Bogdan Grechuk

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Generalized Fermat equation: a survey of solved cases
Expositiones Mathematicae
2025-07-08Paper
Benchmark-based deviation and drawdown measures in portfolio optimization
Optimization Letters
2025-06-23Paper
On the solution uniqueness in portfolio optimization and risk analysis
International Journal of Theoretical and Applied Finance
2024-12-06Paper
Polynomial diophantine equations. A systematic approach. With contributions by Ashleigh Wilcox2024-10-11Paper
Buffered and reduced multidimensional distribution functions and their application in optimization
Optimization Letters
2024-03-11Paper
Stochastic Separation Theorems: How Geometry May Help to Correct AI Errors
Notices of the American Mathematical Society
2023-10-16Paper
General stochastic separation theorems with optimal bounds
Neural Networks
2023-09-28Paper
Diophantine equations with three monomials
Journal of Number Theory
2023-09-06Paper
Individual and cooperative portfolio optimization as linear program
Optimization Letters
2022-11-01Paper
Extended gradient of convex function and capital allocation
European Journal of Operational Research
2022-10-17Paper
scientific article; zbMATH DE number 7467644 (Why is no real title available?)2022-02-01Paper
A convex cover for closed unit curves has area at least 0.0975
International Journal of Computational Geometry & Applications
2021-11-26Paper
Landscape of 21st century mathematics. Selected advances, 2001--20202021-09-09Paper
A convex cover for closed unit curves has area at least 0.1
Discrete Optimization
2021-01-15Paper
Matrix difference equations in applied mathematics
SIAM Journal on Applied Mathematics
2020-03-11Paper
Theorems of the 21st century. Volume I2019-06-05Paper
A convex cover for closed unit curves has area at least 0.0975
(available as arXiv preprint)
2019-05-01Paper
Regression analysis: likelihood, error and entropy
Mathematical Programming. Series A. Series B
2019-04-24Paper
Direct data-based decision making under uncertainty
European Journal of Operational Research
2018-05-30Paper
Sensitivity analysis in applications with deviation, risk, regret, and error measures
SIAM Journal on Optimization
2018-01-10Paper
Forward and inverse problems in two-phase fluid dynamics
SIAM Journal on Control and Optimization
2018-01-04Paper
Synergy effect of cooperative investment
Annals of Operations Research
2017-03-07Paper
Inverse portfolio problem with coherent risk measures
European Journal of Operational Research
2016-10-07Paper
The center of a convex set and capital allocation
European Journal of Operational Research
2016-10-06Paper
Risk averse decision making under catastrophic risk
European Journal of Operational Research
2016-06-24Paper
Inverse portfolio problem with mean-deviation model
European Journal of Operational Research
2015-02-03Paper
A simple SSD-efficiency test
Optimization Letters
2014-11-28Paper
Cooperative games with general deviation measures
Mathematical Finance
2013-04-29Paper
Schur convex functionals: Fatou property and representation
Mathematical Finance
2013-02-28Paper
Optimal risk sharing with general deviation measures
Annals of Operations Research
2013-01-15Paper
Maximum entropy principle with general deviation measures
Mathematics of Operations Research
2011-04-27Paper
CHEBYSHEV INEQUALITIES WITH LAW-INVARIANT DEVIATION MEASURES
Probability in the Engineering and Informational Sciences
2010-03-22Paper
Optimal preemptive scheduling in multiprocessor systems with incomplete communication graph
Cybernetics and Systems Analysis
2006-10-20Paper


Research outcomes over time


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