Funded Projects

  • PI: S. Uryasev: International Center for Automated Information Research. Risk Management with Conditional Value-at-Risk: Methodology, Applications, and Software, (2003-2004), $50,000.
  • PI: S. Uryasev: Air Force. F-49620-03-1-0266. Equipment for Defense Related Projects Conducted by the Risk Management and Financial Engineering Lab, (2003-2004), $182,228.
  • PI: S. Uryasev: NSF research grant, International Conference on Modeling, Optimization and Risk Management in Finance, (2003), $25,000.
  • PI: S. Uryasev: Air Force. F-49620-01-1-0338. Robust Statistical Estimates and Applications in Nuclear Safety, (2001-2003), $270,066.
  • PI: P. Pardalos: NATO PST.GLG.978668 – Calculating Robust Bayesian Estimates Using Optimization Approaches, (2002-2003), $20,000.
  • PI: S. Uryasev: Air Force. F-08630-00-1-0001. Optimal Risk Path and Target Coverage Algorithms, (2000-2002), $230,000.
  • PI: S. Uryasev: Managed Derivatives Research, Risk Management Using CVaR, (2001), $15,000.
  • PI: S. Uryasev: UF Opportunity Fund, Organization of Risk Management and Financial Engineering Lab and Financial Engineering Seminar, (2000-2001), $97,500.
  • PI: S. Uryasev: NSF research grant, International Conference on Stochastic Optimization, (2000), $5,000.
  • PI: P. Pardalos: NATO SST/CLG. 975032 – Models, Techniques, and Software for Analyzing Failure Data, (1999-2001), $32,000.