Zobrazeno 1 - 10
of 97
pro vyhledávání: '"Stan Uryasev"'
Publikováno v:
Risks, Vol 6, Iss 4, p 129 (2018)
This paper studies the peer-to-peer lending and loan application processing of LendingClub. We tried to reproduce the existing loan application processing algorithm and find features used in this process. Loan application processing is considered a b
Externí odkaz:
https://doaj.org/article/c8ddb8fc57094660bba015b738addb30
Publikováno v:
Algorithms, Vol 2, Iss 1, Pp 565-581 (2009)
This paper presents a survey describing recent developments in the area of mathematical programming techniques for various types of sensor network applications. We discuss mathematical programming formulations associated with these applications, as w
Externí odkaz:
https://doaj.org/article/9cb01062f4ac45f58c13bda6026edd62
Autor:
Rui Ding, Stan Uryasev
Publikováno v:
Quantitative Finance. 22:1265-1276
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1e8e867f1884131334c5e130539f9f7
https://doi.org/10.1080/14697688.2022.2037698
https://doi.org/10.1080/14697688.2022.2037698
Publikováno v:
Central European Journal of Operations Research.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f18baede4fcb02f338d4ead9db2b050
https://doi.org/10.1007/s10100-023-00847-3
https://doi.org/10.1007/s10100-023-00847-3
Autor:
Kevin Maritato, Stan Uryasev
The Reduced Cumulative Distribution Function (rCDF) is the maximal lower bound for the Cumulative Distribution Function (CDF). It is equivalent to the inverse of the Conditional Value at Risk (CVaR), or one minus the Buffered Probability of Exceedanc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::474fc39923f6a80ace0fa625623930f5
https://doi.org/10.21203/rs.3.rs-2223961/v1
https://doi.org/10.21203/rs.3.rs-2223961/v1
Autor:
Stan Uryasev, Jeremy D. Jordan
Publikováno v:
Optimization Letters. 15:2793-2812
This paper presents an approach to shortest path minimization for graphs with random weights of arcs. To deal with uncertainty we use the following risk measures: Probability of Exceedance (POE), Buffered Probability of Exceedance (bPOE), Value-at-Ri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b2ae3126c8596d8c36f44587dfbf6fb9
https://doi.org/10.1007/s11590-021-01712-5
https://doi.org/10.1007/s11590-021-01712-5
Publikováno v:
Cybernetics and Systems Analysis. 56:476-484
We propose an approach to solving the problem of optimizing the reliability of complex systems using Buffered Probability of Exceedance (bPOE). As a research subject, we consider the model of optimal control of oscillations of a hinged beam with rand
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::81748db5ea8f0fa51b7d777712b422bc
https://doi.org/10.1007/s10559-020-00263-4
https://doi.org/10.1007/s10559-020-00263-4
Autor:
Stan Uryasev, R. Tyrrell Rockafellar
Publikováno v:
Mathematical Programming. 181:453-472
Stochastic programming problems have for a long time been posed in terms of minimizing the expected value of a random variable influenced by decision variables, but alternative objectives can also be considered, such as minimizing a measure of risk.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e146df08e38ec811416ee3128a4a6ed2
https://doi.org/10.1007/s10107-019-01462-4
https://doi.org/10.1007/s10107-019-01462-4
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 2; Pages: 65
A retiree with a savings account balance, but without a pension, is confronted with an important investment decision that has to satisfy two conflicting objectives. Without a pension, the function of the savings is to provide post-employment income t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb2699cc1a2d885489c7c4a012640923