• 156 Citations
  • 8 h-Index
20022019

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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 journalArticle

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 journalArticle

Open Access
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1 Citation (Scopus)
9 Downloads (Pure)
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 journalArticle

1 Citation (Scopus)
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 journalArticle

2 Citations (Scopus)

Multiple break-points detection in array CGH data via the Cross-Entropy method

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

Research output: Contribution to journalArticle

15 Citations (Scopus)
2014

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

Translated title of the contribution: Ontogenetic spectra of populations of epiphytic lichen Pseudevernia furfuracea (L. ) ZopfGlotov, 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 journalArticle

2013
9 Citations (Scopus)
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 journalArticle

17 Citations (Scopus)
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 journalArticle

15 Citations (Scopus)
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 journalArticle

21 Citations (Scopus)
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 journalArticle

7 Citations (Scopus)

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

Translated title of the contribution: A Problem of sequential choice of multiple objects with given ranksNikolaev, 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 journalArticle

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 journalArticle

7 Citations (Scopus)

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 journalArticle

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 journalArticle

1 Citation (Scopus)