Stan Uryasev
Stony Brook University
H-index: 46
North America-United States
Top articles of Stan Uryasev
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Efficient and robust optimal design for quantile regression based on linear programming | Computational Statistics & Data Analysis | Cheng Peng Drew P Kouri Stan Uryasev | 2024/4/1 |
Risk Quadrangle and Robust Optimization Based on -Divergence | arXiv preprint arXiv:2403.10987 | Cheng Peng Anton Malandii Stan Uryasev | 2024/3/16 |
Buffered and Reduced Multidimensional Distribution Functions and Their Application in Optimization | Optimization Letters | Bogdan Grechuk Michael Zabarankin Alexander Mafusalov Stan Uryasev | 2024/3 |
Mixture Quantiles Estimated by Constrained Linear Regression | arXiv preprint arXiv:2305.00081 | Cheng Peng Yizhou Li Stan Uryasev | 2023/4/28 |
Derivative of reduced cumulative distribution function and applications | Journal of Risk and Financial Management | Kevin Maritato Stan Uryasev | 2023/10/18 |
Factor Model of Mixtures | arXiv preprint arXiv:2301.13843 | Cheng Peng Stanislav Uryasev | 2023/1/31 |
Classification and severity progression measure of COVID-19 patients using pairs of multi-omic factors | Journal of Applied Statistics | Teng Chen Paweł Polak Stanislav Uryasev | 2023/9/10 |
Support Vector Regression: Risk Quadrangle Framework | stat | Anton Malandii Stan Uryasev | 2023/1/4 |
Expectile Quadrangle and Applications | arXiv preprint arXiv:2306.16351 | Viktor Kuzmenko Anton Malandii Stan Uryasev | 2023/6/28 |
Divergence Based Quadrangle and Applications | arXiv preprint arXiv:2306.16525 | Anton Malandii Siddhartha Gupte Cheng Peng Stan Uryasev | 2023/6/28 |
Expectile Risk Quadrangle and Applications | Viktor Kuzmenko Anton Malandii Stan Uryasev | 2023/6/19 | |
Buffered-ranking intervals for virtual profit efficiency analysis | Central European Journal of Operations Research | Yongqiao Wang He Ni Stan Uryasev | 2023/12 |
Drawdown beta and portfolio optimization | Quantitative Finance | Rui Ding Stan Uryasev | 2022/7/3 |
Optimal allocation of retirement portfolios | Journal of Risk and Financial Management | Kevin Maritato Morton Lane Matthew Murphy Stan Uryasev | 2022/2/1 |
Onlinea Appendix Classification and Severity Progression Measure of COVID-19 Patients Using Pairs of Multi-omic Factors | Teng Chen Pawe l Polak Stanislav Uryasev | 2021/12/8 | |
Shortest path network problems with stochastic arc weights | Optimization Letters | Jeremy D Jordan Stan Uryasev | 2021/11 |
Risk-Adaptive Experimental Design for High-Consequence Systems: LDRD Final Report | Drew P Kouri John D Jakeman Jose Gabriel Huerta Chandler B Smith Timothy F Walsh | 2021/9/1 | |
Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation | Annals of Operations Research | Matthew Norton Valentyn Khokhlov Stan Uryasev | 2021/4 |
Minimizing buffered probability of exceedance by progressive hedging | Mathematical Programming | R Tyrrell Rockafellar Stan Uryasev | 2020/6 |
Application of buffered probability of exceedance in reliability optimization problems | Cybernetics and Systems Analysis | GM Zrazhevsky AN Golodnikov SP Uryasev AG Zrazhevsky | 2020/5 |
Co-Authors
