Yuri Balasanov

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BACKGROUND While Amputee Mobility Predictor scores differ between Medicare Functional Classification Levels (K-level), this does not demonstrate that the Amputee Mobility Predictor can accurately predict K-level. OBJECTIVES To determine how accurately K-level could be predicted using the Amputee Mobility Predictor in combination with patient(More)
We consider trading strategy, which generates dynamic portfolio changing with low latency in response to changing market. Traditional approach to calculation of risk measures, like VaR or expected shortfall, does not apply in this case. We model loss as Cox process and use limit theorems for Cox processes to derive approximation for distribution of maximum(More)
This presentation describes a method of processing signals from financial markets. We analyze yields to maturity of Treasury securities. The obtained statistical model can be used as a framework for generating signals for trading and risk management of interest rate derivative products in different market environments from high frequency to low frequency.(More)
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