Grigoriy Zrazhevsky

According to our database, Grigoriy Zrazhevsky authored at least 5 papers between 2005 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2020

Generalized Approach for Estimatingand Forecasting of Dynamical VaRand CVaR Based on Metalog Distribution.

Vira Zrazhevska, Grigoriy Zrazhevsky

Proceedings of the Lecture Notes in Computational Intelligence and Decision Making, 2020

2011

Robust multi-sensor scheduling for multi-site surveillance.

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

J. Comb. Optim., 2011

2008

Jamming communication networks under complete uncertainty.

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

Optim. Lett., 2008

2007

The wireless network jamming problem.

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

J. Comb. Optim., 2007

2005

29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds.

Pavlo A. Krokhmal, Stan Uryasev, Grigoriy Zrazhevsky

Proceedings of the Applications of Stochastic Programming, 2005