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Maxim Bichuch

Maxim Bichuch

Johns Hopkins University

H-index: 10

North America-United States

Contact Maxim Bichuch

About Maxim Bichuch

Maxim Bichuch, With an exceptional h-index of 10 and a recent h-index of 9 (since 2020), a distinguished researcher at Johns Hopkins University, specializes in the field of Mathematical Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

A Deep Learning Scheme for Solving Fully Nonlinear Partial Differential Equation

Deep PDE solution to BSDE

Decentralized Prediction Markets and Sports Books

Identifying optimal capacity expansion and differentiated capacity payments under risk aversion and market power: A financial Stackelberg game approach

Optimal investment with correlated stochastic volatility factors

When do you Stop Supporting your Bankrupt Subsidiary? A Systemic Risk Perspective

Prospective learning: Back to the future

Identification of Optimal Capacity Expansion and Differentiated Capacity Payments Under Risk Aversion

Maxim Bichuch Information

University

Position

___

Citations(all)

388

Citations(since 2020)

233

Cited By

247

hIndex(all)

10

hIndex(since 2020)

9

i10Index(all)

12

i10Index(since 2020)

8

Email

University Profile Page

Google Scholar

Maxim Bichuch Skills & Research Interests

Mathematical Finance

Top articles of Maxim Bichuch

A Deep Learning Scheme for Solving Fully Nonlinear Partial Differential Equation

2024

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Ke Chen
Ke Chen

H-Index: 6

Deep PDE solution to BSDE

Digital Finance

2023/11/18

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Decentralized Prediction Markets and Sports Books

arXiv preprint arXiv:2307.08768

2023/7/17

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Zachary Feinstein
Zachary Feinstein

H-Index: 11

Identifying optimal capacity expansion and differentiated capacity payments under risk aversion and market power: A financial Stackelberg game approach

Energy Economics

2023/4/1

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Optimal investment with correlated stochastic volatility factors

Mathematical Finance

2023/4

Maxim Bichuch
Maxim Bichuch

H-Index: 9

When do you Stop Supporting your Bankrupt Subsidiary? A Systemic Risk Perspective

arXiv preprint arXiv:2201.12731

2022/1/30

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Prospective learning: Back to the future

arXiv e-prints

2022/1

Leyla Isik
Leyla Isik

H-Index: 10

John W Krakauer
John W Krakauer

H-Index: 58

Ralph Etienne-Cummings
Ralph Etienne-Cummings

H-Index: 26

Randal Burns
Randal Burns

H-Index: 29

Thomas Hartung
Thomas Hartung

H-Index: 59

Lena Smirnova
Lena Smirnova

H-Index: 23

Paul Worley
Paul Worley

H-Index: 21

Alena Savonenko
Alena Savonenko

H-Index: 22

Ian Phillips
Ian Phillips

H-Index: 18

Rene Vidal
Rene Vidal

H-Index: 60

Jeremias Sulam
Jeremias Sulam

H-Index: 13

Adam Charles
Adam Charles

H-Index: 11

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Archana Venkataraman
Archana Venkataraman

H-Index: 13

Chen Li
Chen Li

H-Index: 6

Nitish Thakor
Nitish Thakor

H-Index: 56

Brian Caffo
Brian Caffo

H-Index: 47

Tilak Ratnanather
Tilak Ratnanather

H-Index: 21

Seung-Eon Roh
Seung-Eon Roh

H-Index: 9

Meghana Madhyastha
Meghana Madhyastha

H-Index: 2

Jayanta Dey
Jayanta Dey

H-Index: 3

Pratik Chaudhari
Pratik Chaudhari

H-Index: 12

Anna Schapiro
Anna Schapiro

H-Index: 16

Dinesh Jayaraman
Dinesh Jayaraman

H-Index: 19

Eric Eaton
Eric Eaton

H-Index: 19

Michael Platt
Michael Platt

H-Index: 51

Lyle Ungar
Lyle Ungar

H-Index: 59

Leila Wehbe
Leila Wehbe

H-Index: 9

Adam Kepecs
Adam Kepecs

H-Index: 30

Gabriel Silva
Gabriel Silva

H-Index: 1

Francesca Puppo
Francesca Puppo

H-Index: 8

Julia Brown
Julia Brown

H-Index: 6

Chris White
Chris White

H-Index: 1

Weiwei Yang
Weiwei Yang

H-Index: 4

Identification of Optimal Capacity Expansion and Differentiated Capacity Payments Under Risk Aversion

Available at SSRN 4002800

2022

Maxim Bichuch
Maxim Bichuch

H-Index: 9

A repo model of fire sales with VWAP and LOB pricing mechanisms

European Journal of Operational Research

2022/1/1

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Zachary Feinstein
Zachary Feinstein

H-Index: 11

Model-free learning of regions of attraction via recurrent sets

2022/12/6

Yue Shen
Yue Shen

H-Index: 53

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Enrique Mallada
Enrique Mallada

H-Index: 21

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance

arXiv preprint arXiv:2210.01227

2022/10/3

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Zachary Feinstein
Zachary Feinstein

H-Index: 11

Endogenous inverse demand functions

Operations Research

2022/9

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Zachary Feinstein
Zachary Feinstein

H-Index: 11

Decentralized Payment Clearing using Blockchain and Optimal Bidding

European Journal of Operational Research

2023/8/16

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Zachary Feinstein
Zachary Feinstein

H-Index: 11

Optimal Electricity Distribution Pricing under Risk and High Photovoltaics Penetration

Available at SSRN 3701852

2020/9/29

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Optimal Switching between Locking Down and Opening the Economy Because of an Infection

Available at SSRN 3728118

2020/11/10

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Systemic Risk: the Effect of Market Confidence

International Journal of Theoretical and Applied Finance (IJTAF)

2020/9/29

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Ke Chen
Ke Chen

H-Index: 6

Robust XVA

Mathematical Finance

2020/7

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Agostino Capponi
Agostino Capponi

H-Index: 15

Stephan Sturm
Stephan Sturm

H-Index: 7

On the Value of Energy Storage in Generation Cost Reduction

2020/5/12

Yue Shen
Yue Shen

H-Index: 53

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Enrique Mallada
Enrique Mallada

H-Index: 21

The learning premium

Mathematics and Financial Economics

2020/1/1

Maxim Bichuch
Maxim Bichuch

H-Index: 9

Paolo Guasoni
Paolo Guasoni

H-Index: 16

See List of Professors in Maxim Bichuch University(Johns Hopkins University)