Peter Tsyurmasto

According to our database, Peter Tsyurmasto authored at least 2 papers in 2014.

Collaborative distances:

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

2014

Value-at-risk support vector machine: stability to outliers.

Peter Tsyurmasto, Michael Zabarankin, Stan Uryasev

J. Comb. Optim., 2014

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing.

Alexander Veremyev, Peter Tsyurmasto, Stan Uryasev, R. Tyrrell Rockafellar

Comput. Manag. Sci., 2014