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1

Risk Management for Hedge Fund Portfolios

Krokhmal, Pavlo, Uryasev, Stanislav, Zrazhevsky, Grigory

Journal:

The Journal of Alternative Investments

Year:

2002

Language:

english

File:

PDF, 1.06 MB

english, 2002

2

Financial prediction with constrained tail risk

A. Alexandre Trindade, Stan Uryasev, Alexander Shapiro, Grigory Zrazhevsky

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 292 KB

english, 2007

3

Nonlinear electromechanical properties of sillenite and eulytine single crystals

Aleksandrov, K. S., Sorokin, B. P., Kokorin, Yu. I., Zrazhevsky, V. M., Nuriev, E. I., Kosov, A. V.

Journal:

Year:

1985

Language:

english

File:

PDF, 271 KB

english, 1985

4

Application of Buffered Probability of Exceedance in Reliability Optimization Problems*

Zrazhevsky, G. M., Golodnikov, A. N., Uryasev, S. P., Zrazhevsky, A. G.

Journal:

Cybernetics and Systems Analysis

Year:

2020

File:

PDF, 243 KB

2020

5

Jamming communication networks under complete uncertainty

Clayton W. Commander, Panos M. Pardalos, Valeriy Ryabchenko, Oleg Shylo, Stan Uryasev, Grigoriy Zrazhevsky

Journal:

Optimization Letters

Year:

2008

Language:

english

File:

PDF, 313 KB

english, 2008

6

Comparative Analysis of Linear Portfolio Rebalancing Strategies: An Application to Hedge Funds

Krokhmal, Pavlo A., Uryasev, Stanislav P., Zrazhevsky, Grigory M.

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 260 KB

english, 2002

7

Contemporary Methods for the Numerical-Analytic Solution of Boundary-Value Problems in Noncanonical Domains

Mobarakeh, P. Shakeri, Grinchenko, V. T., Popov, V. V., Soltannia, B., Zrazhevsky, G. M.

Journal:

Journal of Mathematical Sciences

Year:

2020

Language:

english

File:

PDF, 1.56 MB

english, 2020

8

Polarization radio imaging of various objects in the millimeter-wave range

A. Yu. Zrazhevsky, V. A. Golunov, M. T. Smirnov, E. P. Novichikhin, V. S. Loskutov, D. M. Ermakov

Journal:

Radiophysics and Quantum Electronics

Year:

2005

Language:

english

File:

PDF, 599 KB

english, 2005

9

Optimization Techniques to Obtain the Best Combination of Alloy Strength and Toughness*

Zrazhevsky, G. M., Golodnikov, A. N., Uryasev, S. P., Zrazhevsky, A. G.

Journal:

Cybernetics and Systems Analysis

Year:

2016

Language:

english

File:

PDF, 203 KB

english, 2016

10

Estimating functional dependences based on time series with the use of classes of regression functions of infinite capacity

N. D. Pankratova, A. G. Zrazhevsky

Journal:

Cybernetics and Systems Analysis

Year:

2011

Language:

english

File:

PDF, 272 KB

english, 2011

11

Long-range dependence of time series for MSFT data of the prices of shares and returns

Moklyachuk, Mikhail P., Zrazhevsky, Aleksey G.

Journal:

Random Operators and Stochastic Equations

Year:

2006

Language:

english

File:

PDF, 335 KB

english, 2006

12

Investigations of the near-millimeter-wave propagation on surface boundary layer path

E. V. Konkov, A. Y. Zrazhevsky, G. N. Solovev

Journal:

Journal of Infrared, Millimeter and Terahertz Waves

Year:

1992

Language:

english

File:

PDF, 691 KB

english, 1992

13

Acoustic properties of paraelectric and incommensurate phases of monoclinic piezoelectric crystal NH4HSeO4

Zrazhevsky, V. M., Shabanova, L. A.

Journal:

Year:

1990

Language:

english

File:

PDF, 462 KB

english, 1990

14

Robust multi-sensor scheduling for multi-site surveillance

Nikita Boyko, Timofey Turko, Vladimir Boginski, David E. Jeffcoat, Stanislav Uryasev, Grigoriy Zrazhevsky, Panos M. Pardalos

Journal:

Journal of Combinatorial Optimization

Year:

2011

Language:

english

File:

PDF, 573 KB

english, 2011

15

The wireless network jamming problem

Clayton W. Commander, Panos M. Pardalos, Valeriy Ryabchenko, Stan Uryasev, Grigoriy Zrazhevsky

Journal:

Journal of Combinatorial Optimization

Year:

2007

Language:

english

File:

PDF, 798 KB

english, 2007

16

Mathematical Methods to Find Optimal Control of Oscillations of a Hinged Beam (Deterministic Case)*

Zrazhevsky, G., Golodnikov, A., Uryasev, S.

Journal:

Cybernetics and Systems Analysis

Year:

2019

File:

PDF, 522 KB

2019

17

Statistical modelling of composition and processing parameters for alloy development

Golodnikov, Alexandr, Macheret, Yevgeny, Trindade, A Alexandre, Uryasev, Stan, Zrazhevsky, Grigoriy

Journal:

Modelling and Simulation in Materials Science and Engineering

Year:

2005

Language:

english

File:

PDF, 172 KB

english, 2005

18

Estimation of the functional dependence of time series for the class of regression functions partially covered by a finiteε-net

N. D. Pankratova, O. G. Zrazhevsky

Journal:

Cybernetics and Systems Analysis

Year:

2011

Language:

english

File:

PDF, 172 KB

english, 2011

19

Properties of ferroelectric NH4HSeO4 in paraelectric phase

Krasikov, V. S., Zrazhevsky, V. M., Zaitseva, M. P., Zherebtsova, L. I.

Journal:

Year:

1985

Language:

english

File:

PDF, 279 KB

english, 1985

20

Long-range dependence of time series for MSFT data of the prices of shares and returns

Moklyachuk, Mikhail P., Zrazhevsky, Aleksey G.

Journal:

Random Operators and Stochastic Equations

Year:

2006

Language:

english

File:

PDF, 320 KB

english, 2006

21

[IEEE 2008 33rd International Conference on Infrared, Millimeter and Terahertz Waves (IRMMW-THz 2008) - Pasadena, CA (2008.09.15-2008.09.19)] 2008 33rd International Conference on Infrared, Millimeter and Terahertz Waves - Thermal portraits of objects in the MM and IR wave bands

Golunov, V. A.., Zrazhevsky, A.. Yu., Novichikhin, Ye. P., Chernushich, A. P.

Year:

2008

Language:

english

File:

PDF, 1.15 MB

english, 2008

22

[IEEE 2004 14th International Crimean Conference "Microwave and Telecommunication Technology" - Sevastopoll, Crimea, Ukraine (2004.9.13-2004.9.17)] 2004 14th International Crimean Conference "Microwave and Telecommunication Technology" (IEEE Cat. No.04EX843) - Transceiver equipment for 110 Mbit/sec speed

Shelkovnikov, B.N., Shelkovnikov, A.B., Vaikan, N.P., Dubenko, A.V., Zrazhevsky, A.G., Ivanov, V.N., Lomaka, V.L., Magonya, V.S., Peshkov, A.N., Puzyrenko, Y.M., Karnakov YaO,

Year:

2004

File:

PDF, 182 KB

2004

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