Research Output per year
Research Outputs
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 journal › Article
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 journal › Article
Open Access
File
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 journal › Article
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 journal › Article
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 journal › Article
15
Citations
(Scopus)
2014
Ontogeneticheskiye spektry populyatsiy epifitnogo lishaynika Pseudevernia furfuracea (L.) Zopf
Research output: Contribution to journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
7
Citations
(Scopus)
Zadacha posledovatel'nogo vybora neskol'kikh ob'yektov s zadannymi rangami
Research output: Contribution to journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
1
Citation
(Scopus)