Stan Uryasev

Available identifiers

zbMath Open uryasev.stanMaRDI QIDQ263208

List of research outcomes

Publication	Date of Publication	Type
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
https://portal.mardi4nfdi.de/entity/Q3524418	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

Research outcomes over time

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