Stan Uryasev

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 20

Top Topics

Bipartite Ranking

Linear Programming

Convex Functions

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Cheng Peng, Drew P. Kouri, Stan Uryasev
Efficient and robust optimal design for quantile regression based on linear programming. Comput. Stat. Data Anal. 192 (2024)
Bogdan Grechuk, Michael Zabarankin, Alexander Mafusalov, Stan Uryasev
Buffered and Reduced Multidimensional Distribution Functions and Their Application in Optimization. Optim. Lett. 18 (2) (2024)
Yongqiao Wang, He Ni, Stan Uryasev
Buffered-ranking intervals for virtual profit efficiency analysis. Central Eur. J. Oper. Res. 31 (4) (2023)
Anton Malandii, Stan Uryasev
Support Vector Regression: Risk Quadrangle Framework. CoRR (2022)
Jeremy D. Jordan, Stan Uryasev
Shortest path network problems with stochastic arc weights. Optim. Lett. 15 (8) (2021)
R. Tyrrell Rockafellar, Stan Uryasev
Minimizing buffered probability of exceedance by progressive hedging. Math. Program. 181 (2) (2020)
Stan Uryasev, Giorgi Pertaia
How to Supplement the Safety Requirements. WSC (2019)
Alexander Wagner, Stan Uryasev
Portfolio Optimization with Expectile and Omega Functions. WSC (2019)
Tong Zhang, Stan Uryasev, Yongpei Guan
Derivatives and subderivatives of buffered probability of exceedance. Oper. Res. Lett. 47 (2) (2019)
Matthew Norton, Stan Uryasev
Maximization of AUC and Buffered AUC in binary classification. Math. Program. 174 (1-2) (2019)
Danjue Shang, Victor Kuzmenko, Stan Uryasev
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk. Ann. Oper. Res. 260 (1-2) (2018)
Alexander Mafusalov, Stan Uryasev
Buffered Probability of Exceedance: Mathematical Properties and Optimization. SIAM J. Optim. 28 (2) (2018)
Alexander Mafusalov, Alexander Shapiro, Stan Uryasev
Estimation and asymptotics for buffered probability of exceedance. Eur. J. Oper. Res. 270 (3) (2018)
Konstantin Pavlikov, Stan Uryasev
CVaR distance between univariate probability distributions and approximation problems. Ann. Oper. Res. 262 (1) (2018)
Stan Uryasev, Jun-ya Gotoh
Preface. Ann. Oper. Res. 262 (1) (2018)
Matthew Norton, Alexander Mafusalov, Stan Uryasev
Cardinality of Upper Average and Its Application to Network Optimization. SIAM J. Optim. 28 (2) (2018)
Matthew Norton, Alexander Mafusalov, Stan Uryasev
Soft Margin Support Vector Classification as Buffered Probability Minimization. J. Mach. Learn. Res. 18 (2017)
Jun-ya Gotoh, Stan Uryasev
Support vector machines based on convex risk functions and general norms. Ann. Oper. Res. 249 (1-2) (2017)
Jun-ya Gotoh, Stan Uryasev
Two pairs of families of polyhedral norms versus ℓ p -norms: proximity and applications in optimization. Math. Program. 156 (1-2) (2016)
Alexander Mafusalov, Stan Uryasev
CVaR (superquantile) norm: Stochastic case. Eur. J. Oper. Res. 249 (1) (2016)
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)
Michael Zabarankin, Konstantin Pavlikov, Stan Uryasev
Capital Asset Pricing Model (CAPM) with drawdown measure. Eur. J. Oper. Res. 234 (2) (2014)
Konstantin Pavlikov, Stan Uryasev
CVaR norm and applications in optimization. Optim. Lett. 8 (7) (2014)
Peter Tsyurmasto, Michael Zabarankin, Stan Uryasev
Value-at-risk support vector machine: stability to outliers. J. Comb. Optim. 28 (1) (2014)
So Yeon Chun, Alexander Shapiro, Stan Uryasev
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Oper. Res. 60 (4) (2012)
Farid AitSahlia, Chung-Jui Wang, Victor E. Cabrera, Stan Uryasev, Clyde W. Fraisse
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts. Ann. Oper. Res. 190 (1) (2011)
Churlzu Lim, Hanif D. Sherali, Stan Uryasev
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization. Comput. Optim. Appl. 46 (3) (2010)
Alexey Sorokin, Nikita Boyko, Vladimir Boginski, Stan Uryasev, Panos M. Pardalos
Mathematical Programming Techniques for Sensor Networks. Algorithms 2 (1) (2009)
Clayton W. Commander, Panos M. Pardalos, Valeriy Ryabchenko, Oleg V. Shylo, Stan Uryasev, Grigoriy Zrazhevsky
Jamming communication networks under complete uncertainty. Optim. Lett. 2 (1) (2008)
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
Risk Tuning with Generalized Linear Regression. Math. Oper. Res. 33 (3) (2008)
Pavlo A. Krokhmal, Stan Uryasev
A sample-path approach to optimal position liquidation. Ann. Oper. Res. 152 (1) (2007)
Clayton W. Commander, Panos M. Pardalos, Valeriy Ryabchenko, Stan Uryasev, Grigoriy Zrazhevsky
The wireless network jamming problem. J. Comb. Optim. 14 (4) (2007)
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)
Sergey Sarykalin, Stan Uryasev
Pricing Derivative Securities in Incomplete Markets. WSC (2004)