1. Гасников А. В. Лекции по случайным процессам.
2. Дамодаран А. Инвестиционная оценка. Инструменты и методы оценки любых активов // URL: https://log-in.ru/books/asvat-damodaran-investicionnaya-ocenka-instrumenty-i-metody-ocenki-lubyh-aktivov/#5.
3. Московская биржа. “Отчёт”, 2024, 50 стр. // URL: https://www.moex.com/s1347.
4. Ширяев А.Н. “Основы стохастической финансовой математики”, 2015, Москва: Издательство МГУ, 280 стр.
5. Akopov A. S., Beklaryan A. L., Zhukova A. A. Optimization of Characteristics for a Stochastic Agent-Based Model of Goods Exchange with the Use of Parallel Hybrid Genetic Algorithm. Cybernetics and Information Technologies, vol. 23, no. 2,2023, pp. 87-104. DOI: 10.2478/cait-2023-0015 EDN: PAWDYQ
6. Avellaneda M. “Market Inference with Limited Information” // Quantitative Finance. 2023, Vol.23, No.3, pp.501-525.
7. Barber B.M. “Noise Trading in Financial Markets” // Journal of Financial and Quantitative Analysis. 2024, Vol.59, No.1, pp.101-130.
8. Black F., Scholes M. “The Pricing of Options and Corporate Liabilities” // Journal of Political Economy. 1973, Vol.81, No.3, pp.637-654.
9. Bollerslev T. “Generalized Autoregressive Conditional Heteroskedasticity” // Journal of Econometrics. 1986, Vol.31, No.3, pp.307-327.
10. Chen T. “LSTM-GARCH Model for Volatility Forecasting” // Journal of Financial Data Science. 2023, Vol.5, No.1, pp.67-89.
11. Cont R. “Adaptive Ito Processes and Their Applications in Finance” // Mathematical Finance. 2021, Vol.31, No.2, pp.405-431.
12. Cont R. “Empirical Properties of Asset Returns: Stylized Facts and Statistical Issues” // SIAM Review. 2001, Vol.43, No.2, pp.231-257.
13. Engle R. “ARCH: A Method for Modeling Nonlinear Time Series” // Econometrica. 1982, Vol. 50, No. 4, pp.987-1007.
14. Farmer J.D., Foley D. “The Economy Needs Agent-Based Modelling” // Nature. 2009, Vol. 460, No. 7256, pp.685-686.
15. Haldane A.G. “Rethinking Financial Regulation” // Bank of England Speech. 2025, pp.12-18.
16. IMF. “Sanctions and Their Impact on Emerging Markets” // IMF Report. 2024, Report No. 2024/18, pp.1-50.
17. LeBaron B. “Agent-Based Financial Markets” // NBER Working Paper. 2022, No. 28912, pp. 1-45.
18. LeCun Y., Bengio Y., Hinton G. “Deep Learning” // Nature. 2015, Vol. 521, No. 7553, pp.436-444.
19. Lux T. “Herd Behavior, Bubbles and Crashes” // IMF Working Paper. 2022, No. 45, pp.1-35.
20. Mandelbrot B.B. “The Variation of Certain Speculative Prices” // Journal of Business. 1963, Vol. 36, No. 4, pp. 394-419.
21. Rogers L.C.G. “Volatility Forecasting” // Journal of Finance. 2023, Vol. 78, No. 4, pp.1231-1250.
22. Sutton R.S. “Reinforcement Learning: An Introduction”, 2018, MIT Press, 552 p.
23. Tesfatsion L. “Agent-Based Computational Economics: A Constructive Approach to Economic Theory” // Journal of Economic Dynamics and Control. 2006, Vol. 30, No. 8, pp. 1239-1276.