| 2020 | IJCNN | Prediction with Expert Advice for Value at Risk. | Raisa Dzhamtyrova, Yuri Kalnishkan |
| 2020 | IPMU | Competitive Online Quantile Regression. | Raisa Dzhamtyrova, Yuri Kalnishkan |
| 2019 | IJCNN | Competitive Online Generalised Linear Regression with Multidimensional Outputs. | Raisa Dzhamtyrova, Yuri Kalnishkan |
| 2016 | ALT | An Upper Bound for Aggregating Algorithm for Regression with Changing Dependencies. | Yuri Kalnishkan |
| 2015 | ICDM | Specialist Experts for Prediction with Side Information. | Yuri Kalnishkan, Dmitry Adamskiy, Alexey V. Chernov, Tim Scarfe |
| 2010 | ALT | An Identity for Kernel Ridge Regression. | Fedor Zhdanov, Yuri Kalnishkan |
| 2008 | ALT | Supermartingales in Prediction with Expert Advice. | Alexey V. Chernov, Yuri Kalnishkan, Fedor Zhdanov, Vladimir Vovk |
| 2007 | ALT | Online Regression Competitive with Changing Predictors. | Steven Busuttil, Yuri Kalnishkan |
| 2007 | COLT | Generalised Entropy and Asymptotic Complexities of Languages. | Yuri Kalnishkan, Vladimir Vovk, Michael V. Vyugin |
| 2005 | COLT | The Weak Aggregating Algorithm and Weak Mixability. | Yuri Kalnishkan, Michael V. Vyugin |
| 2004 | ALT | A Criterion for the Existence of Predictive Complexity for Binary Games. | Yuri Kalnishkan, Vladimir Vovk, Michael V. Vyugin |
| 2004 | UAI | On-line Prediction with Kernels and the Complexity Approximation Principle. | Alex Gammerman, Yuri Kalnishkan, Vladimir Vovk |
| 2003 | COLT | How Many Strings Are Easy to Predict? | Yuri Kalnishkan, Vladimir Vovk, Michael V. Vyugin |
| 2002 | ALT | On the Absence of Predictive Complexity for Some Games. | Yuri Kalnishkan, Michael V. Vyugin |
| 2002 | COLT | Mixability and the Existence of Weak Complexities. | Yuri Kalnishkan, Michael V. Vyugin |
| 2001 | ALT | Loss Functions, Complexities, and the Legendre Transformation. | Yuri Kalnishkan, Michael V. Vyugin, Volodya Vovk |
| 1999 | ALT | Genral Linear Relations among Different Types of Predictive Complexity. | Yuri Kalnishkan |
| 1999 | COLT | Linear Relations between Square-Loss and Kolmogorov Complexity. | Yuri Kalnishkan |