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Search: person:"Uryasev, Stanislav"
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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CVaR distance between univariate probability distributions and approximation problems
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
Risk management approaches in engineering applications
,
(pp. 67-88)
.
2018
Persistent link: https://www.econbiz.de/10011869999
Saved in:
2
Support vector machines based on convex risk functions and general norms
Gotoh, Jun-ya
;
Uryasev, Stan
- In:
Applied optimization and data mining : dedicated to Dr. …
,
(pp. 301-328)
.
2017
Persistent link: https://www.econbiz.de/10011616197
Saved in:
3
Portfolio optimization with second-order stochastic dominance constraints and portfolios dominating indices
Keçeci, Neslihan Fidan
;
Kuzmenko, Viktor
;
Uryasev, Stan
- In:
Robustness analysis in decision aiding, optimization, …
,
(pp. 285-298)
.
2016
Persistent link: https://www.econbiz.de/10011518651
Saved in:
4
The golf director problem : forming teams for clubs golf competitions
Pavlikov, Konstantin
;
Hearn, Donald W.
;
Uryasev, Stan
- In:
Social networks and the economics of sports
,
(pp. 157-170)
.
2014
Persistent link: https://www.econbiz.de/10010478164
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Regulatory impacts on credit portfolio management
Theiler, Ursula
;
Bugera, Vladimir
;
Revenko, Alla
; …
- In:
Operations research proceedings 2002 : selected papers …
,
(pp. 335-340)
.
2003
Persistent link: https://www.econbiz.de/10001752031
Saved in:
8
Algorithms for optimization of value-at-risk
Larsen, Nicklas
;
Mausser, Helmut
;
Uryasev, Stanislav
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 19-46)
.
2002
Persistent link: https://www.econbiz.de/10001746916
Saved in:
9
Failure discrimination by semi-definite programming
Konno, Hiroshi
;
Gotoh, Jun-ya
;
Uryasev, Stanislav
; …
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 379-396)
.
2002
Persistent link: https://www.econbiz.de/10001747179
Saved in:
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