Slavi G. Georgiev

MaRDI QIDQ2027726zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Integration of intuitionistic fuzzy logic and modified ordinary differential equations for robust financial market forecasting Journal of Multiple-Valued Logic and Soft Computing	2026-06-10	Paper
Stochastic approaches for the multidimensional Volterra integral equation	2026-02-11	Paper
Advanced stochastic method for linear algebraic systems	2026-02-11	Paper
Novel stochastic sequences for multidimensional air pollution modelling	2026-02-11	Paper
Advanced unbiased Monte Carlo for multidimensional Fredholm integral equations	2026-02-11	Paper
An optimization approach for sensitivity analysis of UNI-DEM framework	2025-10-27	Paper
Highly accurate scrambled stochastic approaches for multidimensional sensitivity analysis in air pollution modeling	2025-04-08	Paper
Parameter recovery study of honeybee colony failure due to nutritional deficiency	2025-04-08	Paper
Improved stochastic lattice methods for large-scale air pollution model	2025-02-07	Paper
Optimization of the standard lattice sequence for multidimensional integrals regarding large-scale finance problems	2025-02-07	Paper
An improved algorithm for Fredholm integral equations	2025-02-07	Paper
Computation of the unknown time-dependent volatility of American options from integral observations	2025-02-07	Paper
Dynamical analysis combined with parameter identification for a model of infection in honeybee colonies with social immunity Biomath	2024-09-03	Paper
Parameter identification approach for a fractional dynamics model of honeybee population	2022-04-22	Paper
Recovering the time-dependent volatility in jump-diffusion models from nonlocal price observations	2022-04-22	Paper
Reconstruction analysis of honeybee colony collapse disorder modeling Optimization and Engineering	2022-01-20	Paper
Computation of the unknown volatility from integral option price observations in jump-diffusion models Mathematics and Computers in Simulation	2021-11-18	Paper
Fast reconstruction of time-dependent market volatility for European options Computational and Applied Mathematics	2021-05-28	Paper
Numerical identification of time-dependent volatility in European options with two-stage regime-switching Advances in High Performance Computing	2020-09-03	Paper

Research outcomes over time

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