Michael Zabarankin
Affiliations: | Stevens Institute of Technology |
Area:
Mathematics, Operations ResearchWebsite:
https://www.stevens.edu/profile/mzabaranGoogle:
"Michael Zabarankin"Bio:
https://scholar.google.com/citations?user=1NU8Up4AAAAJ&hl=en
Parents
Sign in to add mentorStanislav Uryasev | grad student | 2003 | UF Gainesville (E-Tree) | |
(Optimization approaches in risk management and financial engineering.) |
Children
Sign in to add traineeBogdan Grechuk | grad student | 2009 | Stevens Institute of Technology |
Anton Molyboha | grad student | 2009 | Stevens Institute of Technology |
Collaborators
Sign in to add collaboratorAlexei Chekhlov | collaborator | Stevens Institute of Technology (Physics Tree) |
BETA: Related publications
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Publications
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Zabarankin M, Grechuk B. (2020) Matrix Difference Equations in Applied Mathematics Siam Journal On Applied Mathematics. 80: 753-771 |
Indyk I, Zabarankin M. (2019) Adversarial and counter-adversarial support vector machines Neurocomputing. 356: 1-8 |
Grechuk B, Zabarankin M. (2018) Direct data-based decision making under uncertainty European Journal of Operational Research. 267: 200-211 |
Grechuk B, Zabarankin M. (2018) Regression analysis: likelihood, error and entropy Mathematical Programming. 174: 145-166 |
Grechuk B, Zabarankin M. (2017) Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures Siam Journal On Optimization. 27: 2481-2507 |
Zabarankin M, Grechuk B. (2017) Forward and Inverse Problems in Two-Phase Fluid Dynamics Siam Journal On Control and Optimization. 55: 3969-3989 |
Grechuk B, Zabarankin M. (2016) Inverse portfolio problem with coherent risk measures European Journal of Operational Research. 249: 740-750 |
Grechuk B, Zabarankin M. (2015) Synergy effect of cooperative investment Annals of Operations Research. 249: 409-431 |
Grechuk B, Zabarankin M. (2014) Risk averse decision making under catastrophic risk European Journal of Operational Research. 239: 166-176 |
Grechuk B, Zabarankin M. (2014) Inverse portfolio problem with mean-deviation model European Journal of Operational Research. 234: 481-490 |