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Research Outputs 2002 2019

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Article
2019

On asymptotics of optimal stopping times

Lustri, C. & Sofronov, G., 5 Apr 2019, (Submitted) In : arXiv e-prints. 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal Stopping Time
Upper bound
Asymptotic Behavior
Statistics
Optimal Stopping Problem
2018

An optimal double stopping rule for a buying-selling problem

Sofronov, G. Y., 3 Nov 2018, In : Methodology and Computing in Applied Probability.

Research output: Contribution to journalArticleResearchpeer-review

Stopping Rule
Dependent Observations
Sequential Procedure
Horizon
Random walk
2017

Optimal exercise strategies for Operational Risk insurance via multiple stopping times

Targino, R. S., Peters, G. W., Sofronov, G. & Shevchenko, P. V., 2017, In : Methodology and Computing in Applied Probability. 19, 2, p. 487-518 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
Operational Risk
Stopping Time
Insurance
Exercise
Annual
2016

A multiple optimal stopping rule for a buying-selling problem with a deterministic trend

Sofronov, G. Y., 1 Dec 2016, In : Statistical Papers. 57, 4, p. 1107-1119 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal Stopping Rule
Deterministic Trend
Sequential Procedure
Independent Random Variables
Horizon
2015

Hybrid algorithms for multiple change-point detection in biological sequences

Priyadarshana, M., Polushina, T. & Sofronov, G., 2015, In : Advances in Experimental Medicine and Biology. 823, p. 41-61 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Comparative Genomic Hybridization
DNA sequences
Entropy
Genes
Human Genome

Multiple Break-Points Detection in Array CGH Data via the Cross-Entropy Method

Priyadarshana, W. J. R. M. & Sofronov, G., 1 Mar 2015, In : IEEE/ACM Transactions on Computational Biology and Bioinformatics. 12, 2, p. 487-498 12 p., 6917020.

Research output: Contribution to journalArticleResearchpeer-review

Cross-entropy Method
Entropy
Genes
Genome
Comparative Genomic Hybridization
2014

Ontogeneticheskiye spektry populyatsiy epifitnogo lishaynika Pseudevernia furfuracea (L.) Zopf

Glotov, N. V., Sofronov, G. Y., Ivanov, S. M., Teplykh, A. A. & Suetina, Y. G., 2014, In : Modern problems of science and education. 3, p. 1-10 10 p.

Research output: Contribution to journalArticleResearchpeer-review

lichen
comparison
2013

An optimal sequential procedure for a multiple selling problem with independent observations

Sofronov, G., 1 Mar 2013, In : European Journal of Operational Research. 225, 2, p. 332-336 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Sequential Procedure
Sales
Horizon
Maximise
Observation
2011

Estimating change-points in biological sequences via the cross-entropy method

Evans, G. E., Sofronov, G. Y., Keith, J. M. & Kroese, D. P., Sep 2011, In : Annals of Operations Research. 189, 1, p. 155-165 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Cross-entropy
Change point
Usefulness
Segmentation
Protein
2009

Identifying Change-Points in Biological Sequences via Sequential Importance Sampling

Sofronov, G. Y., Evans, G. E., Keith, J. M. & Kroese, D. P., Sep 2009, In : Environmental Modeling and Assessment. 14, 5, p. 577-584 8 p.

Research output: Contribution to journalArticleResearchpeer-review

genome
sampling
Markov chain
genomics
DNA
2008

Adaptive independence samplers

Keith, J. M., Kroese, D. P. & Sofronov, G. Y., Dec 2008, In : Statistics and Computing. 18, 4, p. 409-420 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Metropolis-Hastings Algorithm
Markov processes
Markov Chain Monte Carlo
Updating
Cross-entropy
2007

A multiple optimal stopping rule for sums of independent random variables

Nikolaev, M. L. & Sofronov, G. Y., 11 Dec 2007, In : Discrete Mathematics and Applications. 17, 5, p. 463-473 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal Stopping Rule
Sums of Independent Random Variables
Ecology
Random variables
Sales

Zadacha posledovatel'nogo vybora neskol'kikh ob'yektov s zadannymi rangami

Nikolaev, M. L., Sofronov, G. Y. & Polushina, T. V., 2007, In : Izvestiya Vysshikh Uchebnykh Zavedenii. Severo-Kavkazskii Region. Estestvennye Nauki. 4, p. 11-14 4 p.

Research output: Contribution to journalArticleResearchpeer-review

2006

An optimal sequential procedure for a buying-selling problem with independent observations

Sofronov, G., Keith, J. M. & Kroese, D. P., 2006, In : Journal of Applied Probability. 43, 2, p. 454-462 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal Stopping Rule
Sequential Procedure
Independent Random Variables
Game
Observation

Simulations of thresholds in multiple best choice problem

Sofronov, G. Y., Kroese, D. P., Keith, J. M. & Nikolaev, M. L., 2006, In : Obozrenie Prikladnoj i Promyshlennoj Matematiki. 13, 6, p. 975-983 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2002

Asymptotically d-optimal test of a change-point detection

Sofronov, G. Y., 2002, In : Theory of Probability and its Applications. 46, 3, p. 547-548 2 p., PII S0040585X97979160.

Research output: Contribution to journalArticleResearchpeer-review

Change-point Detection
Optimal Test
Random variable
Random variables
Optimal test