Alpha-stable paradigm in financial markets A Kabašinskas, S Rachev, L Sakalauskas, W Sun, I Belovas Journal of computational analysis and applications 11 (4), 641-668, 2009 | 56 | 2009 |
A study of stable models of stock markets I Belov, A Kabašinskas, L Sakalauskas Information technology and control 35 (1), 2006 | 51 | 2006 |
Review of multi-criteria decision-making methods in finance using explainable artificial intelligence J Černevičienė, A Kabašinskas Frontiers in artificial intelligence 5, 827584, 2022 | 44 | 2022 |
The risk–return profile of Lithuanian private pension funds A Kabašinskas, K Šutienė, E Valakevičius Economic research-Ekonomska istraživanja 30 (1), 1611-1629, 2017 | 29 | 2017 |
Mixed-stable models for analyzing high-frequency financial data A Kabasinskas, L Sakalauskas, E Sun, I Belovas Journal of Computational Analysis and Applications 14 (7), 1210-1226, 2012 | 23 | 2012 |
Calibration of Bollinger Bands parameters for trading strategy development in the Baltic stock market A Kabasinskas, U Macys Engineering Economics 21 (3), 2010 | 23 | 2010 |
Key roles of crypto-exchanges in generating arbitrage opportunities A Kabašinskas, K Šutienė Entropy 23 (4), 455, 2021 | 19 | 2021 |
Explainable artificial intelligence (XAI) in finance: A systematic literature review J Černevičienė, A Kabašinskas Artificial Intelligence Review 57 (8), 216, 2024 | 15 | 2024 |
Returns modelling problem in the Baltic equity market I Belovas, A Kabašinskas, L Sakalauskas Proceedings of the 5th International Conference on Operational Research …, 2006 | 13 | 2006 |
A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania A Kabašinskas, F Maggioni, K Šutienė, E Valakevičius Annals of Operations Research 279, 43-70, 2019 | 12 | 2019 |
Stable mixture model with dependent states for financial return series exhibiting short histories and periods of strong passivity A Kabasinskas, ST Rachev, L Sakalauskas, W Sun, I Belovas Journal of computational analysis and applications 12 (1), 268-292, 2010 | 11 | 2010 |
Warehouses consolidation in the logistic clusters: food industry’s case V Navickas, S Baskutis, V Gruzauskas, A Kabasinskas Polish Journal of Management Studies 14, 2016 | 9 | 2016 |
Finansinių rinkų statistinė analizė ir statistinio modeliavimo metodai A Kabašinskas Daktaro disertacija, 2007 | 9 | 2007 |
Mitigating digital asset risks HW Teng, WK Härdle, J Osterrieder, LJ Baals, VG Papavassiliou, ... | 6 | 2023 |
On the modelling of stagnation intervals in emerging stock markets, Computer Data Analysis and Modeling: Complex Stochastic Data and Systems I Belovas, A Kabasinskas, L Sakalauskas Proceedings of the 8th International Conference, Minsk, 52-56, 2007 | 6 | 2007 |
An Overview-stress test designs for the evaluation of AI and ML Models under shifting financial conditions to improve the robustness of models J Osterrieder, V Arakelian, IF Coita, B Hadji-Misheva, A Kabasinskas, ... Available at SSRN 4634266, 2023 | 5 | 2023 |
A stochastic dominance approach to pension-fund selection M Kopa, A Kabašinskas, K Šutienė IMA Journal of Management Mathematics 33 (1), 139-160, 2022 | 5 | 2022 |
Dominance-based decision rules for pension fund selection under different distributional assumptions A Kabašinskas, K Šutienė, M Kopa, K Lukšys, K Bagdonas Mathematics 8 (5), 719, 2020 | 5 | 2020 |
Enhancing portfolio management using artificial intelligence: literature review K Sutiene, P Schwendner, C Sipos, L Lorenzo, M Mirchev, P Lameski, ... Frontiers in Artificial Intelligence 7, 1371502, 2024 | 4 | 2024 |
Estimation of VaR and CVaR from financial data using simulated alpha-stable random variables K Sutiene, A Kabasinskas, D Strebeika, M Kopa, R Reichardt Proceedings of the 28th European Simulation and Modelling Conference-ESM, 22-24, 2014 | 4 | 2014 |