Value-at-risk support vector machine: stability to outliers P Tsyurmasto, M Zabarankin, S Uryasev Journal of Combinatorial Optimization 28 (1), 218-232, 2014 | 50 | 2014 |
Support vector classification with positive homogeneous risk functionals P Tsyurmasto, J Gotoh, S Uryasev Univ. Florida, Gainesville, FL, USA, Tech. Rep 4, 2013, 2013 | 12 | 2013 |
Optimal structuring of collateralized debt obligation contracts: an optimization approach A Veremyev, P Tsyurmasto, S Uryasev Journal of Credit Risk Volume 8 (4), 13, 2012 | 7 | 2012 |
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing A Veremyev, P Tsyurmasto, S Uryasev, RT Rockafellar Computational Management Science 11, 341-364, 2014 | 2 | 2014 |
Convex-Concave-Convex Distributions in Application to CDO Pricing A Veremyev, P Tsyurmasto, S Uryasev, RT Rockafellar Working paper, Risk Management and Financial Engineering Lab, Department of …, 2012 | 1 | 2012 |
Risk management approaches in data mining P Tsyurmasto University of Florida, 2014 | | 2014 |
Optimal structuring of CDO contracts: optimization approach A Veremyev, P Tsyurmasto, S Uryasev Journal of Credit Risk 8 (4), 2012 | | 2012 |