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Uryasev, Stan

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Author ID: uryasev.stan Recent zbMATH articles by "Uryasev, Stan"
Published as: Uryasev, S.; Uryasev, Stan
Documents Indexed: 45 Publications since 2000, including 1 Book

Publications by Year

Citations contained in zbMATH Open

35 Publications have been cited 412 times in 292 Documents Cited by Year
Generalized deviations in risk analysis. Zbl 1150.90006
Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael
139
2006
Optimality conditions in portfolio analysis with general deviation measures. Zbl 1138.91474
Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael
56
2006
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization. Zbl 1200.91283
Lim, Churlzu; Sherali, Hanif D.; Uryasev, Stan
22
2010
Introduction to the theory of probabilistic functions and percentiles (value-at-risk). Zbl 0991.90093
Uryasev, S.
19
2000
The wireless network jamming problem. Zbl 1149.90124
Commander, Clayton W.; Pardalos, Panos M.; Ryabchenko, Valeriy; Uryasev, Stan; Zrazhevsky, Grigoriy
17
2007
Risk tuning with generalized linear regression. Zbl 1218.90158
Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael
16
2008
Aircraft routing under the risk of detection. Zbl 1141.90592
Zabarankin, Michael; Uryasev, Stan; Murphey, Robert
14
2006
CVaR norm and applications in optimization. Zbl 1332.90280
Pavlikov, Konstantin; Uryasev, Stan
12
2014
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
12
2012
Buffered probability of exceedance: mathematical properties and optimization. Zbl 1395.90191
Mafusalov, Alexander; Uryasev, Stan
11
2018
CVaR (superquantile) norm: stochastic case. Zbl 1346.91266
Mafusalov, Alexander; Uryasev, Stan
10
2016
Capital asset pricing model (CAPM) with drawdown measure. Zbl 1304.91212
Zabarankin, Michael; Pavlikov, Konstantin; Uryasev, Stan
8
2014
Statistical decision problems. Selected concepts and portfolio safeguard case studies. Zbl 1291.90006
Zabarankin, Michael; Uryasev, Stan
7
2014
Mathematical programming techniques for sensor networks. Zbl 06920447
Sorokin, Alexey; Boyko, Nikita; Boginski, Vladimir; Uryasev, Stan; Pardalos, Panos M.
7
2009
Maximization of AUC and buffered AUC in binary classification. Zbl 1421.90099
Norton, Matthew; Uryasev, Stan
6
2019
Portfolio optimization with drawdown constraints. Zbl 1081.91525
Chekhlov, A.; Uryasev, S.; Zabarankin, M.
6
2004
Soft margin support vector classification as buffered probability minimization. Zbl 1434.68440
Norton, Matthew; Mafusalov, Alexander; Uryasev, Stan
5
2017
Jamming communication networks under complete uncertainty. Zbl 1145.94008
Commander, Clayton W.; Pardalos, Panos M.; Ryabchenko, Valeriy; Shylo, Oleg; Uryasev, Stan; Zrazhevsky, Grigoriy
5
2008
CVaR distance between univariate probability distributions and approximation problems. Zbl 1391.62025
Pavlikov, Konstantin; Uryasev, Stan
4
2018
Cardinality of upper average and its application to network optimization. Zbl 1391.90407
Norton, Matthew; Mafusalov, Alexander; Uryasev, Stan
4
2018
Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization. Zbl 1352.47047
Gotoh, Jun-ya; Uryasev, Stan
4
2016
Robust wireless network jamming problems. Zbl 1195.93020
Commander, Clayton W.; Pardalos, Panos M.; Ryabchenko, Valeriy; Sarykalin, Sergey; Turko, Timofey; Uryasev, Stan
4
2009
Estimation and asymptotics for buffered probability of exceedance. Zbl 1403.90537
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan
3
2018
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk. Zbl 1404.91269
Shang, Danjue; Kuzmenko, Victor; Uryasev, Stan
3
2018
Support vector machines based on convex risk functions and general norms. Zbl 1404.68104
Gotoh, Jun-ya; Uryasev, Stan
3
2017
Value-at-risk support vector machine: stability to outliers. Zbl 1304.90181
Tsyurmasto, Peter; Zabarankin, Michael; Uryasev, Stan
3
2014
Numerical comparison of conditional value-at-risk and conditional drawdown-at-risk approaches: application to hedge funds. Zbl 1105.90323
Krokhmal, P.; Uryasev, S.; Zrazhevsky, G.
3
2005
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts. Zbl 1233.90146
AitSahlia, Farid; Wang, Chung-Jui; Cabrera, Victor E.; Uryasev, Stan; Fraisse, Clyde W.
2
2011
Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case). Zbl 07190727
Zrazhevsky, G.; Golodnikov, A.; Uryasev, S.
1
2019
Advanced statistical tools for modelling of composition and processing parameters for alloy development. Zbl 1369.62320
Zrazhevsky, Greg; Golodnikov, Alex; Uryasev, Stan; Zrazhevsky, Alex
1
2015
Sparse signal reconstruction: LASSO and cardinality approaches. Zbl 1316.94021
Boyko, Nikita; Karamemis, Gulver; Kuzmenko, Viktor; Uryasev, Stan
1
2014
Robust connectivity issues in dynamic sensor networks for area surveillance under uncertainty. Zbl 1228.90095
Kalinchenko, Konstantin; Veremyev, Alexander; Boginski, Vladimir; Jeffcoat, David E.; Uryasev, Stan
1
2011
Classification using optimization: application to credit ratings of bonds. Zbl 1147.91026
Bugera, Vladimir; Uryasev, Stan; Zrazhevsky, Grigory
1
2008
Optimization of composition and processing parameters for alloy development: a statistical model-based approach. Zbl 1166.90356
Golodnikov, Alexandr; Uryasev, Stan; Zrazhevsky, Grigoriy; Macheret, Yevgeny; Trindade, A. Alexandre
1
2007
Pricing European options by numerical replication: quadratic programming with constraints. Zbl 1147.91330
Ryabchenko, Valeriy; Sarykalin, Sergey; Uryasev, Stan
1
2004
Maximization of AUC and buffered AUC in binary classification. Zbl 1421.90099
Norton, Matthew; Uryasev, Stan
6
2019
Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case). Zbl 07190727
Zrazhevsky, G.; Golodnikov, A.; Uryasev, S.
1
2019
Buffered probability of exceedance: mathematical properties and optimization. Zbl 1395.90191
Mafusalov, Alexander; Uryasev, Stan
11
2018
CVaR distance between univariate probability distributions and approximation problems. Zbl 1391.62025
Pavlikov, Konstantin; Uryasev, Stan
4
2018
Cardinality of upper average and its application to network optimization. Zbl 1391.90407
Norton, Matthew; Mafusalov, Alexander; Uryasev, Stan
4
2018
Estimation and asymptotics for buffered probability of exceedance. Zbl 1403.90537
Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan
3
2018
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk. Zbl 1404.91269
Shang, Danjue; Kuzmenko, Victor; Uryasev, Stan
3
2018
Soft margin support vector classification as buffered probability minimization. Zbl 1434.68440
Norton, Matthew; Mafusalov, Alexander; Uryasev, Stan
5
2017
Support vector machines based on convex risk functions and general norms. Zbl 1404.68104
Gotoh, Jun-ya; Uryasev, Stan
3
2017
CVaR (superquantile) norm: stochastic case. Zbl 1346.91266
Mafusalov, Alexander; Uryasev, Stan
10
2016
Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization. Zbl 1352.47047
Gotoh, Jun-ya; Uryasev, Stan
4
2016
Advanced statistical tools for modelling of composition and processing parameters for alloy development. Zbl 1369.62320
Zrazhevsky, Greg; Golodnikov, Alex; Uryasev, Stan; Zrazhevsky, Alex
1
2015
CVaR norm and applications in optimization. Zbl 1332.90280
Pavlikov, Konstantin; Uryasev, Stan
12
2014
Capital asset pricing model (CAPM) with drawdown measure. Zbl 1304.91212
Zabarankin, Michael; Pavlikov, Konstantin; Uryasev, Stan
8
2014
Statistical decision problems. Selected concepts and portfolio safeguard case studies. Zbl 1291.90006
Zabarankin, Michael; Uryasev, Stan
7
2014
Value-at-risk support vector machine: stability to outliers. Zbl 1304.90181
Tsyurmasto, Peter; Zabarankin, Michael; Uryasev, Stan
3
2014
Sparse signal reconstruction: LASSO and cardinality approaches. Zbl 1316.94021
Boyko, Nikita; Karamemis, Gulver; Kuzmenko, Viktor; Uryasev, Stan
1
2014
Conditional value-at-risk and average value-at-risk: estimation and asymptotics. Zbl 1260.91121
Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
12
2012
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts. Zbl 1233.90146
AitSahlia, Farid; Wang, Chung-Jui; Cabrera, Victor E.; Uryasev, Stan; Fraisse, Clyde W.
2
2011
Robust connectivity issues in dynamic sensor networks for area surveillance under uncertainty. Zbl 1228.90095
Kalinchenko, Konstantin; Veremyev, Alexander; Boginski, Vladimir; Jeffcoat, David E.; Uryasev, Stan
1
2011
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization. Zbl 1200.91283
Lim, Churlzu; Sherali, Hanif D.; Uryasev, Stan
22
2010
Mathematical programming techniques for sensor networks. Zbl 06920447
Sorokin, Alexey; Boyko, Nikita; Boginski, Vladimir; Uryasev, Stan; Pardalos, Panos M.
7
2009
Robust wireless network jamming problems. Zbl 1195.93020
Commander, Clayton W.; Pardalos, Panos M.; Ryabchenko, Valeriy; Sarykalin, Sergey; Turko, Timofey; Uryasev, Stan
4
2009
Risk tuning with generalized linear regression. Zbl 1218.90158
Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael
16
2008
Jamming communication networks under complete uncertainty. Zbl 1145.94008
Commander, Clayton W.; Pardalos, Panos M.; Ryabchenko, Valeriy; Shylo, Oleg; Uryasev, Stan; Zrazhevsky, Grigoriy
5
2008
Classification using optimization: application to credit ratings of bonds. Zbl 1147.91026
Bugera, Vladimir; Uryasev, Stan; Zrazhevsky, Grigory
1
2008
The wireless network jamming problem. Zbl 1149.90124
Commander, Clayton W.; Pardalos, Panos M.; Ryabchenko, Valeriy; Uryasev, Stan; Zrazhevsky, Grigoriy
17
2007
Optimization of composition and processing parameters for alloy development: a statistical model-based approach. Zbl 1166.90356
Golodnikov, Alexandr; Uryasev, Stan; Zrazhevsky, Grigoriy; Macheret, Yevgeny; Trindade, A. Alexandre
1
2007
Generalized deviations in risk analysis. Zbl 1150.90006
Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael
139
2006
Optimality conditions in portfolio analysis with general deviation measures. Zbl 1138.91474
Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael
56
2006
Aircraft routing under the risk of detection. Zbl 1141.90592
Zabarankin, Michael; Uryasev, Stan; Murphey, Robert
14
2006
Numerical comparison of conditional value-at-risk and conditional drawdown-at-risk approaches: application to hedge funds. Zbl 1105.90323
Krokhmal, P.; Uryasev, S.; Zrazhevsky, G.
3
2005
Portfolio optimization with drawdown constraints. Zbl 1081.91525
Chekhlov, A.; Uryasev, S.; Zabarankin, M.
6
2004
Pricing European options by numerical replication: quadratic programming with constraints. Zbl 1147.91330
Ryabchenko, Valeriy; Sarykalin, Sergey; Uryasev, Stan
1
2004
Introduction to the theory of probabilistic functions and percentiles (value-at-risk). Zbl 0991.90093
Uryasev, S.
19
2000
all top 5

Cited by 458 Authors

22 Uryasev, Stan
16 Balbás, Alejandro
13 Zabarankin, Michael
12 Pardalos, Panos M.
11 Balbás, Raquel
11 Grechuk, Bogdan
9 Balbás, Beatriz
8 Ogryczak, Włodzimierz
7 Fabozzi, Frank J.
7 Rockafellar, Ralph Tyrrell
6 Boginski, Vladimir L.
6 Ruszczyński, Andrzej
5 Mafusalov, Alexander
5 Rachev, Svetlozar T.
5 Royset, Johannes O.
5 Zrazhevsky, Grigory M.
4 Assa, Hirbod
4 Commander, Clayton W.
4 Galyaev, A. A.
4 Krokhmal, Pavlo A.
4 Mansini, Renata
4 Ortobelli, Sergio
4 Śliwiński, Tomasz
4 Sordo, Miguel A.
4 Stoyanov, Stoyan V.
4 Wang, Ruodu
3 Balasundaram, Balabhaskar
3 Bodnar, Taras
3 Boţ, Radu Ioan
3 Branda, Martin
3 Chen, Zhiping
3 Dentcheva, Darinka
3 Fábián, Csaba I.
3 Gotoh, Jun-ya
3 Heras, Antonio
3 Kouri, Drew P.
3 Kuzmenko, Victor
3 Mayoral, Silvia
3 Mitra, Gautam
3 Norton, Matthew
3 Pajouh, Foad Mahdavi
3 Pasiliao, Eduardo L. jun.
3 Pavlikov, Konstantin
3 Righi, Marcelo Brutti
3 Roman, Diana
3 Stadje, Mitja
3 Sun, Jie
3 Tammer, Christiane
3 Uryasev, Stanislav P.
3 Wu, Weili
3 Zabolotskyy, Taras N.
2 Ahmadi Javid, Amir
2 Alkaya, Ali Fuat
2 Bellini, Fabio
2 Boyko, Nikita
2 Capolei, Andrea
2 Cherny, Alexander S.
2 Chuong, Thai Doan
2 Du, Ding-Zhu
2 Eshghi, Kourosh
2 Eskandarzadeh, Saman
2 Fulga, Cristinca
2 Garrido, José Luis
2 Golodnikov, Alexandr N.
2 Grant, Simon
2 Grazia Speranza, M.
2 Hong, Liu Jeff
2 Hu, Qianhui
2 Hu, Zhaolin
2 Huang, Dashan
2 Iyengar, Garud N.
2 Jørgensen, John Bagterp
2 Kheddouci, Hamamache
2 Kountzakis, Christos E.
2 Lalou, Mohammed
2 Maslov, E. P.
2 Medal, Hugh R.
2 Molyboha, Anton
2 Pang, Jong-Shi
2 Penev, Spiridon I.
2 Pflug, Georg Ch.
2 Polak, Ben
2 Rosazza Gianin, Emanuela
2 Ryabchenko, Valeriy V.
2 Rysz, Maciej
2 Sawik, Tadeusz J.
2 Schmid, Wolfgang
2 Schweitzer, David
2 Shanbhag, Uday V.
2 Shapiro, Alexander
2 Sorokin, Alexey
2 Suarez-Llorens, Alfonso
2 Svindland, Gregor
2 Tahraoui, Mohammed Amin
2 Takeda, Akiko
2 Tichý, Tomáš
2 Trindade, A. Alexandre
2 Turko, Timofey
2 Wei, Yunran
2 Wozabal, David
...and 358 more Authors
all top 5

Cited in 87 Serials

35 European Journal of Operational Research
27 Annals of Operations Research
21 Mathematical Programming. Series A. Series B
17 Insurance Mathematics & Economics
12 Optimization Letters
11 Computers & Operations Research
7 International Journal of Theoretical and Applied Finance
6 Journal of Computational and Applied Mathematics
6 Journal of Optimization Theory and Applications
6 Operations Research Letters
6 Quantitative Finance
5 SIAM Journal on Optimization
5 INFORMS Journal on Computing
5 Journal of Combinatorial Optimization
5 Mathematics and Financial Economics
4 Automation and Remote Control
4 Cybernetics and Systems Analysis
4 Computational Optimization and Applications
4 Journal of Computer and Systems Sciences International
4 Mathematical Finance
4 Dependence Modeling
3 Journal of Economic Theory
3 Applied Mathematical Finance
3 Mathematical Methods of Operations Research
3 OR Spectrum
3 Computational Management Science
3 Statistics & Risk Modeling
2 Applied Mathematics and Computation
2 International Journal of Approximate Reasoning
2 Journal of Global Optimization
2 Computational Statistics and Data Analysis
2 Finance and Stochastics
2 Computational Geosciences
2 Methodology and Computing in Applied Probability
2 Decisions in Economics and Finance
1 Applicable Analysis
1 Discrete Applied Mathematics
1 Lithuanian Mathematical Journal
1 Metrika
1 Russian Mathematical Surveys
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Statistics
1 Automatica
1 Journal of Applied Probability
1 Kybernetika
1 Mathematics of Operations Research
1 Naval Research Logistics
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 SIAM Journal on Control and Optimization
1 Systems & Control Letters
1 Statistics
1 Optimization
1 Asia-Pacific Journal of Operational Research
1 Mathematical and Computer Modelling
1 Journal of Applied Mathematics and Stochastic Analysis
1 Neural Computation
1 Japan Journal of Industrial and Applied Mathematics
1 The Annals of Applied Probability
1 Applied Mathematical Modelling
1 SIAM Review
1 Applied Mathematics. Series B (English Edition)
1 Statistical Papers
1 Top
1 ACM Transactions on Modeling and Computer Simulation
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 PAA. Pattern Analysis and Applications
1 CEJOR. Central European Journal of Operations Research
1 Probability in the Engineering and Informational Sciences
1 Optimization and Engineering
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Journal of Applied Mathematics
1 Journal of Machine Learning Research (JMLR)
1 ASTIN Bulletin
1 4OR
1 Mediterranean Journal of Mathematics
1 Networks and Spatial Economics
1 Journal of Industrial and Management Optimization
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 Mathematical Geosciences
1 SIAM Journal on Financial Mathematics
1 Algorithms
1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
1 European Actuarial Journal
1 EURO Journal on Computational Optimization
1 Computer Science Review

Citations by Year