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Spiridon I. Penev
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- affiliation: University of New South Wales, School of Mathematics and Statistics, Australia
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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
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
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
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
Multivariate nonparametric test of independence. J. Multivar. Anal. 153: 189-210 (2017) - 2016
- [j6]Hugh Bannister, Beniamin Goldys
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
Kusuoka representation of higher order dual risk measures. Ann. Oper. Res. 181(1): 325-335 (2010)
2000 – 2009
- 2008
- [j3]Dimitrina S. Dimitrova
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
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