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