Grigoriy Zrazhevsky; Zrazhevskiy G
Grigoriy Zrazhevsky; Zrazhevskiy G
Bestätigte E-Mail-Adresse bei univ.kiev.ua
Titel
Zitiert von
Zitiert von
Jahr
The wireless network jamming problem
CW Commander, PM Pardalos, V Ryabchenko, S Uryasev, G Zrazhevsky
Journal of Combinatorial Optimization 14 (4), 481-498, 2007
792007
Risk management for hedge fund portfolios: a comparative analysis of linear rebalancing strategies
P Krokhmal, S Uryasev, G Zrazhevsky
The Journal of Alternative Investments 5 (1), 10-29, 2002
752002
Financial prediction with constrained tail risk
AA Trindade, S Uryasev, A Shapiro, G Zrazhevsky
Journal of Banking & Finance 31 (11), 3524-3538, 2007
622007
Numerical comparison of conditional value-at-risk and conditional drawdown-at-risk approaches: application to hedge funds
P Krokhmal, S Uryasev, G Zrazhevsky
Applications of stochastic programming, 609-631, 2005
432005
Jamming communication networks under complete uncertainty
CW Commander, PM Pardalos, V Ryabchenko, O Shylo, S Uryasev, ...
Optimization Letters 2 (1), 53-70, 2008
322008
Comparative Analysis of Linear Portfolio rebalancing strategies: an application to hedge funds
PA Krokhmal, SP Uryasev, GM Zrazhevsky
U of Florida ISE Research Report, 2001
192001
Statistical modelling of composition and processing parameters for alloy development
A Golodnikov, Y Macheret, AA Trindade, S Uryasev, G Zrazhevsky
Modelling and Simulation in Materials Science and Engineering 13 (4), 633, 2005
172005
Robust multi-sensor scheduling for multi-site surveillance
N Boyko, T Turko, V Boginski, DE Jeffcoat, S Uryasev, G Zrazhevsky, ...
Journal of combinatorial optimization 22 (1), 35-51, 2011
132011
A numerical-analytical method for solving boundary value problem of elliptical type for a parallelogram shaped plate
PS Mobarakeh, VT Grinchenko, GM Zrazhevsky
Bull. Taras Shevchenko Kyiv Nat. Univ, 297-304, 2015
52015
Optimization of composition and processing parameters for alloy development: a statistical model-based approach
A Golodnikov, S Uryasev, G Zrazhevsky, Y Macheret, AA Trindade
Journal of Industrial & Management Optimization 3 (3), 489, 2007
42007
Advanced statistical tools for modelling of composition and processing parameters for alloy development
A Zrazhevsky, G., Golodnikov, A., Uryasev, S., Zrazhevsky
Springer Proceedings in Mathematics and Statistics, 2015
3*2015
Estimating the probability distributions of alloy impact toughness: a constrained quantile regression approach
A Golodnikov, Y Macheret, AA Trindade, S Uryasev, G Zrazhevsky
Cooperative Systems, 269-283, 2007
32007
Modeling composition and processing parameters for the development of steel alloys: A statistical approach
A Golodnikov, Y Macheret, A Trindade, S Uryasev, G Zrazhevsky
Research Report# 2005, 2005
32005
Classification Using Optimization: Application to Credit Ratings of Bonds
V Bugera, S Uryasev, G Zrazhevsky
Computational Methods in Financial Engineering, 211-237, 2008
22008
Mathematical Methods to Find Optimal Control of Oscillations of a Hinged Beam (Deterministic Case)
SU G.Zrazhevsky, A.Golodnikov
Cybernetics and Systems Analysis 55 (6), 1009-1026, 2019
12019
Construction of prediction of dynamic risk measures VaR and CVaR for financial time series with different volatility
N Zrazhevska, A Zrazhevsky
European Journal of Basic and Applied Sciences Vol 4 (1), 2017
12017
Obtaining and investigation of the integral representation of solution and boundary integral equation for the non-stationary problem of thermal conductivity
G Zrazhevsky, V Zrazhevska
Eureka: Physics and Engineering, 53-58, 2016
12016
Optimization techniques to obtain the best combination of alloy strength and toughness
GM Zrazhevsky, AN Golodnikov, SP Uryasev, AG Zrazhevsky
Cybernetics and Systems Analysis 52 (4), 600-612, 2016
12016
Generalized Approach for Estimatingand Forecasting of Dynamical VaRand CVaR Based on Metalog Distribution
V Zrazhevska, G Zrazhevsky
International Scientific Conference “Intellectual Systems of Decision Making …, 2020
2020
Application of Buffered Probability of Exceedance in Reliability Optimization Problems*
GM Zrazhevsky, AN Golodnikov, SP Uryasev, AG Zrazhevsky
Cybernetics and Systems Analysis 56, 476-484, 2020
2020
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