Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk D Shang, V Kuzmenko, S Uryasev Annals of Operations Research 260, 501-514, 2018 | 34 | 2018 |
Про підвищення рівня енергетично-екологічної безпеки України ВС Ковальський, ОМ Голодніков, МЮ Григорак, ОІ Косарев, ... Економіка України, 34-41, 2000 | 31* | 2000 |
CVaR regression based on the relation between CVaR and mixed-quantile quadrangles A Golodnikov, V Kuzmenko, S Uryasev Journal of Risk and Financial Management 12 (3), 107, 2019 | 18 | 2019 |
Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios N Fidan Keçeci, V Kuzmenko, S Uryasev Journal of Risk and Financial Management 9 (4), 11, 2016 | 14 | 2016 |
Optimization algorithms for packing of small-lot correspondence in communication networks OM Trofymchuk, VA Vasyanin, VN Kuzmenko Cybernetics and Systems Analysis 52, 258-268, 2016 | 13 | 2016 |
Complexity of one packing optimization problem OM Trofymchuk, VA Vasyanin, VN Kuzmenko Cybernetics and Systems Analysis 52, 76-84, 2016 | 10 | 2016 |
Sparse signal reconstruction: LASSO and cardinality approaches N Boyko, G Karamemis, V Kuzmenko, S Uryasev Dynamics of Information Systems: Computational and Mathematical Challenges …, 2014 | 8 | 2014 |
Checkerboard copula defined by sums of random variables V Kuzmenko, R Salam, S Uryasev Dependence Modeling 8 (1), 70-92, 2020 | 6 | 2020 |
Mixed method for solving the general convex programming problem BN Pshenichnyi, EI Nenakhov, VN Kuz’menko Cybernetics and Systems Analysis 34 (4), 577–587, 1998 | 6 | 1998 |
A new family of expectiles and its properties V Kuzmenko Cybernetics and Computer Technologies, 43-58, 2020 | 4 | 2020 |
Software Implementation of the Econometric Model for Estimating Balance Changes in Economy E Karpets, V Kuzmenko Modelare matematica, optimizare si tehnologii informationale.- VI …, 2018 | 4* | 2018 |
Optimal supplier choice with discounting B Goldengorin, J Keane, V Kuzmenko, MKS Tso Journal of the Operational Research Society 62 (4), 690-699, 2011 | 4 | 2011 |
Portfolio Optimization with Second-Order Stochastic Dominance Constraints and Portfolios Dominating Indices NF Keçeci, V Kuzmenko, S Uryasev Robustness Analysis in Decision Aiding, Optimization, and Analytics, 285-298, 2016 | 3 | 2016 |
Modified cutting plane method for minimization of a convex function BN Pshenichnyi, EI Nenakhov, VN Kuz’menko Cybernetics and Systems Analysis 33 (6), 867–873, 1997 | 3 | 1997 |
Kantorovich–Rubinstein Distance Minimization: Application to Location Problems V Kuzmenko, S Uryasev Large Scale Optimization in Supply Chains and Smart Manufacturing: Theory …, 2019 | 2 | 2019 |
Solving the Soft Convergence Problem for Controlled Oscillatory Systems Based on the Time Dilation Principle V Kuzmenko, G Chikrii Cybernetics and Systems Analysis 59 (3), 428–438, 2023 | 1 | 2023 |
Online pricing with discounts by a location model B Goldengorin, J Keane, V Kuzmenko, M Tso School of Mathematics: The University of Manchester 12, 1-22, 2006 | 1 | 2006 |
Expectile Risk Quadrangles and Applications A Malandii, V Kuzmenko, S Uryasev Working Paper, 2024 | | 2024 |
Expectile Quadrangle and Applications V Kuzmenko, A Malandii, S Uryasev arXiv preprint arXiv:2306.16351, 2023 | | 2023 |
Expectile Risk Quadrangle and Applications V Kuzmenko, A Malandii, S Uryasev | | 2023 |