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S. Uryasev · SciRah

Researcher profile · Semantic Scholar

S. Uryasev

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S. Uryasev — researcher profile on SciRah

h-index: 32
Works: 169
Citations: 4,869

Most-cited papers

Value-at-Risk vs. Conditional Value-at-Risk in Risk Management and Optimization
Sergey Sarykalin, G. Serraino, S. Uryasev
2008427 citations Open access
Semantic Scholar
The fundamental risk quadrangle in risk management, optimization and statistical estimation
R. Rockafellar, S. Uryasev
2013257 citations
Semantic Scholar
Modeling and optimization of risk
P. Krokhmal, Michael Zabarankin, S. Uryasev
2011210 citations
Semantic Scholar
Capital Asset Pricing Model (CAPM) with drawdown measure
Michael Zabarankin, Konstantin Pavlikov, S. Uryasev
2014European Journal of Operational Research95 citations
Semantic Scholar
Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
Matthew Norton, V. Khokhlov, S. Uryasev
2018Annals of Operations Research86 citations Open access
Semantic Scholar
Financial prediction with constrained tail risk
A. Trindade, S. Uryasev, A. Shapiro, Grigory Zrazhevsky
200786 citations
Semantic Scholar
A financial network perspective of financial institutions’ systemic risk contributions
Wei-Qiang Huang, Xin-Tian Zhuang, S. Yao, S. Uryasev
201684 citations
Semantic Scholar
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
Churlzu Lim, H. Sherali, S. Uryasev
2010Computational optimization and applications84 citations
Semantic Scholar
The wireless network jamming problem
C. Commander, P. Pardalos, Valeriy Ryabchenko, S. Uryasev +1 more
2007Journal of combinatorial optimization79 citations
Semantic Scholar
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
S. Chun, A. Shapiro, S. Uryasev
2012Operational Research69 citations Open access
Semantic Scholar
Buffered Probability of Exceedance: Mathematical Properties and Optimization
Alexander Mafusalov, S. Uryasev
2018SIAM Journal on Optimization62 citations
Semantic Scholar
Maximization of AUC and Buffered AUC in binary classification
Matthew Norton, S. Uryasev
2018Mathematical programming60 citations
Semantic Scholar
CVaR norm and applications in optimization
Konstantin Pavlikov, S. Uryasev
2014Optimization Letters50 citations
Semantic Scholar
Value-at-risk support vector machine: stability to outliers
Peter Tsyurmasto, Michael Zabarankin, S. Uryasev
2013Journal of combinatorial optimization41 citations
Semantic Scholar
Jamming communication networks under complete uncertainty
C. Commander, P. Pardalos, Valeriy Ryabchenko, O. Shylo +2 more
2007Optimization Letters32 citations Open access
Semantic Scholar
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
Danjue Shang, V. Kuzmenko, S. Uryasev
2018Annals of Operations Research29 citations
Semantic Scholar
Soft Margin Support Vector Classification as Buffered Probability Minimization
Matthew Norton, Alexander Mafusalov, S. Uryasev
2017Journal of machine learning research27 citations
Semantic Scholar
Risk-return optimization with different risk-aggregation strategies
S. Uryasev, Ursula Theiler, G. Serraino
201025 citations
Semantic Scholar
Analysis of tropical storm damage using buffered probability of exceedance
Justin R. Davis, S. Uryasev
2016Natural Hazards24 citations
Semantic Scholar
Two pairs of families of polyhedral norms versus $$\ell _p$$ℓp-norms: proximity and applications in optimization
Jun-ya Gotoh, S. Uryasev
2016Mathematical programming23 citations
Semantic Scholar
Mathematical Programming Techniques for Sensor Networks
A. Sorokin, N. Boyko, V. Boginski, S. Uryasev +1 more
2009Algorithms23 citations Open access
Semantic Scholar
A new approach to credit ratings
Giorgi Pertaia, Artem B. Prokhorov, S. Uryasev
202121 citations
Semantic Scholar
Support vector machines based on convex risk functions and general norms
Jun-ya Gotoh, S. Uryasev
2016Annals of Operations Research21 citations
Semantic Scholar
Estimation and asymptotics for buffered probability of exceedance
Alexander Mafusalov, A. Shapiro, S. Uryasev
2018European Journal of Operational Research20 citations
Semantic Scholar
Drawdown beta and portfolio optimization
Rui Ding, S. Uryasev
2022Quantitative finance (Print)19 citations
Semantic Scholar
CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
À. Golodnikov, V. Kuzmenko, S. Uryasev
2019Journal of Risk and Financial Management19 citations Open access
Semantic Scholar
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts
F. AitSahlia, Chung-Jui Wang, V. Cabrera, S. Uryasev +1 more
2011Annals of Operations Research19 citations
Semantic Scholar
CVaR distance between univariate probability distributions and approximation problems
Konstantin Pavlikov, S. Uryasev
2018Annals of Operations Research17 citations Open access
Semantic Scholar
Minimizing buffered probability of exceedance by progressive hedging
R. Rockafellar, S. Uryasev
2020Mathematical programming15 citations
Semantic Scholar
Application of Buffered Probability of Exceedance in Reliability Optimization Problems*
Grigoriy Zrazhevsky, À. Golodnikov, S. Uryasev, Alex Zrazhevsky
2020Cybernetics and Systems Analysis14 citations
Semantic Scholar
Derivatives of Probability and Integral Functions: General Theory and Examples
S. Uryasev
2009Encyclopedia of Optimization14 citations
Semantic Scholar
Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
Neslihan Fidan Keçeci, V. Kuzmenko, S. Uryasev
201613 citations Open access
Semantic Scholar
Robust multi-sensor scheduling for multi-site surveillance
N. Boyko, T. Turko, V. Boginski, D. Jeffcoat +3 more
2011Journal of combinatorial optimization12 citations
Semantic Scholar
Robust Wireless Network Jamming Problems
C. Commander, P. Pardalos, Valeriy Ryabchenko, Sergey Sarykalin +2 more
200912 citations
Semantic Scholar
Statistical Decision Problems
Michael Zabarankin, S. Uryasev
201411 citations
Semantic Scholar
Calibrating Risk Preferences with Generalized CAPM Based on Mixed CVaR Deviation
Konstantin Kalinchenko, S. Uryasev, R. Rockafellar
201111 citations Open access
Semantic Scholar
ROBUST CONNECTIVITY ISSUES IN DYNAMIC SENSOR NETWORKS FOR AREA SURVEILLANCE UNDER
Konstantin Kalinchenko, Alexander Veremyev, V. Boginski, D. Jeffcoat +1 more
201111 citations
Semantic Scholar
Derivatives and subderivatives of buffered probability of exceedance
Tong Zhang, S. Uryasev, Yongpei Guan
2019Operations Research Letters10 citations
Semantic Scholar
Peer-To-Peer Lending: Classification in the Loan Application Process
Xinyuan Wei, Jun-ya Gotoh, S. Uryasev
2018Risks10 citations Open access
Semantic Scholar
Portfolio Optimization with Expectile and Omega Functions
Alexander Wagner, S. Uryasev
2019Online World Conference on Soft Computing in Industrial Applications9 citations Open access
Semantic Scholar
Checkerboard copula defined by sums of random variables
V. Kuzmenko, Romel Salam, S. Uryasev
20208 citations Open access
Semantic Scholar
Maximization of AUC and Buffered AUC in Classification
Matthew Norton, S. Uryasev
20158 citations
Semantic Scholar
Cardinality of Upper Average and Its Application to Network Optimization
Matthew Norton, Alexander Mafusalov, S. Uryasev
2018SIAM Journal on Optimization7 citations Open access
Semantic Scholar
Sparse Signal Reconstruction: LASSO and Cardinality Approaches
N. Boyko, Gulver Karamemis, V. Kuzmenko, S. Uryasev
20147 citations
Semantic Scholar
Pricing Energy Derivatives by Linear Programming: Tolling Agreement Contracts
Valeriy Ryabchenko, S. Uryasev
20117 citations
Semantic Scholar
Support Vector Regression: Risk Quadrangle Framework
Anton Malandii, S. Uryasev
2022arXiv.org6 citations Open access
Semantic Scholar
Conditional Value-at-Risk ( CVaR ) Norm : Stochastic Case
Alexander Mafusalov, S. Uryasev
20146 citations
Semantic Scholar
Shortest path network problems with stochastic arc weights
J. Jordan, S. Uryasev
2021Optimization Letters5 citations
Semantic Scholar
Mathematical Methods to Find Optimal Control of Oscillations of a Hinged Beam (Deterministic Case)*
Grigoriy Zrazhevsky, À. Golodnikov, S. Uryasev
2019Cybernetics and Systems Analysis5 citations
Semantic Scholar
Maximum Likelihood Method
Michael Zabarankin, S. Uryasev
20145 citations
Semantic Scholar

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