Michael Zabarankin

36 papers A* 1Journal 35
YearRankTypeTitle / Venue / Authors
2026 J jnl
Counter-adversarial training data distribution validation.
Optim. Lett.
Ihor Indyk, Michael Zabarankin
2024 J jnl
Benchmark-based deviation and drawdown measures in portfolio optimization.
Optim. Lett.
Michael Zabarankin, Bogdan Grechuk, Dawei Hao
2024 J jnl
Buffered and Reduced Multidimensional Distribution Functions and Their Application in Optimization.
Optim. Lett.
Bogdan Grechuk, Michael Zabarankin, Alexander Mafusalov, Stan Uryasev
2021 J jnl
Inverse Problem for Drop Deformation in Nonlinear Electrohydrodynamics.
SIAM J. Appl. Math.
Michael Zabarankin, Ying Zhang
2020 J jnl
Matrix Difference Equations in Applied Mathematics.
SIAM J. Appl. Math.
Michael Zabarankin, Bogdan Grechuk
2019 J jnl
A Leaky Dielectric Drop with Conical Ends in An Electric Field.
SIAM J. Appl. Math.
Michael Zabarankin
2019 J jnl
Adversarial and counter-adversarial support vector machines.
Neurocomputing
Ihor Indyk, Michael Zabarankin
2019 J jnl
Regression analysis: likelihood, error and entropy.
Math. Program.
Bogdan Grechuk, Michael Zabarankin
2019 J jnl
Small Deformation Analysis for Stationary Toroidal Drops in a Compressional Flow.
SIAM J. Appl. Math.
Michael Zabarankin
2018 J jnl
Direct data-based decision making under uncertainty.
Eur. J. Oper. Res.
Bogdan Grechuk, Michael Zabarankin
2017 J jnl
Forward and Inverse Problems in Two-Phase Fluid Dynamics.
SIAM J. Control. Optim.
Michael Zabarankin, Bogdan Grechuk
2017 J jnl
Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures.
SIAM J. Optim.
Bogdan Grechuk, Michael Zabarankin
2017 J jnl
Synergy effect of cooperative investment.
Ann. Oper. Res.
Bogdan Grechuk, Michael Zabarankin
2016 J jnl
Analytical Solution for Spheroidal Drop under Axisymmetric Linearized Boundary Conditions.
SIAM J. Appl. Math.
Michael Zabarankin
2016 J jnl
Inverse portfolio problem with coherent risk measures.
Eur. J. Oper. Res.
Bogdan Grechuk, Michael Zabarankin
2014 A* conf
Analysis and detection of SIMbox fraud in mobility networks.
INFOCOM
Ilona Murynets, Michael Zabarankin, Roger Piqueras Jover, Adam Panagia
2014 J jnl
Capital Asset Pricing Model (CAPM) with drawdown measure.
Eur. J. Oper. Res.
Michael Zabarankin, Konstantin Pavlikov, Stan Uryasev
2014 J jnl
Inverse portfolio problem with mean-deviation model.
Eur. J. Oper. Res.
Bogdan Grechuk, Michael Zabarankin
2014 J jnl
Risk averse decision making under catastrophic risk.
Eur. J. Oper. Res.
Bogdan Grechuk, Michael Zabarankin
2014 J jnl
Value-at-risk support vector machine: stability to outliers.
J. Comb. Optim.
Peter Tsyurmasto, Michael Zabarankin, Stan Uryasev
2013 J jnl
A Liquid Spheroidal Drop in a Viscous Incompressible Fluid under a Steady Electric Field.
SIAM J. Appl. Math.
Michael Zabarankin
2013 J jnl
Optimization of convergence rate and stability margin of information flow in cooperative systems.
Autom.
Michael Zabarankin, Robert Murphey, Richard M. Murray
2012 J jnl
Optimal risk sharing with general deviation measures.
Ann. Oper. Res.
Bogdan Grechuk, Michael Zabarankin
2012 J jnl
Stochastic Optimization of Sensor Placement for Diver Detection.
Oper. Res.
Anton Molyboha, Michael Zabarankin
2011 J jnl
3D Shape Optimization in Viscous Incompressible Fluid under Oseen Approximation.
SIAM J. Control. Optim.
Michael Zabarankin, Anton Molyboha
2011 J jnl
Generalized Analytic Functions in an Extensional Stokes Flow with a Deformable Drop.
SIAM J. Appl. Math.
Michael Zabarankin, Avinoam Nir
2010 J jnl
Generalized Analytic Functions in Axially Symmetric Oseen Flows.
SIAM J. Appl. Math.
Michael Zabarankin
2010 J jnl
Three-Dimensional Shape Optimization in Stokes Flow Problems.
SIAM J. Appl. Math.
Michael Zabarankin, Anton Molyboha
2009 J jnl
Maximum Entropy Principle with General Deviation Measures.
Math. Oper. Res.
Bogdan Grechuk, Anton Molyboha, Michael Zabarankin
2008 J jnl
Risk Tuning with Generalized Linear Regression.
Math. Oper. Res.
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
2008 J jnl
The Framework of k-Harmonically Analytic Functions for Three-Dimensional Stokes Flow Problems, Part I.
SIAM J. Appl. Math.
Michael Zabarankin
2008 J jnl
The Framework of k-Harmonically Analytic Functions for Three-Dimensional Stokes Flow Problems, Part II.
SIAM J. Appl. Math.
Michael Zabarankin
2007 J jnl
Asymmetric Creeping Motion of a Rigid Spindle-Shaped Body in a Viscous Fluid.
SIAM J. Appl. Math.
Michael Zabarankin
2006 J jnl
Generalized deviations in risk analysis.
Finance Stochastics
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
2006 J jnl
Hilbert Formulas for r-Analytic Functions in the Domain Exterior to Spindle.
SIAM J. Appl. Math.
Michael Zabarankin, Andrei F. Ulitko
2006 J jnl
Optimality conditions in portfolio analysis with general deviation measures.
Math. Program.
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin