Search

Your search keyword '"Azhmyakov, Vadim"' showing total 213 results
Start Over Author "Azhmyakov, Vadim"
213 results on '"Azhmyakov, Vadim"'

1. Detection of sources of network attacks based on the data sampling

Author

Sagatov, Evgeny S., Sukhov, Andrei Mikhailovich, and Azhmyakov, Vadim V.

Subjects
thresholds for detecting ddos attacks, sflow data sampling, rank distributions in network security, Mathematics, QA1-939
Abstract

This article defines the rules for finding the threshold values for the main network variables used to detect network intrusions under conditions of limited data sampling. The sFlow technology operates with a limited sample of packets, and one packet out of 50 can be analyzed, but this value can reach 5000. The main conclusion is that the product of the threshold value and sample resolution remains a constant value. The article defines the size of the maximum resolution, at which an attack with a given threshold can be detected. Based on the experimental data, this hypothesis was tested; considering the experimental error, it was verified.

Published
2024
Full Text
View/download PDF

7. Advanced Statistical Analysis of the Predicted Volatility Levels in Crypto Markets.

Author

Azhmyakov, Vadim, Shirokov, Ilya, and Guzman Trujillo, Luz Adriana

Subjects
FINANCIAL risk management, BOARDS of trade, STATISTICAL models, STATISTICS, STOCHASTIC models, FINANCIAL risk
Abstract

Our paper deals with an advanced statistical tool for the volatility prediction problem in financial (crypto) markets. First, we consider the conventional GARCH-based volatility models. Next, we extend the corresponding GARCH-based forecasting and calculate a specific probability associated with the predicted volatility levels. As the probability evaluation is based on a stochastic model, we develop an advanced data-driven estimation of this probability. The novel statistical estimation we propose uses real market data. The obtained analytical results for the statistical probability of the levels are also discussed in the framework of the integrated volatility concept. The possible application of the established probability estimation approach to the volatility clustering problem is also mentioned. Our paper includes a concrete implementation of the proposed volatility prediction tool and considers a novel trading and volatility estimation module for crypto markets recently developed by the 1ex Trading Board group in collaboration with GoldenGate Venture. We also briefly discuss the possible application of a model combined with the data-driven volatility prediction methodology to financial risk management. [ABSTRACT FROM AUTHOR]

Published
2024
Full Text
View/download PDF

8. Advances of Implicit Description Techniques in Modelling and Control of Switched Systems

Author

Bonilla Estrada, Moisés, Malabre, Michel, Azhmyakov, Vadim, Allgöwer, Frank, Series Editor, Morari, Manfred, Series Editor, Fleming, P., Advisory Editor, Kokotovic, P., Advisory Editor, Kurzhanski, A. B., Advisory Editor, Kwakernaak, H., Advisory Editor, Rantzer, A., Advisory Editor, Tsitsiklis, J. N., Advisory Editor, Zattoni, Elena, editor, Perdon, Anna Maria, editor, and Conte, Giuseppe, editor

Published
2020
Full Text
View/download PDF

16. Robust State Feedback Control

Author

Poznyak, Alexander, Polyakov, Andrey, Azhmyakov, Vadim, Başar, Tamer, Series editor, Poznyak, Alexander, Polyakov, Andrey, and Azhmyakov, Vadim

Published
2014
Full Text
View/download PDF

21. Mathematical Background

Author

Poznyak, Alexander, Polyakov, Andrey, Azhmyakov, Vadim, Başar, Tamer, Series editor, Poznyak, Alexander, Polyakov, Andrey, and Azhmyakov, Vadim

Published
2014
Full Text
View/download PDF

22. Introduction

Author

Poznyak, Alexander, Polyakov, Andrey, Azhmyakov, Vadim, Başar, Tamer, Series editor, Poznyak, Alexander, Polyakov, Andrey, and Azhmyakov, Vadim

Published
2014
Full Text
View/download PDF

23. Bounded Robust Control

Author

Poznyak, Alexander, Polyakov, Andrey, Azhmyakov, Vadim, Başar, Tamer, Series editor, Poznyak, Alexander, Polyakov, Andrey, and Azhmyakov, Vadim

Published
2014
Full Text
View/download PDF

40. On the Maximum Principle for Impulsive Hybrid Systems

Author

Azhmyakov, Vadim, Attia, Sid Ahmed, Raisch, Jörg, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Doug, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Egerstedt, Magnus, editor, and Mishra, Bud, editor

Published
2008
Full Text
View/download PDF

41. Necessary Optimality Conditions for a Class of Hybrid Optimal Control Problems

Author

Azhmyakov, Vadim, Attia, Sid Ahmed, Gromov, Dmitry, Raisch, Jörg, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Rangan, C. Pandu, editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Doug, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Bemporad, Alberto, editor, Bicchi, Antonio, editor, and Buttazzo, Giorgio, editor

Published
2007
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results