| Publication | Date of Publication | Type |
|---|
| Efficient and robust optimal design for quantile regression based on linear programming | 2024-06-12 | Paper |
| Buffered and reduced multidimensional distribution functions and their application in optimization | 2024-03-11 | Paper |
| Buffered-ranking intervals for virtual profit efficiency analysis | 2023-11-14 | Paper |
| Drawdown beta and portfolio optimization | 2022-07-22 | Paper |
| Correction | 2022-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5024963 | 2022-02-01 | Paper |
| Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation | 2021-11-08 | Paper |
| Shortest path network problems with stochastic arc weights | 2021-09-28 | Paper |
| Kantorovich–Rubinstein Distance Minimization: Application to Location Problems | 2020-07-07 | Paper |
| Minimizing buffered probability of exceedance by progressive hedging | 2020-06-15 | Paper |
| Fitting heavy-tailed mixture models with CVaR constraints | 2020-05-12 | Paper |
| Checkerboard copula defined by sums of random variables | 2020-04-28 | Paper |
| Maximization of AUC and buffered AUC in binary classification | 2019-04-24 | Paper |
| Mathematical programming techniques for sensor networks | 2018-08-20 | Paper |
| Estimation and asymptotics for buffered probability of exceedance | 2018-07-25 | Paper |
| CVaR distance between univariate probability distributions and approximation problems | 2018-06-13 | Paper |
| Cardinality of Upper Average and Its Application to Network Optimization | 2018-06-12 | Paper |
| Buffered Probability of Exceedance: Mathematical Properties and Optimization | 2018-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4636973 | 2018-04-17 | Paper |
| Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk | 2018-03-02 | Paper |
| Yet Another Convex Sets Subtraction with Application in Nondifferentiable Optimization | 2018-01-21 | Paper |
| Advanced Statistical Tools for Modelling of Composition and Processing Parameters for Alloy Development | 2017-06-23 | Paper |
| Support vector machines based on convex risk functions and general norms | 2017-03-07 | Paper |
| CVaR (superquantile) norm: stochastic case | 2016-10-07 | Paper |
| Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization | 2016-04-04 | Paper |
| Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing | 2015-07-21 | Paper |
| Sparse Signal Reconstruction: LASSO and Cardinality Approaches | 2015-06-04 | Paper |
| Capital asset pricing model (CAPM) with drawdown measure | 2015-02-03 | Paper |
| CVaR norm and applications in optimization | 2014-11-28 | Paper |
| Value-at-risk support vector machine: stability to outliers | 2014-09-05 | Paper |
| Statistical decision problems. Selected concepts and portfolio safeguard case studies | 2013-08-07 | Paper |
| Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics | 2012-12-07 | Paper |
| Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts | 2012-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3094200 | 2011-10-21 | Paper |
| Estimating the Probability Distributions of Alloy Impact Toughness: a Constrained Quantile Regression Approach | 2011-08-09 | Paper |
| Risk Tuning with Generalized Linear Regression | 2011-04-27 | Paper |
| Robust Wireless Network Jamming Problems | 2010-09-20 | Paper |
| Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization | 2010-08-23 | Paper |
| Classification using optimization: application to credit ratings of bonds | 2008-09-09 | Paper |
| The wireless network jamming problem | 2008-04-23 | Paper |
| Optimization of composition and processing parameters for alloy development: a statistical model-based approach | 2008-02-11 | Paper |
| Jamming communication networks under complete uncertainty | 2008-01-04 | Paper |
| Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part I | 2007-09-24 | Paper |
| Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part II | 2007-09-24 | Paper |
| Aircraft routing under the risk of detection | 2007-03-02 | Paper |
| Pricing European options by numerical replication: quadratic programming with constraints | 2006-11-17 | Paper |
| Optimality conditions in portfolio analysis with general deviation measures | 2006-09-12 | Paper |
| Generalized deviations in risk analysis | 2006-05-24 | Paper |
| Introduction to the theory of probabilistic functions and percentiles (value-at-risk) | 2001-07-12 | Paper |
