Peter Tsyurmasto

According to our database1, Peter Tsyurmasto authored at least 2 papers in 2014.

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Bibliography

2014
Value-at-risk support vector machine: stability to outliers.
J. Comb. Optim., 2014

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing.
Comput. Manag. Sci., 2014


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