Portfolio Safeguard
AORDA PSG: Portfolio Safeguard (PSG) is a nonlinear and mixed-integer nonlinear optimization package in Windows operating system. PSG contains precoded major classes of nonlinear functions and can optimize these functions in analytic format.
Keywords for this software
References in zbMATH (referenced in 23 articles )
Showing results 1 to 20 of 23.
Sorted by year (- Jordan, Jeremy D.; Uryasev, Stan: Shortest path network problems with stochastic arc weights (2021)
- Zrazhevsky, G. M.; Golodnikov, A. N.; Uryasev, S. P.; Zrazhevsky, A. G.: Application of buffered probability of exceedance in reliability optimization problems (2020)
- Grechuk, Bogdan; Zabarankin, Michael: Regression analysis: likelihood, error and entropy (2019)
- Kuzmenko, Viktor; Uryasev, Stan: Kantorovich-Rubinstein distance minimization: application to location problems (2019)
- Zrazhevsky, G.; Golodnikov, A.; Uryasev, S.: Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case) (2019)
- Grechuk, Bogdan; Zabarankin, Michael: Direct data-based decision making under uncertainty (2018)
- Pavlikov, Konstantin; Uryasev, Stan: CVaR distance between univariate probability distributions and approximation problems (2018)
- Shang, Danjue; Kuzmenko, Victor; Uryasev, Stan: Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (2018)
- Goldberg, Lisa R.; Mahmoud, Ola: Drawdown: from practice to theory and back again (2017)
- Gotoh, Jun-ya; Uryasev, Stan: Support vector machines based on convex risk functions and general norms (2017)
- Grechuk, Bogdan; Zabarankin, Michael: Sensitivity analysis in applications with deviation, risk, regret, and error measures (2017)
- Gotoh, Jun-ya; Uryasev, Stan: Two pairs of families of polyhedral norms versus (\ell_p)-norms: proximity and applications in optimization (2016)
- Grechuk, Bogdan; Zabarankin, Michael: Inverse portfolio problem with coherent risk measures (2016)
- Chen, Wei: Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (2015)
- Boyko, Nikita; Karamemis, Gulver; Kuzmenko, Viktor; Uryasev, Stan: Sparse signal reconstruction: LASSO and cardinality approaches (2014)
- Espinoza, Daniel; Moreno, Eduardo: A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (2014)
- Filomena, Tiago P.; Lejeune, Miguel A.: Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (2014)
- Pavlikov, Konstantin; Uryasev, Stan: CVaR norm and applications in optimization (2014)
- Rockafellar, R. T.; Royset, J. O.; Miranda, S. I.: Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (2014)
- Tsyurmasto, Peter; Zabarankin, Michael; Uryasev, Stan: Value-at-risk support vector machine: stability to outliers (2014)