Victor P. Shutyaev

11 papers Journal 10Unranked 1
YearRankTypeTitle / Venue / Authors
2024 J jnl
Neural Networks for Portfolio Analysis in High-Frequency Trading.
IEEE Trans. Neural Networks Learn. Syst.
Xinwei Cao, Chen Peng, Yuhua Zheng, Shuai Li, Tran Thu Ha, Victor P. Shutyaev, Vasilios N. Katsikis, Predrag S. Stanimirovic
2023 J jnl
A Bayesian-variational cyclic method for solving estimation problems characterized by non-uniqueness (equifinality).
J. Comput. Phys.
I. Yu. Gejadze, Victor P. Shutyaev, H. Oubanas, Pierre-Olivier Malaterre
2022 J jnl
4D Technology of Variational Data Assimilation for Sea Dynamics Problems.
Supercomput. Front. Innov.
Victor P. Shutyaev, Valery I. Agoshkov, Vladimir B. Zalesny, Eugene I. Parmuzin, Natalia B. Zakharova
2020 J jnl
Sensitivity of response functions in variational data assimilation for joint parameter and initial state estimation.
J. Comput. Appl. Math.
Victor P. Shutyaev, François-Xavier Le Dimet, Eugene I. Parmuzin
2019 J jnl
On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models.
J. Comput. Phys.
I. Yu. Gejadze, Pierre-Olivier Malaterre, Victor P. Shutyaev
2015 J jnl
On gauss-verifiability of optimal solutions in variational data assimilation problems with nonlinear dynamics.
J. Comput. Phys.
I. Yu. Gejadze, Victor P. Shutyaev
2012 J jnl
On Computation of the Design Function Gradient for the Sensor-Location Problem in Variational Data Assimilation.
SIAM J. Sci. Comput.
I. Yu. Gejadze, Victor P. Shutyaev
2011 J jnl
Computation of the analysis error covariance in variational data assimilation problems with nonlinear dynamics.
J. Comput. Phys.
I. Yu. Gejadze, G. J. M. Copeland, François-Xavier Le Dimet, Victor P. Shutyaev
2010 J jnl
On optimal solution error covariances in variational data assimilation problems.
J. Comput. Phys.
I. Yu. Gejadze, François-Xavier Le Dimet, Victor P. Shutyaev
2008 J jnl
On Analysis Error Covariances in Variational Data Assimilation.
SIAM J. Sci. Comput.
I. Yu. Gejadze, François-Xavier Le Dimet, Victor P. Shutyaev
2003 — conf
Solvability and Numerical Solution of Variational Data Assimilation Problems.
System Modelling and Optimization
Victor P. Shutyaev