World's Best Scientists 2026 revealed!

D-Index & Metrics

Engineering and Technology

D-Index
36
Citations
18613
World Ranking
8535
National Ranking
2350

Overview

Stan Uryasev is affiliated with Stony Brook University in the United States. Their research primarily focuses on decision sciences, with substantial contributions to management science and operations research, statistics and probability, finance, and economics and econometrics.

The scientist's work spans several topics, including:

  • Risk and Portfolio Optimization
  • Statistical Methods and Inference
  • Probabilistic and Robust Engineering Design
  • Fuzzy Systems and Optimization
  • Insurance, Mortality, Demography, Risk Management
  • Multi-Criteria Decision Making
  • Insurance and Financial Risk Management

Stan Uryasev has published extensively in various academic venues. Frequent publication outlets include:

  • arXiv (Cornell University)
  • Journal of Risk and Financial Management
  • Optimization Letters
  • Journal of Banking & Finance
  • Quantitative Finance

Selected recent papers by Uryasev include:

  • "A new approach to credit ratings," 2021, Journal of Banking & Finance
  • "Application of Buffered Probability of Exceedance in Reliability Optimization Problems," 2020, Cybernetics and Systems Analysis
  • "Minimizing buffered probability of exceedance by progressive hedging," 2020, Mathematical Programming
  • "Drawdown beta and portfolio optimization," 2022, Quantitative Finance
  • "Checkerboard copula defined by sums of random variables," 2020, Dependence Modeling

Their research collaborations include frequent co-authorship with:

  • Anton Malandii
  • V. M. Kuz'menko
  • Kevin Maritato
  • Rui Ding
  • Peng Cheng

Best Publications

  • OPTIMIZATION OF CONDITIONAL VALUE-AT-RISK

    R T Rockafellar;S Uryasev

  • Generalized deviations in risk analysis

    R. Tyrrell Rockafellar;Stan Uryasev;Michael Zabarankin

  • Conditional value-at-risk: optimization algorithms and applications

    Unknown

  • PORTFOLIO OPTIMIZATION WITH DRAWDOWN CONSTRAINTS

    A. Chekhlov;S. Uryasev;M. Zabarankin

  • The fundamental risk quadrangle in risk management, optimization and statistical estimation

    R. Tyrrell Rockafellar;Stan Uryasev

  • Relaxation algorithms to find Nash equilibria with economic applications

    Unknown

  • Modeling and optimization of risk

    Pavlo Krokhmal;Michael Zabarankin;Stan Uryasev

  • Deviation Measures in Risk Analysis and Optimization

    Unknown

  • Conditional Value-at-Risk: Optimization Approach

    Unknown

  • Optimality conditions in portfolio analysis with general deviation measures

    R. Tyrrell Rockafellar;Stan Uryasev;Michael Zabarankin

  • The α‐reliable mean‐excess regret model for stochastic facility location modeling

    Gang Chen;Mark S. Daskin;Zuo Jun Max Shen;Stanislav Uryasev

  • Optimal Risk Path Algorithms

    Michael Zabarankin;Stanislav Uryasev;Panos Pardalos

  • Stochastic optimization : Algorithms and Applications

    Unknown

  • Asset/Liability Management for Pension Funds Using CVaR Constraints

    Erik Bogentoft;H. Edwin Romeijn;Stanislav Uryasev

  • Aircraft routing under the risk of detection

    Michael Zabarankin;Stan Uryasev;Robert Murphey

  • Derivatives of probability functions and some applications

    Unknown

  • Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization

    Churlzu Lim;Hanif D. Sherali;Stan Uryasev

  • The wireless network jamming problem

    Clayton W. Commander;Panos M. Pardalos;Valeriy Ryabchenko;Stan Uryasev

  • Risk Tuning with Generalized Linear Regression

    R. Tyrrell Rockafellar;Stan Uryasev;Michael Zabarankin

  • Financial prediction with constrained tail risk.

    A. Alexandre Trindade;Stan Uryasev;Alexander Shapiro;Grigory Zrazhevsky

  • A financial network perspective of financial institutions’ systemic risk contributions

    Wei-Qiang Huang;Xin-Tian Zhuang;Shuang Yao;Stan Uryasev

  • Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation

    Matthew Norton;Valentyn Khokhlov;Stan Uryasev

  • Buffered Probability of Exceedance: Mathematical Properties and Optimization

    Alexander Mafusalov;Stan Uryasev

  • CVaR norm and applications in optimization

    Konstantin Pavlikov;Stan Uryasev

  • Maximization of AUC and Buffered AUC in binary classification

    Matthew Norton;Stan Uryasev

  • Jamming communication networks under complete uncertainty

    Clayton W. Commander;Clayton W. Commander;Panos M. Pardalos;Valeriy Ryabchenko;Oleg V. Shylo

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

    Peter Tsyurmasto;Michael Zabarankin;Stan Uryasev

  • Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk

    Danjue Shang;Victor Kuzmenko;Stan Uryasev

  • Risk‐return optimization with different risk‐aggregation strategies

    Stan Uryasev;Ursula A. Theiler;Gaia Serraino

  • Credit Cards Scoring With Quadratic Utility Function

    Vladimir Bugera;Hiroshi Konno;Stanislav P. Uryasev

Frequent Co-Authors

Alexander Shapiro
Alexander Shapiro Georgia Institute of Technology
Panos M. Pardalos
Panos M. Pardalos University of Florida
Victor E. Cabrera
Victor E. Cabrera University of Wisconsin–Madison
David B. Kaber
David B. Kaber University of Florida
Sergiy Butenko
Sergiy Butenko Texas A&M University
Yongpei Guan
Yongpei Guan University of Florida
Hanif D. Sherali
Hanif D. Sherali Virginia Tech

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