84 citations · 204 across the 29 of their papers we have counts for
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q-fin.GN2015
A Dynamic Model of Functioning of a Bank
Oleg Malafeyev, Achal Awasthi
In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the descriptio…
q-fin.ST2015★ 2 cited
Is the Indian Stock Market efficient - A comprehensive study of Bombay Stock Exchange Indices
Achal Awasthi, Oleg Malafeyev
How an investor invests in the market is largely influenced by the market efficiency because if a market is efficient, it is extremely difficult to make excessive returns because i…
math.OC2015★ 84 cited
Mean field game model of corruption
Vassili N. Kolokoltsov, Oleg A. Malafeyev
A simple model of corruption that takes into account the effect of the interaction of a large number of agents by both rational decision making and myopic behavior is developed. It…