https://dbelikov.com/en/ I build AI that stands up to financial scrutiny. en Thu, 03 Sep 2026 20:44:41 +0000 https://dbelikov.com/en/research/msc-swf/ https://dbelikov.com/en/research/msc-swf/ Wed, 15 May 2024 12:00:00 +0000 Why sovereign wealth funds hold what they hold: a case-study comparison of strategic and stabilizing commodity-backed funds — PIF, Samruk Kazyna, Alaska Permanent Fund and SOFAZ — showing that asset allocation follows fund type, and that the widely cited home bias disappears once type is accounted for. https://dbelikov.com/en/research/bsc-forecasts/ https://dbelikov.com/en/research/bsc-forecasts/ Tue, 01 Jun 2021 12:00:00 +0000 A regime-switching GARCH-MIDAS model in which the market state is predicted from macroeconomic variables, with non-linear duration dependence and a new rule for identifying bull and bear regimes. https://dbelikov.com/en/blog/colophon/ https://dbelikov.com/en/blog/colophon/ Thu, 03 Sep 2026 12:00:00 +0000 A static site generated by about seven hundred lines of Python with no dependencies, dressed as an instrument holding paper, and served as files by Caddy on the same small server as the news feed.