Peter Tsyurmasto

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing

Stan Uryasev, R. Tyrrell Rockafellar, Alexander Veremyev, 2014, Comput. Manag. Sci..

Risk management approaches in data mining

Peter Tsyurmasto, Peter Tsyurmasto, 2014 .

Value-at-risk support vector machine: stability to outliers

Stan Uryasev, Michael Zabarankin, Peter Tsyurmasto, 2013, Journal of Combinatorial Optimization.

Support Vector Classification with Positive Homogeneous Risk Functionals

Jun-ya Gotoh, Peter Tsyurmasto, J. Gotoh, 2013 .