Alexander Melnikov

11 papers A 1Journal 9Unranked 1
YearRankTypeTitle / Venue / Authors
2025 A conf
STCON NIST SRE24 System: Composite Speaker Recognition Solution for Challenging Scenarios.
INTERSPEECH
Stepan Malykh, Alexander Anikin, Nikita Khmelev, Anastasia Korenevskaya, Anastasia Zorkina, Sergey Novoselov, Vladislav Marchevskiy, Vladimir Volokhov, Andrey Shulipa, Alexander Kozlov, Alexander Melnikov, Vasiliy Galyuk, Timur Pekhovskiy
2020 J jnl
Captum: A unified and generic model interpretability library for PyTorch.
CoRR
Narine Kokhlikyan, Vivek Miglani, Miguel Martin, Edward Wang, Bilal Alsallakh, Jonathan Reynolds, Alexander Melnikov, Natalia Kliushkina, Carlos Araya, Siqi Yan, Orion Reblitz-Richardson
2017 J jnl
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time.
Risk Decis. Anal.
Anna Glazyrina, Alexander Melnikov
2015 J jnl
CVaR hedging under stochastic interest rate.
Frontiers Appl. Math. Stat.
Angela Tsao, Xiang Shi, Alexander Melnikov
2015 J jnl
On macrohedging problem in semimartingale markets.
Frontiers Appl. Math. Stat.
Mohamed N. Abdelghani, Alexander Melnikov
2014 J jnl
On stocks and interest rates modeling in long-range dependent environment.
Risk Decis. Anal.
Alexander Melnikov, Yuliya Mishura
2014 J jnl
Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling.
Risk Decis. Anal.
Alexander Melnikov, Shuo Tong
2013 J jnl
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate.
Risk Decis. Anal.
Alexander Melnikov, Shuo Tong
2013 J jnl
On polynomial extension of t-distribution and its financial applications.
Risk Decis. Anal.
Hao Li, Alexander Melnikov
2011 — conf
Signal invariance and trajectory steering problem for an autonomous wheeled robot.
CDC/ECC
Vladimir A. Yakubovich, Alexander Melnikov, Anton V. Proskurnikov, Roman Luchin
2005 J jnl
On option pricing in binomial market with transaction costs.
Finance Stochastics
Alexander Melnikov, Yury G. Petrachenko