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Synthetic financial time series generation with regime clustering, 2023 (doi: 10.12720/jait.14.6.1372-1381)
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TRGAN: A Time-Dependent Generative Adversarial Network for Synthetic Transactional Data Generation, 2023 (in print)
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Time-dependent differential privacy for enhanced data protection in synthetic transaction generation, 2024 (in print)
Attendance in conferences, hacks, AI competitions and courses
- Spherical and Elliptical distributions - theorems and lemmas about elliptical families distributions
- Portfolio modeling - main information about portfolio theory and some optimization criteria
- Car's repair forecasting - my coursework about classification of the repairs
- Bank's capital estimation - main methods of assesment of the bank's capital
- Almost-stable distribution - relaxation methods of Linear Programming Statement of the problem of searching almost-stable distribution with the lower limit quota
- Derivatives Modelling - discussion about Black-Scholes Model
- ICCSIT - presentation for the article "Synthetic time series generation with regime clustering" on the conference ICCSIT 2023 in Paris