Uryasev Stan

Stan Uryasev

Information about the author Stan Uryasev will soon be added to the site.
Found 6 papers in total
Estimation of Truncated Data Samples in Operational Risk Modeling
Estimation of Truncated Data Samples in Operational Risk Modeling
2016
This article addresses challenges of estimating operational risk regulatory capital...
Optimal crop planting schedules and financial hedging strategies under ENSO‐based climate forecasts
Optimal crop planting schedules and financial hedging strategies under ENSO‐based climate forecasts
2011
This paper investigates the impact of ENSO‐based climate forecasts on optimal...
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
2010
Conditional Value-at-Risk (CVaR) is a portfolio evaluation function having appealing...
Risk Tuning with Generalized Linear Regression
Risk Tuning with Generalized Linear Regression
2008
A framework is set up in which linear regression, as a way of approximating a random...
Jamming communication networks under complete uncertainty
Jamming communication networks under complete uncertainty
2008
This paper describes a problem of interdicting/jamming wireless communication networks...
The wireless network jamming problem
The wireless network jamming problem
2007
In adversarial environments, disabling the communication capabilities of the enemy is...
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