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  1. Queen Mary University of London
  2. Research
  3. Publications

Publications: DR Alexander Shestopaloff

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Zhang Y, Cucuringu M, Shestopaloff AY, Zohren S ( 2025 ) . Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models . Applied Mathematical Finance vol. 32 , ( 2 ) 91 - 127 .
Albers J, Cucuringu M, Howison S, Shestopaloff A ( 2025 ) . The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance . Quantitative Finance
Pintado MF, Iacopini M, Rossini L, Shestopaloff A ( 2025 ) . Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions . Statistics and Computing
Pintado MF, Iacopini M, Rossini L, Shestopaloff AY ( 2025 ) . Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions . Statistics and Computing vol. 35 , ( 4 ) 110 - 110 .
Duran-Martin G, Sanchez-Betancourt L, Shestopaloff A ( 2025 ) . A unifying framework for generalised Bayesian online learning in non-stationary environments . Transactions on Machine Learning Research
Pintado MF, Iacopini M, Rossini L ( 2025 ) . Bayesian Partial Reduced-Rank Regression . Journal of Computational and Graphical Statistics
Miasnikof P, Shestopaloff A, Bravo C ( 2024 ) . Empirical study of graph spectra and their limitations . Conference: Thirteenth International Conference on Complex Networks and their Applications
Zhang Y, Cucuringu M, Shestopaloff A ( 2023 ) . Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor Models . Conference: 4th ACM International Conference on AI in Finance
Chang PG, Durán-Martín G, Shestopaloff AY, Jones M, Murphy K ( 2023 ) . Low-rank extended Kalman filtering for online learning of neural networks from streaming data .
Shestopaloff A, Miasnikof P ( 2023 ) . Statistical power, accuracy, reproducibility and robustness of a graph clusterability test . International Journal of Data Science and Analytics
Miasnikof P, Shestopaloff AY, Bravo C ( 2023 ) . Statistical Network Similarity . Conference: Eleventh International Conference on Complex Networks and their Applications vol. 1078 , 325 - 336 .
Chang PG, Durán-Martín G, Shestopaloff A ( 2023 ) . LOW-RANK EXTENDED KALMAN FILTERING FOR ONLINE LEARNING OF NEURAL NETWORKS FROM STREAMING DATA . Proceedings of Machine Learning Research . vol. 232 , 1025 - 1071 .
Miasnikof P, Shestopaloff AY, Bravo C ( 2022 ) . Statistical network isomorphism .
Albers J, Cucuringu M, Howison S, Shestopaloff A ( 2022 ) . Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets . Applied Mathematical Finance
Miasnikof P, Shestopaloff AY, Pitsoulis L ( 2022 ) . An empirical comparison of connectivity-based distances on a graph and their computational scalability . Journal of Complex Networks vol. 10 , ( 1 )
Albers J, Cucuringu M, Howison S, Shestopaloff AY ( 2021 ) . Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets .
Miasnikof P, Shestopaloff A, Pitsoulis L, Ponomarenko A ( 2020 ) . Distances on a Graph . Conference: Ninth International Conference on Complex Networks and Their Applications COMPLEX NETWORKS 2020
Miasnikof P, Shestopaloff AY, Bonner AJ, Lawryshyn Y ( 2020 ) . A density-based statistical analysis of graph clustering algorithm performance . Journal of Complex Networks vol. 8 , ( 3 )
Miasnikof P, Shestopaloff AY, Pitsoulis L, Lawryshyn Y ( 2020 ) . Graph Distances and Clustering .
Miasnikof P, Prokhorenkova L, Shestopaloff AY ( 2020 ) . A Statistical Test of Heterogeneous Subgraph Densities to Assess Clusterability . Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) . Conference: International Conference on Learning and Intelligent Optimization vol. 11968 LNCS , 17 - 29 .
Miasnikof P, Shestopaloff AY, Bonner AJ, Lawryshyn Y, Pardalos PM ( 2019 ) . A Statistical Density-Based Analysis of Graph Clustering Algorithm Performance .
Shestopaloff AY, Doucet A ( 2019 ) . Replica Conditional Sequential Monte Carlo .
Shestopaloff AY ( 2019 ) . Replica conditional sequential monte carlo . 36th International Conference on Machine Learning, ICML 2019 . Conference: Proceedings of the 36th International Conference on Machine Learning vol. 2019-June , 10098 - 10107 .
Shestopaloff AY ( 2018 ) . Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method . Bayesian Analysis vol. 13 , ( 3 ) 797 - 822 .
Miasnikof P, Shestopaloff AY, Bonner AJ ( 2018 ) . A statistical performance analysis of graph clustering algorithms . Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) . Conference: International Workshop on Algorithms and Models for the Web-Graph vol. 10836 LNCS , 170 - 184 .
Miasnikof P, Giannakeas V, Gomes M, Aleksandrowicz L, Shestopaloff AY, Alam D ( 2015 ) . Naive Bayes classifiers for verbal autopsies: Comparison to physician-based classification for 21,000 child and adult deaths . BMC Medicine vol. 13 , ( 1 )
Duran-Martin G, Altamirano M, Shestopaloff A, Sanchez-Betancourt L, Knoblauch J, Jones M, Briol F-X, Murphy K . Outlier-robust Kalman Filtering through Generalised Bayes . Conference: International Conference on Machine Learning
Zhang Y, Cucuringu M, Shestopaloff A, Zohren S . Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models . Applied Mathematical Finance
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