Nikolai Dokuchaev
Associate Professor
Department of Mathematics and Statistics
Curtin University
Australia
Biography
Nikolai Dokuchaev has Units taught in 2010-2016: Mathematical Statistics, Investment Science, Risk Analysis, Statistical Inference, Mathematical Methods, Statistical Data Analysis, Applied Statistics Served as Unit Coordinator and Lecturer in Charge for 25 different units in total (for majority of them, for more than one time). Designed 8 units and one course. Published a textbook with a major publisher. Another textbook is in press in World Scientific (see in Other Information).
Research Interest
Mathematical Finance, Statistical Finance, Signal Processing, Stochastic Analysis, Stochastic Control, Analysis of PDEs
Publications
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Dokuchaev, N.. "On the structure of multifactor optimal portfolio strategies." ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS TBA Inpress.
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Dokuchaev, N.. "A closed equation in time domain for band-limited extensions of one-sided sequences." IEEE TRANSACTIONS ON SIGNAL PROCESSING Vol: TBA Inpress.
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Dokuchaev, N.. "A pathwise inference method for the parameters of diffusion terms." JOURNAL OF NONPARAMETRIC STATISTICS TBA Inpress.
