34 citations · 150 across the 45 of their papers we have counts for
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math.ST2004★ 2 cited
Dynamics of Interest Rate Curve by Functional Auto-Regression
Vladislav Kargin, Alexei Onatski
The paper uses functional auto-regression to predict the dynamics of interest rate curve. It estimates the auto-regressive operator by extending methods of the reduced-rank auto-re…
quant-ph2004
Coordination Games with Quantum Information
Vladislav Kargin
The paper discusses coordination games with remote players that have access to an entangled quantum state. It shows that the entangled state cannot be used by players for communica…