Generalized deviations in risk analysis. - R. Tyrrell Rockafellar; Stan Uryasev; Michael Zabarankin (Finance Stochastics, 2006)

Optimality conditions in portfolio analysis with general deviation measures. - R. Tyrrell Rockafellar; Stan Uryasev; Michael Zabarankin (Math. Program., 2006)

Hilbert Formulas for r-Analytic Functions in the Domain Exterior to Spindle. - Michael Zabarankin; Andrei F. Ulitko (SIAM J. Appl. Math., 2006)

Asymmetric Creeping Motion of a Rigid Spindle-Shaped Body in a Viscous Fluid. - Michael Zabarankin (SIAM J. Appl. Math., 2007)

Risk Tuning with Generalized Linear Regression. - R. Tyrrell Rockafellar; Stan Uryasev; Michael Zabarankin (Math. Oper. Res., 2008)

The Framework of k-Harmonically Analytic Functions for Three-Dimensional Stokes Flow Problems, Part I. - Michael Zabarankin (SIAM J. Appl. Math., 2008)

The Framework of k-Harmonically Analytic Functions for Three-Dimensional Stokes Flow Problems, Part II. - Michael Zabarankin (SIAM J. Appl. Math., 2008)

Maximum Entropy Principle with General Deviation Measures. - Bogdan Grechuk; Anton Molyboha; Michael Zabarankin (Math. Oper. Res., 2009)

Generalized Analytic Functions in Axially Symmetric Oseen Flows. - Michael Zabarankin (SIAM J. Appl. Math., 2010)

Three-Dimensional Shape Optimization in Stokes Flow Problems. - Michael Zabarankin; Anton Molyboha (SIAM J. Appl. Math., 2010)

Generalized Analytic Functions in an Extensional Stokes Flow with a Deformable Drop. - Michael Zabarankin; Avinoam Nir (SIAM J. Appl. Math., 2011)

3D Shape Optimization in Viscous Incompressible Fluid under Oseen Approximation. - Michael Zabarankin; Anton Molyboha (SIAM J. Control. Optim., 2011)

Optimal risk sharing with general deviation measures. - Bogdan Grechuk; Michael Zabarankin (Ann. Oper. Res., 2012)

Stochastic Optimization of Sensor Placement for Diver Detection. - Anton Molyboha; Michael Zabarankin (Oper. Res., 2012)

Optimization of convergence rate and stability margin of information flow in cooperative systems. - Michael Zabarankin; Robert Murphey; Richard M. Murray (Autom., 2013)

A Liquid Spheroidal Drop in a Viscous Incompressible Fluid under a Steady Electric Field. - Michael Zabarankin (SIAM J. Appl. Math., 2013)

Analysis and detection of SIMbox fraud in mobility networks. - Ilona Murynets; Michael Zabarankin; Roger Piqueras Jover; Adam Panagia (INFOCOM, 2014)

Inverse portfolio problem with mean-deviation model. - Bogdan Grechuk; Michael Zabarankin (Eur. J. Oper. Res., 2014)

Risk averse decision making under catastrophic risk. - Bogdan Grechuk; Michael Zabarankin (Eur. J. Oper. Res., 2014)

Capital Asset Pricing Model (CAPM) with drawdown measure. - Michael Zabarankin; Konstantin Pavlikov; Stan Uryasev (Eur. J. Oper. Res., 2014)

Value-at-risk support vector machine: stability to outliers. - Peter Tsyurmasto; Michael Zabarankin; Stan Uryasev (J. Comb. Optim., 2014)

Inverse portfolio problem with coherent risk measures. - Bogdan Grechuk; Michael Zabarankin (Eur. J. Oper. Res., 2016)

Analytical Solution for Spheroidal Drop under Axisymmetric Linearized Boundary Conditions. - Michael Zabarankin (SIAM J. Appl. Math., 2016)

Synergy effect of cooperative investment. - Bogdan Grechuk; Michael Zabarankin (Ann. Oper. Res., 2017)

Forward and Inverse Problems in Two-Phase Fluid Dynamics. - Michael Zabarankin; Bogdan Grechuk (SIAM J. Control. Optim., 2017)

Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures. - Bogdan Grechuk; Michael Zabarankin (SIAM J. Optim., 2017)

Direct data-based decision making under uncertainty. - Bogdan Grechuk; Michael Zabarankin (Eur. J. Oper. Res., 2018)

Adversarial and counter-adversarial support vector machines. - Ihor Indyk; Michael Zabarankin (Neurocomputing, 2019)

Regression analysis: likelihood, error and entropy. - Bogdan Grechuk; Michael Zabarankin (Math. Program., 2019)

A Leaky Dielectric Drop with Conical Ends in An Electric Field. - Michael Zabarankin (SIAM J. Appl. Math., 2019)

Small Deformation Analysis for Stationary Toroidal Drops in a Compressional Flow. - Michael Zabarankin (SIAM J. Appl. Math., 2019)

Matrix Difference Equations in Applied Mathematics. - Michael Zabarankin; Bogdan Grechuk (SIAM J. Appl. Math., 2020)

Inverse Problem for Drop Deformation in Nonlinear Electrohydrodynamics. - Michael Zabarankin; Ying Zhang (SIAM J. Appl. Math., 2021)

Buffered and Reduced Multidimensional Distribution Functions and Their Application in Optimization. - Bogdan Grechuk; Michael Zabarankin; Alexander Mafusalov; Stan Uryasev (Optim. Lett., 2024)

Benchmark-based deviation and drawdown measures in portfolio optimization. - Michael Zabarankin; Bogdan Grechuk; Dawei Hao (Optim. Lett., 2024)