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)

Bi-parametric convex quadratic optimization. - Alireza Ghaffari-Hadigheh; Oleksandr Romanko; Tamás Terlaky (Optim. Methods Softw., 2010)

Computing equal risk contribution portfolios. - Helmut Mausser; Oleksandr Romanko (IBM J. Res. Dev., 2014)

Workshop on financial risk analytics. - Oleksandr Romanko; Alex Kreinin; Helmut Mausser (CASCON, 2015)

Robust scenario-based value-at-risk optimization. - Oleksandr Romanko; Helmut Mausser (Ann. Oper. Res., 2016)

Workshop on financial risk analytics. - Oleksandr Romanko; Alex Kreinin (CASCON, 2017)

ChatGPT-Based Investment Portfolio Selection. - Oleksandr Romanko; Akhilesh Narayan; Roy H. Kwon (Oper. Res. Forum, 2023)