References in zbMATH (referenced in 10 articles )

Showing results 1 to 10 of 10.
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  1. Gotoh, Jun-ya; Uryasev, Stan: Two pairs of families of polyhedral norms versus $\ell _p$-norms: proximity and applications in optimization (2016)
  2. Boyko, Nikita; Karamemis, Gulver; Kuzmenko, Viktor; Uryasev, Stan: Sparse signal reconstruction: LASSO and cardinality approaches (2014)
  3. Espinoza, Daniel; Moreno, Eduardo: A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (2014)
  4. Filomena, Tiago P.; Lejeune, Miguel A.: Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (2014)
  5. Pavlikov, Konstantin; Uryasev, Stan: CVaR norm and applications in optimization (2014)
  6. Rockafellar, R.T.; Royset, J.O.; Miranda, S.I.: Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (2014)
  7. Tsyurmasto, Peter; Zabarankin, Michael; Uryasev, Stan: Value-at-risk support vector machine: stability to outliers (2014)
  8. Veremyev, Alexander; Tsyurmasto, Peter; Uryasev, Stan; Rockafellar, R.Tyrrell: Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (2014)
  9. Zabarankin, Michael; Uryasev, Stan: Statistical decision problems. Selected concepts and portfolio safeguard case studies (2014)
  10. Boyko, Nikita; Turko, Timofey; Boginski, Vladimir; Jeffcoat, David E.; Uryasev, Stanislav; Zrazhevsky, Grigoriy; Pardalos, Panos M.: Robust multi-sensor scheduling for multi-site surveillance (2011)