Oleksandr Romanko

416 total citations
13 papers, 246 citations indexed

About

Oleksandr Romanko is a scholar working on Management Science and Operations Research, Finance and Ocean Engineering. According to data from OpenAlex, Oleksandr Romanko has authored 13 papers receiving a total of 246 indexed citations (citations by other indexed papers that have themselves been cited), including 8 papers in Management Science and Operations Research, 4 papers in Finance and 4 papers in Ocean Engineering. Recurrent topics in Oleksandr Romanko's work include Risk and Portfolio Optimization (6 papers), Reservoir Engineering and Simulation Methods (4 papers) and Stock Market Forecasting Methods (3 papers). Oleksandr Romanko is often cited by papers focused on Risk and Portfolio Optimization (6 papers), Reservoir Engineering and Simulation Methods (4 papers) and Stock Market Forecasting Methods (3 papers). Oleksandr Romanko collaborates with scholars based in Canada, India and United States. Oleksandr Romanko's co-authors include Helmut Mausser, Tamás Terlaky, ‎Alireza Ghaffari-Hadigheh, Roy H. Kwon, Ian Iscoe, Alexander Kreinin and Robert B. Seidman and has published in prestigious journals such as Journal of Banking & Finance, Annals of Operations Research and Quantitative Finance.

In The Last Decade

Oleksandr Romanko

12 papers receiving 237 citations

Peers

Oleksandr Romanko

MSOR

CSE

EEE

FINAN

IME

Yanhong Wu United States

Arnab Bhattacharya United States

Gyana R. Parija United States

Mehdi Ranjbar‐Bourani Iran

Hamid Reza Golmakani Iran

Jianqiang Cheng United States

Nataliya Kalashnykova Mexico

Farhad Kianfar Iran

Yanhong Wu United States

Oleksandr Romanko

92 ×1.6

MSOR

53 ×1.0

CSE

31 ×0.6

EEE

24 ×0.7

FINAN

18 ×0.6

IME

Citations per year, relative to Oleksandr Romanko Oleksandr Romanko (= 1×) peers Yanhong Wu

Countries citing papers authored by Oleksandr Romanko

Since Specialization

Citations

This map shows the geographic impact of Oleksandr Romanko's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Oleksandr Romanko with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Oleksandr Romanko more than expected).

Fields of papers citing papers by Oleksandr Romanko

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Oleksandr Romanko. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Oleksandr Romanko. The network helps show where Oleksandr Romanko may publish in the future.

Co-authorship network of co-authors of Oleksandr Romanko

This figure shows the co-authorship network connecting the top 25 collaborators of Oleksandr Romanko. A scholar is included among the top collaborators of Oleksandr Romanko based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Oleksandr Romanko. Oleksandr Romanko is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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13 of 13 papers shown

1.

Romanko, Oleksandr, et al.. (2023). ChatGPT-Based Investment Portfolio Selection. Operations Research Forum. 4(4). 13 indexed citations

2.

Romanko, Oleksandr, et al.. (2023). ChatGPT-based Investment Portfolio Selection. SSRN Electronic Journal. 7 indexed citations

3.

Romanko, Oleksandr, et al.. (2021). Cognitive User Interface for Portfolio Optimization. Journal of risk and financial management. 14(4). 180–180. 3 indexed citations

4.

Mausser, Helmut & Oleksandr Romanko. (2018). Long-only equal risk contribution portfolios for CVaR under discrete distributions. Quantitative Finance. 18(11). 1927–1945. 16 indexed citations

5.

Romanko, Oleksandr & Helmut Mausser. (2015). Robust scenario-based value-at-risk optimization. Annals of Operations Research. 237(1-2). 203–218. 12 indexed citations

6.

Mausser, Helmut & Oleksandr Romanko. (2014). CVaR proxies for minimizing scenario-based Value-at-Risk. Journal of Industrial and Management Optimization. 10(4). 1109–1127. 4 indexed citations

7.

Mausser, Helmut & Oleksandr Romanko. (2012). Bias, exploitation and proxies in scenario-based risk minimization. Optimization. 61(10). 1191–1219. 3 indexed citations

8.

Iscoe, Ian, Alexander Kreinin, Helmut Mausser, & Oleksandr Romanko. (2012). Portfolio credit-risk optimization. Journal of Banking & Finance. 36(6). 1604–1615. 12 indexed citations

9.

Mausser, Helmut, et al.. (2010). Using Trading Costs to Construct Better Replicating Portfolios. 1 indexed citations

10.

Romanko, Oleksandr. (2010). Parametric and Multiobjective Optimization with Applications in Finance.

11.

Ghaffari-Hadigheh, ‎Alireza, Oleksandr Romanko, & Tamás Terlaky. (2009). Bi-parametric convex quadratic optimization. Optimization methods & software. 25(2). 229–245. 11 indexed citations

12.

Ghaffari-Hadigheh, ‎Alireza, Oleksandr Romanko, & Tamás Terlaky. (2007). Sensitivity analysis in convex quadratic optimization: Simultaneous perturbation of the objective and right-hand-side vectors. Érudit (Université de Montréal). 2(2). 94–111. 17 indexed citations

13.

Romanko, Oleksandr, et al.. (2006). Normalization and Other Topics in MultiObjective Optimization. 147 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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