Dmytro Matsypura

Orcid: 0000-0002-0824-4558

According to our database1, Dmytro Matsypura authored at least 15 papers between 2010 and 2025.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2025
Graph Pseudotime Analysis and Neural Stochastic Differential Equations for Analyzing Retinal Degeneration Dynamics and Beyond.
CoRR, February, 2025

Machine Learning-Based Prediction of Key Genes Correlated to the Subretinal Lesion Severity in a Mouse Model of Age-Related Macular Degeneration.
Proceedings of the 18th International Joint Conference on Biomedical Engineering Systems and Technologies, 2025

2024
A polynomial algorithm for the most degree-central shortest path problem.
CoRR, 2024

BIG: A Practical Framework for Balancing the Conflict Between Group and Individual Fairness in Graph Neural Networks.
Proceedings of the 23rd IEEE International Conference on Trust, 2024

2023
Finding the most degree-central walks and paths in a graph: Exact and heuristic approaches.
Eur. J. Oper. Res., August, 2023

FIW-GNN: A Heterogeneous Graph-Based Learning Model for Credit Card Fraud Detection.
Proceedings of the 10th IEEE International Conference on Data Science and Advanced Analytics, 2023

2019
On exact solution approaches for the longest induced path problem.
Eur. J. Oper. Res., 2019

2018
Wildfire fuel management: Network-based models and optimization of prescribed burning.
Eur. J. Oper. Res., 2018

2015
Incremental network design with maximum flows.
Eur. J. Oper. Res., 2015

2013
Integer programs for margining option portfolios by option spreads with more than four legs.
Comput. Manag. Sci., 2013

2012
Margining option portfolios by network flows.
Networks, 2012

Margining Component of the Stock Market Crash of October 2008 - A Lesson of the Struggle with Combinatorial Complexity.
Proceedings of the ICORES 2012, 2012

Combinations of Option Spreads.
Proceedings of the ICORES 2012, 2012

2010
Strategy vs risk in margining portfolios of options.
4OR, 2010

A Computational Study of Margining Portfolios of Options by Two Approaches.
Proceedings of the Information Systems, Technology and Management, 2010


  Loading...