►▼ Books
Zabarankin, M., Uryasev, S. (2014) Statistical Decision Problems: Selected Concepts and Portfolio Safeguard Case Studies, Series: Springer Optimization and Its Applications, Vol. 85, Springer (ISBN 978-1-4614-8470-7) Kurdila, A., Pardalos, P., Zabarankin, M. (Eds.) (2006) Robust Optimization-Directed Design, Series: Nonconvex Optimization and Its Applications, Vol. 81, Springer Publishers (ISBN 0-387-28263-7) Kurdila, A., Zabarankin, M. (2005) Convex Functional Analysis, Series: Systems and Control: Foundations and Applications, Birkhauser, Switzerland (ISBN 3-7643-2198-9) Journal Articles and Book Chapters
►▼ Portfolio Optimization
Zabarankin, M., Grechuk, B., Hao, D. (2023) Benchmark-based Deviation and Drawdown Measures in Portfolio Optimization, submitted Grechuk, B., Zabarankin, M. (2023), Portfolio Optimization with Deviation and Risk, Encyclopedia of Optimization, Springer, to appear Grechuk, B., Zabarankin, M. (2017) Synergy Effect of Cooperative Investment, Annals of Operations Research, Vol. 249, No. 1-2, pp. 409-431 Grechuk, B., Zabarankin, M. (2016) Inverse Portfolio Problem with Coherent Risk Measures, European Journal of Operational Research, Vol. 249, No. 2, pp. 740-750 Zabarankin, M., Pavlikov, K., Uryasev, S. (2014) Capital Asset Pricing Model (CAPM) with Drawdown Measure, European Journal of Operational Research, Vol. 234, No. 2, pp. 508-517 Grechuk, B., Zabarankin, M. (2014) Inverse Portfolio Problem with Mean-Deviation Model, European Journal of Operational Research, Vol. 234, No. 2, pp. 481-490 Grechuk, B., Molyboha, A., Zabarankin, M. (2013) Cooperative Games with General Deviation Measures, Mathematical Finance, Vol. 23, No. 2, pp. 339-365 Grechuk, B., Zabarankin, M. (2012) Optimal Risk Sharing with General Deviation Measures, Annals of Operations Research, Vol. 200, No. 1, pp. 9-21 Rockafellar, R.T., Uryasev, S., Zabarankin, M. (2007) Equilibrium with Investors Using a Diversity of Deviation Measures, The Journal of Banking and Finance, Vol. 31, No. 11, pp. 3251-3268 Rockafellar, R.T., Uryasev, S., Zabarankin, M. (2006) Optimality Conditions in Portfolio Analysis with General Deviation Measures, Mathematical Programming, Ser. B, Vol. 108, No. 2-3, pp. 515-540 Rockafellar, R.T., Uryasev, S., Zabarankin, M. (2006) Master Funds in Portfolio Analysis with General Deviation Measures, The Journal of Banking and Finance,Vol. 30, No. 2, pp. 743-778 (presentation PDF, PS) (DOI: 10.1016/j.jbankfin.2005.04.004) Chekhlov, A., Uryasev, S., and M. Zabarankin (2005) Drawdown Measure in Portfolio Optimization, International Journal of Theoretical and Applied Finance, Vol. 8, No. 1, pp. 1-46 (DOI: 10.1142/S0219024905002767) Chekhlov, A., Uryasev, S., M. Zabarankin (2004) Portfolio Optimization with Drawdown Constraints, Series on Computers and Operations Research, Supply Chain and Finance, World Scientific, pp. 209-288
►▼ Uncertainty Modeling and Decision Making
Grechuk, B., Zabarankin, M., Uryasev, S., Mafusalov, A. (2023) Buffered and Reduced Multidimensional Distribution Functions and Their Application in Optimization, Optimization Letters, https://doi.org/10.1007/s11590-023-02045-1 Grechuk, B., Zabarankin, M., Uryasev, S., Zrazhevsky, A. (2021) Renyi Entropy and Calibration of Distribution Tails, Pure and Applied Functional Analysis, Vol. 6, No. 6, pp. 1261-1271 Grechuk, B., Zabarankin, M. (2019) Regression Analysis: Likelihood, Error and Entropy, Mathematical Programming, Vol. 174, No. 1-2, pp. 145-166 Indyk, I., Zabarankin, M. (2019) Adversarial and Counter-Adversarial Support Vector Machines, Neurocomputing, Vol. 356, pp. 1-8 Grechuk, B., Zabarankin, M. (2018) Direct Data-Based Decision Making under Uncertainty, European Journal of Operational Research, Vol. 267, No. 1, pp. 200-211 Grechuk, B., Zabarankin, M. (2017) Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures, SIAM Journal on Optimization, Vol. 27, No. 4, pp. 2481-2507 Grechuk, B., Zabarankin, M. (2014) Risk Averse Decision Making under Catastrophic Risk, European Journal of Operational Research, Vol. 239, No.1, pp. 166-176 Tsyurmasto, P., Zabarankin, M., Uryasev, S. (2014) Value-at-Risk Support Vector Machine: Stability to Outliers, Journal of Combinatorial Optimization, Vol. 28, No. 1, pp. 218-232 Grechuk, B., Zabarankin, M. (2012) Schur Convex Uncertainty Measures, Mathematical Finance, Vol. 22, No. 2, pp. 411-418 Grechuk, B., Molyboha, A., Zabarankin, M. (2012) Mean-Deviation Analysis in the Theory of Choice, Risk Analysis, Vol. 32, No. 8, pp. 1277-1292 Krokhmal, P., Zabarankin, M., Uryasev S. (2011) Modeling and Optimization of Risk, Surveys in Operations Research and Management Sciences, Vol. 16, pp. 49-66 Grechuk, B., Molyboha, A., Zabarankin, M. (2010) Chebyshev's Inequalities with Law Invariant Deviation Measures, Probability in the Engineering and Informational Sciences, Vol. 24, No. 1, pp. 145-170 Grechuk, B., Molyboha, A., Zabarankin, M. (2009) Maximum Entropy Principle with General Deviation Measures, Mathematics of Operations Research, Vol. 34, No. 2 (May), pp. 445-467 Rockafellar, R.T., Uryasev, S., Zabarankin, M. (2008) Risk Tuning with Generalized Linear Regression, Mathematics of Operations Research, Vol. 33, No. 3, pp. 712-729 Rockafellar, R.T., Uryasev, S., Zabarankin, M. (2006) Generalized Deviations in Risk Analysis, Finance and Stochastics, Vol. 10, No. 1, pp. 51-74 (DOI: 10.1007/s00780-005-0165-8)
►▼ Threat Detection and Network Optimization
Murynets, I., Zabarankin, M., Piqueras Jover, R., Panagia, A. (2014) Analysis and Detection of SIMbox Fraud in Mobility Networks, IEEE International Conference on Computer Communications (INFOCOM'14), pp. 1519-1526 (DOI: 10.1109/INFOCOM.2014.6848087) Zabarankin, M., Murphey, R., Murray, R. (2013) Optimization of Convergence Rate and Stability Margin of Information Flow in Cooperative Systems, Automatica, Vol. 49, pp. 2030-2038 Molyboha, A., Zabarankin, M. (2012) Stochastic Optimization of Sensor Placement for Diver Detection, Operations Research, Vol. 60, No. 2, pp. 292-312 Molyboha, A., Zabarankin, M. (2011) Optimization of Steerable Sensor Network for Threat Detection, Naval Research Logistics, Vol. 58, No. 6, pp. 564-577 Pashko, S., Molyboha, A., Zabarankin, M., Gorovyy, S. (2008) Optimal Sensor Placement for Underwater Threat Detection, Naval Research Logistics, Vol. 55, No. 7, pp. 684-699 Grechuk, B., Molyboha, A., Zabarankin, M. (2008) Network Algorithms for the Dual of the Constrained Shortest Path Problem, Cooperative Networks: Control and Optimization (P. Pardalos et al. Eds.) Edward Elgar Publishing, pp. 127-159 Zabarankin, M., Kurdila A., Prokopyev O., Goel A., Causey R., and Pardalos P. (2008) Optimization Approaches to Vision-Based Trajectory Planning for Autonomous Micro-Air Vehicles, Cooperative Networks: Control and Optimization (P. Pardalos et al. Eds.), Edward Elgar Publishing, pp. 325-356 Zabarankin, M., Uryasev, S., Murphey, R. (2006) Aircraft Routing under the Risk of Detection, Naval Research Logistics, Vol. 53, No. 8, pp. 728-747 (DOI: 10.1002/nav.20165) Zabarankin, M., Uryasev, S., Pardalos, P. (2002) Optimal Risk Path Algorithms, Cooperative Control and Optimization (R. Murphey and P. Pardalos ed.), Springer, Vol. 66, pp. 273-298
►▼ Applied Mathematics
Zabarankin, M., Zhang, Y. (2021) Inverse Problem for Drop Deformation in Nonlinear Electrohydrodynamics, SIAM Journal on Applied Mathematics, Vol. 81, No. 5, pp. 2180-2194 Zabarankin, M., Grechuk, B. (2020) Matrix Difference Equations in Applied Mathematics, SIAM Journal on Applied Mathematics, Vol. 80, No. 2, pp. 753-771 Zabarankin, M., (2020) Small Deformation Theory for Two Leaky Dielectric Drops in A Uniform Electric Field, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 476, No. 2233, DOI: 10.1098/rspa.2019.0517 Zabarankin, M. (2019) Small Deformation Analysis for Stationary Toroidal Drops in Compressional Flow, SIAM Journal on Applied Mathematics, Vol. 79, No. 5, pp. 2150-2167 Zabarankin, M. (2019) A Leaky-Dielectric Drop with Conical Ends in An Electric Field, SIAM Journal on Applied Mathematics, Vol. 79, No. 5, pp. 1768-1796 Zhang, D., Zabarankin, M., Prigiobbe, V. (2019) Modeling salinity-dependent transport of viruses in porous media, Advances in Water Resources, Vol. 127, pp. 252-263 Zabarankin, M. (2017) Toroidal Drop under Electric Field: Arbitrary Drop-to-ambient Fluid Viscosity Ratio, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 473, No. 2205, DOI: 10.1098/rspa.2017.0379 Zabarankin, M., Grechuk, B. (2017) Forward and Inverse Problems in Two-phase Fluid Dynamics, SIAM Journal on Control and Optimization, Vol. 55, No. 6, pp. 3969-3989 Zabarankin, M. (2017) Liquid Toroidal Drop under Uniform Electric Field, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 473, No. 2202, DOI: 10.1098/rspa.2016.0633 Zabarankin, M. (2016) Analytical Solution for Spheroidal Drop Under Axisymmetric Linearized Boundary Conditions, SIAM Journal on Applied Mathematics, Vol. 76, No. 4, pp. 1606-1632, DOI:10.1137/15M1048471 Zabarankin, M. (2016) Liquid Toroidal Drop in Compressional Flow with Arbitrary Drop-to-Ambient Fluid Viscosity Ratio, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 472, No. 2187, DOI: 10.1098/rspa.2015.0737 Zabarankin, M., Lavrenteva, O. M., Nir, A. (2015) Liquid Toroidal Drop in Compressional Stokes Flow, Journal of Fluid Mechanics, Vol. 785, pp. 372-400 Zabarankin, M. (2013) Minimum-Resistance Shapes in Linear Continuum Mechanics, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 469, No. 2160, DOI: 10.1098/rspa.2013.0206 Zabarankin, M., Smagin, I., Lavrenteva, O., Nir, A. (2013) Viscous Drop in Compressional Stokes Flow, Journal of Fluid Mechanics, Vol. 720, pp. 169-191 Zabarankin, M. (2013) A Liquid Spheroidal Drop in A Viscous Incompressible Fluid under A Steady Electric Field, SIAM Journal on Applied Mathematics, Vol. 73, No. 2, pp. 677-699 Zabarankin, M. (2012) Cauchy Integral Formula for Generalized Analytic Functions in Hydrodynamics, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 468, No. 2148, pp. 3745-3764 Zabarankin, M. (2011) Minimum-Drag Shapes in Magnetohydrodynamics, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 467, No. 2136, pp. 3371-3392 Zabarankin, M. (2011) Generalized Analytic Functions in Magnetohydrodynamics, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 467, No. 2136, pp. 3343-3370 Zabarankin, M., Molyboha, A. (2011) Shape Optimization in Viscous Incompressible Fluid under Oseen Approximation, SIAM Journal on Control and Optimization, Vol. 49, No. 3, pp. 1358-1382 Zabarankin, M., Nir, A. (2011) Generalized Analytic Functions in an Extensional Stokes Flow with a Deformable Drop, SIAM Journal on Applied Mathematics, Vol. 71, No. 4, pp. 925-951 Zabarankin, M. (2010) Generalized Analytic Functions in Axially Symmetric Oseen Flows, SIAM Journal on Applied Mathematics, Vol. 70, No. 7, pp. 2473-2508 Zabarankin, M., A. Molyboha (2010) Three-Dimensional Shape Optimization in Stokes Flow Problems, SIAM Journal on Applied Mathematics, Vol. 70, No. 6, pp. 1788-1809 Zabarankin, M. (2008) The Framework of k-Harmonically Analytic Functions for Three-dimensional Stokes Flow Problems, Part II, SIAM Journal on Applied Mathematics, Vol. 69, No. 3, pp. 881-907 Zabarankin, M. (2008) The Framework of k-Harmonically Analytic Functions for Three-dimensional Stokes Flow Problems, Part I, SIAM Journal on Applied Mathematics, Vol. 69, No. 3, pp. 845-880 Zabarankin, M. (2007) Asymmetric 3D Stokes Flows about Two Fused Equal Spheres, Proceedings of The Royal Society of London, Ser. A, Vol. 463, No. 2085, pp. 2329-2349 (DOI: 10.1098/rspa.2007.1872) Zabarankin, M. (2007) Asymmetric Creeping Motion of a Rigid Spindle-shaped Body in a Viscous Fluid, SIAM Journal on Applied Mathematics, Vol. 68, No. 2, pp. 461-485 (DOI: 10.1137/070679958) Zabarankin, M., Krokhmal, P. (2007) Generalized Analytic Functions in 3D Stokes Flows, The Quarterly Journal of Mechanics and Applied Mathematics, Vol. 60, No. 2, pp. 99-123 (DOI:10.1093/qjmam/hbl026) Zabarankin, M., Ulitko, A.F. (2006) Hilbert Formulas for r-Analytic Functions and Stokes Flow about a Biconvex Lens, Quarterly of Applied Mathematics, Vol. 64, No. 4, pp. 663-693
Zabarankin, M., Ulitko, A.F. (2006) Hilbert Formulas for r-Analytic Functions in the Domain Exterior to Spindle, SIAM Journal on Applied Mathematics, Vol. 66, No. 4, pp. 1270-1300 (DOI: 10.1137/050632403) Zabarankin M. (2000) Exact solution of the displacement boundary-value problem of elasticity for a spindle, ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, Vol. 80, No. S2, pp. 413-414 (DOI: 10.1002/zamm.20000801478) Zabarankin M. (1999) A Unified Approach to Solving the Generalized Cauchy-Riemann System of Equations, Reports of The National Academy of Sciences of Ukraine, No. 5, May, pp. 30-33 [in Russian] Zabarankin M. (1999) Classical Approach to Solving the Lame Equation for a Spindle, Mashinoznavstvo, No. 3, March, pp. 23-31 [in Ukrainian] Zabarankin M. (1999) The Second Fundamental Axisymmetric Boundary-value Problem of Elasticity for a Spindle, Bulletin of the University of Kiev: Mechanics & Mathematics, No. 5, pp. 66-75 [in Ukrainian] Zabarankin M., and A.F. Ulitko (1999) The Stokes Flow about a Spindle in Axisymmetric Case, Bulletin of the University of Kiev: Mechanics & Mathematics, No. 3, pp. 58-66 [in Ukrainian]
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