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Крицкий Олег Леонидович
Кандидат физико-математических наук

Отделение математики и математической физики, Доцент

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The primary objectives of my scientific filed of interests are as follows (other mathematical topics are not excluded): options, behavioural finance, behavioral mathematics, pricing discovery, portfolio theory, asset allocation etc.

• Moshenets M.K., Kritski O.L. Automatic system of detecting informed trading activities in European-style options, 2016. — Vol. 11, №9. — P. 5727-5731
ARPN Journal of Engineering and Applied Sciences
Kritski O.L., Glik L.A. Assessing of information matrix coefficients for high-frequency FOREX data: Complex of programms, TPU. - №I15020584128
• Glik L.A., Kritski O.L. Defining the activities of informed traders in stock markets// Financial Analytics, 2015, 10. P. 41-49
Defining the activities of informed traders in stock markets
• Kineva M.P., Kritski O.L. Asymptotic assessment of distribution moments of price increments for pair USD/RUB [Electronic resource]// IT in Science, Management, Social Sphere and Medicine, 19-22, May 2015, Tomsk, TPU. P. 8-10.
• Kineva M. O. , Kritsky O. L. Unacceptance of risk of investors in case of trade in options [Electronic resorces]
1. Kineva M. O. , Kritsky O. L. Unacceptance of risk of investors in case of trade in options [Electronic resorces]// Proceedings..., TPU Press, 2104, V. 1, P. 234-235
• Kritski O.L. Processing of High Frequency Data with Risk Aversion// 7th International Forum on Strategic Technology (IFOST-2012), Tomsk, 2012, TPU Press, Vol. 1, P. 602-607
SCOPUS publication
• Kritsky O. L. , Glik L. A. The information system of detecting the informed activities in derivative asset tradings/ 9th International Forum on Strategic Technology (IFOST-2014): Proceedings, Chittagong, October 21-23, 2014. - Chittagong
SCOPUS rated
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