Oleksandr Romanko

According to our database, Oleksandr Romanko authored at least 7 papers between 2007 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

ChatGPT-Based Investment Portfolio Selection.

Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon

Oper. Res. Forum, December, 2023

2016

Robust scenario-based value-at-risk optimization.

Oleksandr Romanko, Helmut Mausser

Ann. Oper. Res., 2016

Workshop on financial risk analytics.

Oleksandr Romanko, Alex Kreinin

Proceedings of the 26th Annual International Conference on Computer Science and Software Engineering, 2016

2015

Workshop on financial risk analytics.

Oleksandr Romanko, Alex Kreinin, Helmut Mausser

Proceedings of 25th Annual International Conference on Computer Science and Software Engineering, 2015

2014

Computing equal risk contribution portfolios.

Helmut Mausser, Oleksandr Romanko

IBM J. Res. Dev., 2014

2010

Bi-parametric convex quadratic optimization.

Alireza Ghaffari Hadigheh, Oleksandr Romanko, Tamás Terlaky

Optim. Methods Softw., 2010

2007

Sensitivity analysis in convex quadratic optimization: Simultaneous perturbation of the objective and right-hand-side vectors.

Alireza Ghaffari Hadigheh, Oleksandr Romanko, Tamás Terlaky

Algorithmic Oper. Res., 2007