Peter Tsyurmasto

Publication Activity (10 Years)

Years Active: 2014-2014
Publications (10 Years): 0

Top Topics

Outlier Removal

Svm Classification

Multi Class Support Vector Machines

Convex Functions

Top Venues

J. Comb. Optim.

Comput. Manag. Sci.

Publications

Alexander Veremyev, Peter Tsyurmasto, Stan Uryasev, R. Tyrrell Rockafellar
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing. Comput. Manag. Sci. 11 (4) (2014)
Peter Tsyurmasto, Michael Zabarankin, Stan Uryasev
Value-at-risk support vector machine: stability to outliers. J. Comb. Optim. 28 (1) (2014)