Michael Zabarankin

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 13

Top Topics

Sensitivity Analysis

Outlier Removal

Top Venues

SIAM J. Appl. Math.

Eur. J. Oper. Res.

Ann. Oper. Res.

Publications

Bogdan Grechuk, Michael Zabarankin, Alexander Mafusalov, Stan Uryasev
Buffered and Reduced Multidimensional Distribution Functions and Their Application in Optimization. Optim. Lett. 18 (2) (2024)
Michael Zabarankin, Ying Zhang
Inverse Problem for Drop Deformation in Nonlinear Electrohydrodynamics. SIAM J. Appl. Math. 81 (5) (2021)
Michael Zabarankin, Bogdan Grechuk
Matrix Difference Equations in Applied Mathematics. SIAM J. Appl. Math. 80 (2) (2020)
Michael Zabarankin
A Leaky Dielectric Drop with Conical Ends in An Electric Field. SIAM J. Appl. Math. 79 (5) (2019)
Ihor Indyk, Michael Zabarankin
Adversarial and counter-adversarial support vector machines. Neurocomputing 356 (2019)
Bogdan Grechuk, Michael Zabarankin
Regression analysis: likelihood, error and entropy. Math. Program. 174 (1-2) (2019)
Michael Zabarankin
Small Deformation Analysis for Stationary Toroidal Drops in a Compressional Flow. SIAM J. Appl. Math. 79 (5) (2019)
Bogdan Grechuk, Michael Zabarankin
Direct data-based decision making under uncertainty. Eur. J. Oper. Res. 267 (1) (2018)
Bogdan Grechuk, Michael Zabarankin
Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures. SIAM J. Optim. 27 (4) (2017)
Michael Zabarankin, Bogdan Grechuk
Forward and Inverse Problems in Two-Phase Fluid Dynamics. SIAM J. Control. Optim. 55 (6) (2017)
Bogdan Grechuk, Michael Zabarankin
Synergy effect of cooperative investment. Ann. Oper. Res. 249 (1-2) (2017)
Bogdan Grechuk, Michael Zabarankin
Inverse portfolio problem with coherent risk measures. Eur. J. Oper. Res. 249 (2) (2016)
Michael Zabarankin
Analytical Solution for Spheroidal Drop under Axisymmetric Linearized Boundary Conditions. SIAM J. Appl. Math. 76 (4) (2016)
Michael Zabarankin, Konstantin Pavlikov, Stan Uryasev
Capital Asset Pricing Model (CAPM) with drawdown measure. Eur. J. Oper. Res. 234 (2) (2014)
Ilona Murynets, Michael Zabarankin, Roger Piqueras Jover, Adam Panagia
Analysis and detection of SIMbox fraud in mobility networks. INFOCOM (2014)
Bogdan Grechuk, Michael Zabarankin
Risk averse decision making under catastrophic risk. Eur. J. Oper. Res. 239 (1) (2014)
Bogdan Grechuk, Michael Zabarankin
Inverse portfolio problem with mean-deviation model. Eur. J. Oper. Res. 234 (2) (2014)
Peter Tsyurmasto, Michael Zabarankin, Stan Uryasev
Value-at-risk support vector machine: stability to outliers. J. Comb. Optim. 28 (1) (2014)
Michael Zabarankin, Robert Murphey, Richard M. Murray
Optimization of convergence rate and stability margin of information flow in cooperative systems. Autom. 49 (7) (2013)
Michael Zabarankin
A Liquid Spheroidal Drop in a Viscous Incompressible Fluid under a Steady Electric Field. SIAM J. Appl. Math. 73 (2) (2013)
Bogdan Grechuk, Michael Zabarankin
Optimal risk sharing with general deviation measures. Ann. Oper. Res. 200 (1) (2012)
Anton Molyboha, Michael Zabarankin
Stochastic Optimization of Sensor Placement for Diver Detection. Oper. Res. 60 (2) (2012)
Michael Zabarankin, Anton Molyboha
3D Shape Optimization in Viscous Incompressible Fluid under Oseen Approximation. SIAM J. Control. Optim. 49 (3) (2011)
Michael Zabarankin, Avinoam Nir
Generalized Analytic Functions in an Extensional Stokes Flow with a Deformable Drop. SIAM J. Appl. Math. 71 (4) (2011)
Michael Zabarankin
Generalized Analytic Functions in Axially Symmetric Oseen Flows. SIAM J. Appl. Math. 70 (7) (2010)
Michael Zabarankin, Anton Molyboha
Three-Dimensional Shape Optimization in Stokes Flow Problems. SIAM J. Appl. Math. 70 (6) (2010)
Bogdan Grechuk, Anton Molyboha, Michael Zabarankin
Maximum Entropy Principle with General Deviation Measures. Math. Oper. Res. 34 (2) (2009)
Michael Zabarankin
The Framework of k-Harmonically Analytic Functions for Three-Dimensional Stokes Flow Problems, Part I. SIAM J. Appl. Math. 69 (3) (2008)
Michael Zabarankin
The Framework of k-Harmonically Analytic Functions for Three-Dimensional Stokes Flow Problems, Part II. SIAM J. Appl. Math. 69 (3) (2008)
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
Risk Tuning with Generalized Linear Regression. Math. Oper. Res. 33 (3) (2008)
Michael Zabarankin
Asymmetric Creeping Motion of a Rigid Spindle-Shaped Body in a Viscous Fluid. SIAM J. Appl. Math. 68 (2) (2007)
Michael Zabarankin, Andrei F. Ulitko
Hilbert Formulas for r-Analytic Functions in the Domain Exterior to Spindle. SIAM J. Appl. Math. 66 (4) (2006)
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
Generalized deviations in risk analysis. Finance Stochastics 10 (1) (2006)
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
Optimality conditions in portfolio analysis with general deviation measures. Math. Program. 108 (2-3) (2006)