The wireless network jamming problem CW Commander, PM Pardalos, V Ryabchenko, S Uryasev, G Zrazhevsky Journal of Combinatorial Optimization 14 (4), 481-498, 2007 | 79 | 2007 |
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 | 75 | 2002 |
Financial prediction with constrained tail risk AA Trindade, S Uryasev, A Shapiro, G Zrazhevsky Journal of Banking & Finance 31 (11), 3524-3538, 2007 | 62 | 2007 |
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 | 43 | 2005 |
Jamming communication networks under complete uncertainty CW Commander, PM Pardalos, V Ryabchenko, O Shylo, S Uryasev, ... Optimization Letters 2 (1), 53-70, 2008 | 32 | 2008 |
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 | 19 | 2001 |
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 | 17 | 2005 |
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 | 13 | 2011 |
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 | 5 | 2015 |
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 | 4 | 2007 |
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 | 3 | 2007 |
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 | 3 | 2005 |
Classification Using Optimization: Application to Credit Ratings of Bonds V Bugera, S Uryasev, G Zrazhevsky Computational Methods in Financial Engineering, 211-237, 2008 | 2 | 2008 |
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 | 1 | 2019 |
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 | 1 | 2017 |
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 | 1 | 2016 |
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 | 1 | 2016 |
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 |