Stanislav Uryasev
Affiliations: | Industrial & Systems Engineering | University of Florida, Gainesville, Gainesville, FL, United States |
Area:
Industrial EngineeringWebsite:
https://www.eng.ufl.edu/about/contact/college-directory/name/stanislav-uryasev/Google:
"Stanislav Uryasev" OR "Stan Uryasev"Bio:
Ph.D., 1979, Glushkov Institute of Cybernetics, Kiev, Ukraine
Children
Sign in to add trainee| Pavlo A. Krokhmal | grad student | 2003 | UF Gainesville |
| Michael Zabarankin | grad student | 2003 | UF Gainesville (MathTree) |
| Vladimir A. Bugera | grad student | 2004 | UF Gainesville (Computer Science Tree) |
| Sergey V. Sarykalin | grad student | 2007 | UF Gainesville (Computer Science Tree) |
| Chung-Jui Wang | grad student | 2007 | UF Gainesville (Computer Science Tree) |
| Valeriy V. Ryabchenko | grad student | 2008 | UF Gainesville (Computer Science Tree) |
| Alexander F. Veremyev | grad student | 2011 | UF Gainesville |
| Konstantin P. Kalinchenko | grad student | 2012 | UF Gainesville |
| Peter Tsyurmasto | grad student | 2014 | UF Gainesville |
Collaborators
Sign in to add collaborator| Alexei Chekhlov | collaborator | UF Gainesville (Physics Tree) |
BETA: Related publications
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Publications
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| Ding R, Uryasev S. (2020) CoCDaR and mCoCDaR: New Approach for Measurement of Systemic Risk Contributions Journal of Risk and Financial Management. 13: 270 |
| Kuzmenko V, Salam R, Uryasev S. (2020) Checkerboard copula defined by sums of random variables Dependence Modeling. 8: 70-92 |
| Rockafellar RT, Uryasev S. (2020) Minimizing buffered probability of exceedance by progressive hedging Mathematical Programming. 181: 453-472 |
| Pertaia G, Uryasev S. (2019) Fitting heavy-tailed mixture models with CVaR constraints Dependence Modeling. 7: 365-374 |
| Zhang T, Uryasev S, Guan Y. (2019) Derivatives and subderivatives of buffered probability of exceedance Operations Research Letters. 47: 130-132 |
| Norton M, Khokhlov V, Uryasev S. (2019) Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation Annals of Operations Research. 1-35 |
| Huang W, Uryasev S. (2018) The CoCVaR approach: systemic risk contribution measurement Journal of Risk. 20: 75-93 |
| Norton M, Mafusalov A, Uryasev S. (2018) Cardinality of Upper Average and Its Application to Network Optimization Siam Journal On Optimization. 28: 1726-1750 |
| Mafusalov A, Uryasev S. (2018) Buffered Probability of Exceedance: Mathematical Properties and Optimization Siam Journal On Optimization. 28: 1077-1103 |
| Pavlikov K, Uryasev S. (2018) CVaR distance between univariate probability distributions and approximation problems Annals of Operations Research. 262: 67-88 |