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On p-norm linear discrimination
Morenko, Yana; Vinel, Alexander; Yu, Zhaohan; Krokhmal, … - In: European journal of operational research : EJOR 231 (2013) 3, pp. 784-789
Persistent link: https://www.econbiz.de/10009787348
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A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej; Vinel, Alexander; Krokhmal, Pavlo; … - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
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Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights
Rysz, Maciej; Mahdavi Pajouh, Foad; Krokhmal, Pavlo; … - In: Risk management approaches in engineering applications, (pp. 89-108). 2018
Persistent link: https://www.econbiz.de/10011870000
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Eavesdropping and jamming communication networks
Commander, Clayton W.; Pardalos, Panos M.; Ryabchenko, … - In: Cooperative networks : control and optimization ; [6th …, (pp. 101-112). 2008
Persistent link: https://www.econbiz.de/10003740827
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Risk tuning with generalized linear regression
Rockafellar, Ralph Tyrrell; Uryasev, Stan; Zabarankin, … - In: Mathematics of operations research 33 (2008) 3, pp. 712-729
Persistent link: https://www.econbiz.de/10003766321
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Risk-return optimization with different risk-aggregation strategies
Uryasev, Stan; Theiler, Ursula A.; Serraino, Gaia - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 129-146
Persistent link: https://www.econbiz.de/10003953347
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Classification using optimization : application to credit ratings of bonds
Bugera, Vladimir; Uryasev, Stan; Zrazhevsky, Grigory - In: Computational methods in financial engineering : essays …, (pp. 211-237). 2008
Persistent link: https://www.econbiz.de/10003669645
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Special issue on risk management and quantitative approaches in finance
AitSahlia, Farid (contributor); Uryasev, Stan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003577304
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Equilibrium with investors using a diversity of deviation measures
Rockafellar, Ralph Tyrrell; Uryasev, Stan; Zabarankin, … - In: Journal of banking & finance 31 (2007) 11, pp. 3251-3268
Persistent link: https://www.econbiz.de/10003577312
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Financial prediction with constrained tail risk
Trindade, A. Alexandre; Uryasev, Stan; Shapiro, Alexander; … - In: Journal of banking & finance 31 (2007) 11, pp. 3524-3538
Persistent link: https://www.econbiz.de/10003577519