CUFinder

Vadim Linetsky

Vadim Linetsky

North Western University

H-index: 40

Asia-Bangladesh

About Vadim Linetsky

Vadim Linetsky, With an exceptional h-index of 40 and a recent h-index of 24 (since 2020), a distinguished researcher at North Western University, specializes in the field of Mathematical Finance, Financial Economics.

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

Partially egalitarian portfolio selection

Portfolio Selection: A Statistical Learning Approach

High frequency automated market making algorithms with adverse selection risk control via reinforcement learning

Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound

Vadim Linetsky Information

University

Position

___

Citations(all)

5363

Citations(since 2020)

1468

Cited By

4596

hIndex(all)

40

hIndex(since 2020)

24

i10Index(all)

63

i10Index(since 2020)

43

Email

Access Email

University Profile Page

North Western University

Google Scholar

View Google Scholar Profile

Vadim Linetsky Skills & Research Interests

Mathematical Finance

Financial Economics

Top articles of Vadim Linetsky

Title

Journal

Author(s)

Publication Date

Partially egalitarian portfolio selection

Operations Research Letters

Yiming Peng

Vadim Linetsky

2024/1/1

Portfolio Selection: A Statistical Learning Approach

Yiming Peng

Vadim Linetsky

2022/11/2

High frequency automated market making algorithms with adverse selection risk control via reinforcement learning

Muchen Zhao

Vadim Linetsky

2021/11/3

Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound

Stochastic Models

Yutian Nie

Vadim Linetsky

2020/1/2

See List of Professors in Vadim Linetsky University(North Western University)