![](https://dblp.org/img/logo.ua.320x120.png)
![](https://dblp.org/img/dropdown.dark.16x16.png)
![](https://dblp.org/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.org/img/search.dark.16x16.png)
![search dblp](https://dblp.org/img/search.dark.16x16.png)
default search action
Spiridon I. Penev
Person information
- affiliation: University of New South Wales, School of Mathematics and Statistics, Australia
Refine list
![note](https://dblp.org/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j15]Leyang Zhao, Guoyin Li, Spiridon I. Penev
:
Regularized distributionally robust optimization with application to the index tracking problem. Ann. Oper. Res. 337(1): 397-424 (2024) - 2023
- [j14]Darinka Dentcheva
, Yang Lin, Spiridon I. Penev:
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems. Oper. Res. 71(5): 1871-1888 (2023) - [c1]Kevin H. Lam, Christian J. Walder, Spiridon I. Penev, Richard Nock:
LegendreTron: Uprising Proper Multiclass Loss Learning. ICML 2023: 18454-18470 - [i1]Kevin H. Lam, Christian J. Walder, Spiridon I. Penev, Richard Nock:
LegendreTron: Uprising Proper Multiclass Loss Learning. CoRR abs/2301.11695 (2023) - 2020
- [j13]Firouzeh Noghrehchi
, Jakub Stoklosa, Spiridon I. Penev:
Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables. Comput. Stat. 35(3): 1291-1317 (2020)
2010 – 2019
- 2019
- [j12]Spiridon I. Penev
, Pavel V. Shevchenko
, Wei Wu:
The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion. Eur. J. Oper. Res. 273(2): 772-784 (2019) - 2018
- [j11]Michael Hanke, Spiridon I. Penev:
Comparing large-sample maximum Sharpe ratios and incremental variable testing. Eur. J. Oper. Res. 265(2): 571-579 (2018) - [j10]Spiridon I. Penev, Kanta Naito:
Locally robust methods and near-parametric asymptotics. J. Multivar. Anal. 167: 395-417 (2018) - [j9]Carlos Aya-Moreno, Gery Geenens, Spiridon I. Penev
:
Shape-preserving wavelet-based multivariate density estimation. J. Multivar. Anal. 168: 30-47 (2018) - 2017
- [j8]Michael Hanke, Spiridon I. Penev, Wolfgang K. Schief, Alex Weissensteiner:
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. Eur. J. Oper. Res. 263(2): 510-523 (2017) - [j7]Yanan Fan, Pierre Lafaye de Micheaux
, Spiridon I. Penev
, Donna Salopek:
Multivariate nonparametric test of independence. J. Multivar. Anal. 153: 189-210 (2017) - 2016
- [j6]Hugh Bannister, Beniamin Goldys
, Spiridon I. Penev
, Wei Wu:
Multiperiod mean-standard-deviation time consistent portfolio selection. Autom. 73: 15-26 (2016) - 2013
- [j5]Yassine Matmoura, Spiridon I. Penev
:
Multistage optimization of option portfolio using higher order coherent risk measures. Eur. J. Oper. Res. 227(1): 190-198 (2013) - 2010
- [j4]Darinka Dentcheva, Spiridon I. Penev
, Andrzej Ruszczynski:
Kusuoka representation of higher order dual risk measures. Ann. Oper. Res. 181(1): 325-335 (2010)
2000 – 2009
- 2008
- [j3]Dimitrina S. Dimitrova
, Vladimir K. Kaishev
, Spiridon I. Penev
:
GeD spline estimation of multivariate Archimedean copulas. Comput. Stat. Data Anal. 52(7): 3570-3582 (2008) - 2000
- [j2]Spiridon I. Penev, Tenko Raykov:
A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles. Comput. Stat. 15(2): 219-228 (2000)
1990 – 1999
- 1997
- [j1]Peter Hall, Spiridon I. Penev, Gerard Kerkyacharian, Dominique Picard:
Numerical performance of block thresholded wavelet estimators. Stat. Comput. 7(2): 115-124 (1997)
Coauthor Index
![](https://dblp.org/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-07-08 21:29 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint