Publications

2026

• “LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models.” 7th ACM International Conference on AI in Finance (ICAIF 2026), Milan, oral presentation. G Nigmatulin, V Mohl, S Frey, K Li, A Marti-Shahandeh, M Cucuringu, A Calinescu, J Foerster, S Zohren. [Paper] [Code]

• “Understanding the Inner Workings of a State-Space Foundation Model for Limit Order Books.” 7th ACM International Conference on AI in Finance (ICAIF 2026), Milan. V Mohl*, A Bismuth*, A Marti-Shahandeh, G Nigmatulin, K Li, S Zohren, J Foerster, M Cucuringu, A Calinescu (*equal contribution). [Paper]

2025

• “JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading.” 6th ACM International Conference on AI in Finance (ICAIF 2025), pp. 18-26, Honourable Mention. V Mohl, S Frey, R Leyland, K Li, G Nigmatulin, M Cucuringu, S Zohren, J Foerster, A Calinescu. [Paper] [Code]

2023

• “Sweat Loss Estimation Algorithm for Smartwatches.” IEEE Access, vol. 11, pp. 23926-23934, 2023. K Pavlov, A Perchik, V Tsepulin, G Megre, E Nikolaev, E Volkova, G Nigmatulin, HJ Lee, WS Lee, YH Kim. [Paper]

• “Anomaly Detection-Aided Active Learning.” IEEE Global Communications Conference (GLOBECOM 2023), pp. 1616-1619. G Nigmatulin, K Pavlov, A Zaytsev. [Paper]

Earlier

• “Research of an Optimization Model for Servicing a Network of ATMs and Information Payment Terminals.” Communications in Computer and Information Science, Springer, 2021. G Nigmatulin, O Chaganova. [Paper]

• “Intersection of Triangles in Space Based on Cutting Off Segment.” Communications in Computer and Information Science, Springer, 2020. I Bolodurina, G Nigmatulin, D Parfenov. [Paper]

• “Predicting Study Time in an Online Course System Based on Machine Learning Methods.” Book of Abstracts of the School-Conference “Invitation to Dynamical Systems”, Higher School of Economics, 2019. G Nigmatulin. [Abstract]

• “Comparative Analysis of the Methods of Training Recurrent Neural Networks” (in Russian). Step into Science, no. 2, pp. 50-52, 2019. G Nigmatulin, I Bolodurina. [Paper]

• “Solving the Problem of Categorical Regression Using Neural Networks and Gradient Boosting to Predict the Academic Performance at MOOCs” (in Russian). University Complex as a Regional Center of Education, Science and Culture, pp. 1529-1533, 2019. G Nigmatulin, D Parfenov, I Bolodurina, V Zaporozhko. [Paper]

• “Prototype of the Module for the Intelligent Formation of an Individual Educational Trajectory of a Student for a Digital Platform” (in Russian), 2019. D Parfenov, G Nigmatulin, V Zaporozhko, L Zabrodina. [Paper]

• “Analysis of the Company’s Activities Based on Chaos Theory” (in Russian). Step into Science, no. 3, pp. 35-38, 2018. N Shchepacheva, G Nigmatulin. [Paper]

Patent

• “Electronic Device and Method for Determining a Body Core Temperature.” US Patent Application US20250352075A1, Samsung Electronics, 2025. E Volkova, K Pavlov, K Beliaev, A Perchik, V Lychagov, E Nikolaev, A Ayuev, G Nigmatulin, W Lee, H Lee, Y Kim. [Patent]

The full list is on Google Scholar.