Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing. - Alexander Veremyev; Peter Tsyurmasto; Stan Uryasev; R. Tyrrell Rockafellar (Comput. Manag. Sci., 2014)

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