| Normalization and other topics in multi-objective optimization O Grodzevich, O Romanko Fields-MITACS Industrial Problems Workshop, 89-101, 2006 | 356 | 2006 |
| New features and improvements in the SeDuMi package I Pólik, O Romanko, Y Zinchenko, T Terlaky MATLAB toolbox, 2005 | 84* | 2005 |
| Sensitivity analysis in convex quadratic optimization: simultaneous perturbation of the objective and right-hand-side vectors A Ghaffari Hadigheh, O Romanko, T Terlaky Algorithmic Operations Research 2 (2), 94-111, 2007 | 72 | 2007 |
| Portfolio credit-risk optimization I Iscoe, A Kreinin, H Mausser, O Romanko Journal of Banking and Finance 36 (6), 1604-1615, 2012 | 51 | 2012 |
| Long-only equal risk contribution portfolios for CVaR under discrete distributions H Mausser, O Romanko Quantitative Finance, 2018 | 38 | 2018 |
| Computing equal risk contribution portfolios H Mausser, O Romanko IBM Journal of Research and Development 58 (4), 5:1-5:12, 2014 | 30 | 2014 |
| ChatGPT-based Investment Portfolio Selection O Romanko, A Narayan, RH Kwon Operations Research Forum 4, 2023 | 28 | 2023 |
| Multi-objective optimization via parametric optimization: models, algorithms and applications O Romanko, A Ghaffari-Hadigheh, T Terlaky Springer Proceedings in Mathematics & Statistics 21, 77-119, 2012 | 25 | 2012 |
| Discussions on normalization and other topics in multi-objective optimization Y Ding, S Gregov, O Grodzevich, I Halevy, Z Kavazovic, O Romanko, ... Proceedings to the Fields-MITACS Industrial Problem Solving Workshop, Toronto, 2006 | 22 | 2006 |
| Robust scenario-based Value-at-Risk optimization O Romanko, H Mausser Annals of Operations Research 237 (1), 203-218, 2016 | 18 | 2016 |
| Bi-parametric convex quadratic optimization A Ghaffari-Hadigheh, O Romanko, T Terlaky Optimization Methods & Software 25 (2), 229-245, 2010 | 17 | 2010 |
| Using trading costs to construct better replicating portfolios C Burmeister, H Mausser, O Romanko 2010 Enterprise Risk Management Symposium Monograph, 2010 | 9* | 2010 |
| Multiobjective and parametric optimization with applications in finance O Romanko McMaster University, 2010 | 8* | 2010 |
| An interior point approach to quadratic and parametric quadratic optimization O Romanko McMaster University, 2004 | 8 | 2004 |
| CVaR proxies for minimizing scenario-based Value-at-Risk H Mausser, O Romanko Journal of Industrial and Management Optimization 10 (4), 1109-1127, 2014 | 7 | 2014 |
| Cognitive user interface for portfolio optimization Y He, O Romanko, A Sienkiewicz, R Seidman, R Kwon Journal of Risk and Financial Management 14 (4), 2021 | 6 | 2021 |
| Analysis of Impact of Covid-19 Pandemic on Financial Markets C Burmeister, A Kreinin, R Mendoza-Arriaga, H Rasouli, O Romanko Analysis of Infectious Disease Problems (Covid-19) and Their Global Impact …, 2021 | 4 | 2021 |
| Bias, exploitation and proxies in scenario-based risk minimization H Mausser, O Romanko Optimization 61 (10), 1191-1219, 2012 | 3 | 2012 |
| Applications of conic linear optimization in financial engineering O Romanko, H Mausser Advances and Trends in Optimization with Engineering Applications, 2017 | 1 | 2017 |
| Numerical Scaling Method for Mathematical Programs with Quadratic Objectives and/or Quadratic Constraints IJ Lustig, H Mausser, O Romanko, IBM Corporation US Patent 20,150,242,360, 2015 | 1 | 2015 |
Tamas TerlakyEndowed Chair Professor Industrial and Systems Engineering, Lehigh UniversityVerified email at lehigh.edu
