• 6 Citations
  • 2 h-Index
20032016
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Fingerprint Dive into the research topics where Oleg Leonidovich Kritski is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Iterative methods Engineering & Materials Science
Fokker Planck equation Engineering & Materials Science
Gradient methods Engineering & Materials Science
Probability density function Engineering & Materials Science
Derivatives Engineering & Materials Science
Distribution functions Engineering & Materials Science
Boundary conditions Engineering & Materials Science
Information systems Engineering & Materials Science

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Research Output 2003 2016

  • 6 Citations
  • 2 h-Index
  • 5 Conference contribution
  • 1 Article

Automatic system of detecting informed trading activities in European-style options

Moshenets, M. K. & Kritski, O. L., 10 May 2016, In : ARPN Journal of Engineering and Applied Sciences. 11, 9, p. 5727-5731 5 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

The information system of detecting the informed activities in derivative asset tradings

Kritski, O. L. & Glik, L. A., 17 Dec 2014, 2014 9th International Forum on Strategic Technology, IFOST 2014. Institute of Electrical and Electronics Engineers Inc., p. 117-123 7 p. 6991085

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Information systems
Derivatives
Costs
Gold
2 Citations (Scopus)

Processing of high frequency data with risk aversion

Kritski, O. L., 2012, Proceedings - 2012 7th International Forum on Strategic Technology, IFOST 2012. 6357629

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Processing
Asymptotic analysis
High-frequency data
Risk aversion
Methodology

Numerical determination of Frequency distribution function for 2d fokker-planck equation

Kritski, O. L., 2005, Proceedings - 9th Russian-Korean International Symposium on Science and Technology, KORUS-2005. Vol. 1. p. 72-75 4 p. 1507646

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Fokker Planck equation
Probability density function
Distribution functions
Theorem proving
Iterative methods

A high perfomance iterative algorithm of solving 2D parabolic equations

Kritski, O. L., 2004, 8th Korea-Russia International Symposium on Science and Technology - Proceedings: KORUS 2004. Vol. 2. p. 146-148 3 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Boundary conditions
Iterative methods
Derivatives