Sergey Ivliev

Sergey Ivliev

Wien, Wien, Österreich
2312 Follower:innen 500+ Kontakte

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Artikel von Sergey Ivliev

  • Lykke Project at a Glance
    11. Apr. 2016

    Lykke Project at a Glance

    If I was told a year ago that I quit almost 20-year long top-management well-paid job in Prognoz and jump into the…

    4 Kommentare
  • Disrupting Foreign Exchange with Blockchain
    6. Okt. 2015

    Disrupting Foreign Exchange with Blockchain

    Richard Olsen and Lykke AG have announced a competition for software design of a global FX marketplace based on…

  • Круглый стол по CVA 25 марта
    16. März 2015

    Круглый стол по CVA 25 марта

    Российское отделение Международной ассоциации профессиональных риск-менеджеров (PRMIA) совместно с Гильдией…

    1 Kommentar

Aktivitäten

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Berufserfahrung

  • Vlinder Grafik

    Vlinder

    Vienna, Austria

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    Lausanne, Vaud, Switzerland

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    Moscow, Russia

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    Moscow, Russia

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    Helsinki, Finland

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    Perm, Russia

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    Moscow, Russian Federation

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    Perm Territory, Russian Federation

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Ausbildung

Ehrenamt

  • Society for Ecological Restoration (SER) Grafik

    Member

    Society for Ecological Restoration (SER)

    –Heute 9 Monaten

    Environment

  • Member of The Supervisory Board

    Phys-Math School 146 Friends Club

    –Heute 12 Jahre

    Education

    Support of young teachers and talanted schoolchildren
    https://146.school

Veröffentlichungen

  • Heuristics for a cash-collection routing problem with a cluster-first route-second approach

    Annals of Operations Research

    Motivated by a routing problem faced by banks to enhance their encashment services in the city of Perm, Russia, we solve versions of the traveling salesman problem (TSP) with clustering. To minimize the risk of theft, suppliers seek to operate multiple vehicles and determine an efficient routing; and, a single vehicle serves a set of locations that forms a cluster. This need to form independent clusters—served by distinct vehicles—allows the use of the so-called cluster-first route-second…

    Motivated by a routing problem faced by banks to enhance their encashment services in the city of Perm, Russia, we solve versions of the traveling salesman problem (TSP) with clustering. To minimize the risk of theft, suppliers seek to operate multiple vehicles and determine an efficient routing; and, a single vehicle serves a set of locations that forms a cluster. This need to form independent clusters—served by distinct vehicles—allows the use of the so-called cluster-first route-second approach. We are especially interested in the use of heuristics that are easily implementable and understandable by practitioners and require only the use of open-source solvers. To this end, we provide a short survey of 13 such heuristics for solving the TSP, five for clustering the set of locations, and three to determine an optimal number of clusters—all using data from Perm. To demonstrate the practicality and efficiency of the heuristics, we further compare our heuristic solutions against the optimal tours. We then provide statistical guarantees on the quality of our solution. All of our anonymized code is publicly available allowing extensions by practitioners, and serves as a decision-analytic framework for both clustering data and solving a TSP.

    Andere Autor:innen
    • Bismark Singh
    • Lena Oberfichtner
    Veröffentlichung anzeigen

  • Financial Econometrics and Empirical Market Microstructure (Springer)

    Springer

    This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis.

    Andere Autor:innen
    Veröffentlichung anzeigen

  • "Market Risk: Methodology, Practice, Recommendations" (Book)

    Reglament-Media

    The book presents practical approaches to market risk management, including risk measurement, price evolution models, Basel II / III capital requirements,stress-testing, etc.

    Andere Autor:innen
    Veröffentlichung anzeigen

  • Market Risk and Financial Markets Modeling (Springer)

    Springer

    Collection of articles addressing the most demanded topics in market risk management from crashes modeling to Basel III backtesting.

    Veröffentlichung anzeigen

  • Case Study of Lykke Exchange: Architecture and Outlook. (Journal of Risk Finance)

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  • Everything You Always Wanted to Know About Bitcoin Modelling But Were Afraid to Ask (Applied Econometrics)

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  • Who Watches the Watchmen? A Review of Subjective Approaches for Sybil-Resistance in Proof of Personhood Protocols. (Front. Blockchain)

    Frontiers in

    Veröffentlichung anzeigen

Sprachen

  • English

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