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Synergy effect of cooperative investment

Grechuk, Bogdan; Zabarankin, Michael - In: Applied optimization and data mining : dedicated to Dr. …, (pp. 409-431). 2017

Persistent link: https://www.econbiz.de/10011616204

Direct data-based decision making under uncertainty

Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 267 (2018) 1, pp. 200-211

Persistent link: https://www.econbiz.de/10011812399

Stochastic Optimization of Sensor Placement for Diver Detection

Molyboha, Anton; Zabarankin, Michael - In: Operations research : the journal of the Operations … 60 (2012) 2, pp. 292-313

Persistent link: https://www.econbiz.de/10009973769

Optimal sensor placement for underwater threat detection

Pashko, Sergei; Molyboha, Anton; Zabarankin, Michael; … - In: Naval research logistics : an international journal 55 (2008) 7, pp. 684-699

Persistent link: https://www.econbiz.de/10008099566

Optimization of steerable sensor network for threat detection

Molyboha, Anton; Zabarankin, Michael - In: Naval research logistics : an international journal 58 (2011) 6, pp. 564-578

Persistent link: https://www.econbiz.de/10009187811

Optimization approaches for vision-based path planning for autonomous micro-air vehicles in urban environments

Zabarankin, Michael; Kurdila, Andrew; Prokopyev, Oleg A.; … - In: Cooperative networks : control and optimization ; [6th …, (pp. 311-342). 2008

Persistent link: https://www.econbiz.de/10003740907

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

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

Capital asset pricing model (CAPM) with drawdown measure

Zabarankin, Michael; Pavlikov, Konstantin; Uryasev, Stan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 491-498

Persistent link: https://www.econbiz.de/10010356712

Inverse portfolio problem with mean-deviation model

Grechuk, Bogdan; Zabarankin, Michael - In: European Journal of Operational Research 234 (2014) 2, pp. 481-490

A Markowitz-type portfolio selection problem is to minimize a deviation measure of portfolio rate of return subject to constraints on portfolio budget and on desired expected return. In this context, the inverse portfolio problem is finding a deviation measure by observing the optimal...

Persistent link: https://www.econbiz.de/10010871280