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Dmytro Matsypura

Photo of Dmytro Matsypura

BA (Hons) KPI, MS (Hons) KPI, PhD UMass
Senior Lecturer

Rm 4089
H70 - Abercrombie Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9351 3945
Fax +61 2 9351 6409
dmytro.matsypura@sydney.edu.au
Curriculum vitae Curriculum vitae

Bio

Dmytro Matsypura is a Senior Lecturer in the Discipline of Business Analytics at the University of Sydney Business School. His current research focus is on applications of convex and combinatorial optimisation in forecasting, graph theory, finance, transportation, and ecology.

Dr Matsypura received a bachelor degree in Business Administration, with honours, in 1998, an MS degree in Information Systems, with honours, in 2000 from Kyiv Polytechnic Institute and a Ph.D. degree in Management Science from UMass Amherst in 2006. In 2007 he joined the Discipline of Business Analytics at Sydney University.

Dr Matsypura is the author of many research articles and several book chapters.

He currently teaches undergraduate courses in Operations Management, Management Science and Optimisation. From 2004 through he also taught courses in Business and Economic Statistics, Management Science Applications and Game Theory. In 2010 he received the Wayne Lonergan Outstanding Teaching Award (Early Career) in the Business School and in 2008 and 2013, at the Discipline of Business Analytics Teaching Excellence Award.

Research Interests

Dmytro’s general area of expertise is Operations Research / Management Science. Within this area he focuses on the methodology and applications of mathematical optimisation and network science.

Methodological part of Dmytro’s research focuses on developing efficient methods of solving difficult mathematical optimisation problems.

Applied part of Dmytro’s research focuses on the use of mathematical optimisation to address problems arising in various disciplines, including Finance, Engineering, Statistics, Economics and Ecology.

Selected publications

2018

Journal Articles

Matsypura D, Prokopyev O, and Zahar A (2018) Wildfire fuel management: network-based models and optimization of prescribed burning European Journal of Operational Research, 264 (2), 774-796. [More Information]

Matsypura D, Thomspon R, and Vasnev A (2018) Optimal Selection of Expert Forecasts with Integer Programming OMEGA International Journal of Management Science, 78, 165-175. [More Information]

2017

Book Chapter

Gillen C, Matsypura D, and Prokopyev O (2017) Operations Research Techniques in Wildfire Fuel Management Optimization Methods and Applications: In Honor of Ivan V. Sergienko's 80th Birthday; Springer International Publishing, Cham, 119-135. [More Information]

2016

Journal Articles

Matsypura D, and Pauwels L (2016) Does portfolio margining make borrowing more attractive? International Review of Financial Analysis, 43, 128-134. [More Information]

Matsypura D, Neo E, and Prokhorov A (2016) Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem Economics Letters, 149, 131-134. [More Information]

2015

Journal Article

Kalinowski T, Matsypura D, and Savelsbergh M (2015) Incremental network design with maximum flows European Journal of Operational Research, 242 (1), 51-62. [More Information]

2013

Journal Article

Matsypura D, and Timkovsky V (2013) Integer programs for margining option portfolios by option spreads with more than four legs Computational Management Science, 10 (1), 51-76. [More Information]

2012

Journal Article

Matsypura D, and Timkovsky V (2012) Margining option portfolios by network flows Networks, 60 (2), 120-131. [More Information]

Conference Proceedings

Matsypura D, and Timkovsky V (2012) Combinations of option spreads 1st International Conference on Operations Research and Enterprise Systems ICORES 2012; SciTePress, Vilamoura, Algarve, Portugal.

Matsypura D, and Timkovsky V (2012) Margining Component of the Stock Market Crash of October 2008: A Lesson of the Struggle with Combinatorial Complexity 1st International Conference on Operations Research and Enterprise Systems ICORES 2012; SciTePress, Vilamoura, Algarve, Portugal. [More Information]

2011

Conference Proceedings

Matsypura D, and Timkovsky V (2011) Combinations of option spreads INFORMS 2011 Annual Meeting - TransfORmation – "a thorough or dramatic change"; INFORMS.

Matsypura D, and Timkovsky V (2011) Margining Option Portfolios by Network Flows INFORMS 2011 Annual Meeting - Transformation; University of North Carolina Charlotte, Charlotte, North Carolina.

Timkovsky V, and Matsypura D (2011) Computational Complexity of Portfolio Margining SIAM Conference on Computational Science and Engineering (CSE09); SIAM Publications.

2010

Journal Article

Coffman Jr E, Matsypura D, and Timkovsky V (2010) Strategy vs risk in margining portfolios of options 4OR: A Quarterly Journal of Operations Research, 8 (4), 375-386. [More Information]

Conference Proceedings

Coffman Jr E, Matsypura D, and Timkovsky V (2010) A Computational Study of Margining Portfolios of Options by Two Approaches 4th International Conference on Information Systems, Technology and Management ICISTM 2010; Springer.

Matsypura D, and Timkovsky V (2010) Margining Option Portfolios by Offsets with Two, Three and Four Legs INFORMS 2010 Annual Meeting - Energizing the Future; The University of Texas at Austin, Austin, Texas.

Book Chapter

Coffman Jr E, Matsypura D, and Timkovsky V (2010) A Computational Study of Margining Portfolios of Options by Two Approaches Information Systems, Technology and Management: 4th International Conference, ICISTM 2010, Bangkok, Thailand, March 2010 Proceedings; Springer, Berlin Heidelberg, 325-332. [More Information]

2009

Journal Article

Cruz J, and Matsypura D (2009) Supply chain networks with corporate social responsibility through integrated environmental decision-making International Journal of Production Research, 47 (3), 621-648. [More Information]

Conference Proceedings

Coffman Jr E, Matsypura D, and Timkovsky V (2009) Portfolio margining: strategy vs risk INFORMS Annual Meeting; California State University San Marcos.

Coffman Jr E, Matsypura D, and Timkovsky V (2009) Portfolio margining: strategy vs risk 23rd European Conference on Operational Research; University of Siegen.

Working Paper

Coffman Jr E, Matsypura D, and Timkovsky V (2009) Portfolio Margining: Strategy vs Risk.

2008

Working Paper

Coffman Jr E, Matsypura D, Oron D, and Timkovsky V (2008) Half-Integer Preemptive Schedules on Two Processors.

2007

Journal Article

Matsypura D, Nagurney A, and Liu Z (2007) Modeling of Electric Power Supply Chain Networks with Fuel Suppliers via Variational Inequalities International Journal of Emerging Electric Power Systems, 8 (1, article 5), -2-23.

Book Chapter

Nagurney A, and Matsypura D (2007) A supply chain network perspective for electric power generation, supply, transmission, and consumption Optimisation, Econometric and Financial Analysis: Advances in Computational Management Science Volume 9; Springer, Germany, 3-27. [More Information]

Working Paper

Matsypura D, Oron D, and Timkovsky V (2007) Option Spreads: Centipedes That Cannot Have More Than 134 Legs.

2006

Journal Article

Alves J, Lovelace K, Manz C, Matsypura D, Toyasaki F, and Ke K (2006) A cross-cultural perspective of self-leadership Journal of Managerial Psychology, 21 (4), 338-359. [More Information]

Book Chapter

Nagurney A, and Matsypura D (2006) Dynamics of global supply chain supernetworks in a new era of risk and uncertainty Towards better Performing Transport Networks; Routledge imprint of Taylor & Francis, Oxford, 211-235.

2005

Journal Article

Nagurney A, and Matsypura D (2005) Global supply chain network dynamics with multicriteria decision-making under risk and uncertainty Transportation Research Part E - Logistics and Transportation Review, 41 (6 Special Issue), 585-612. [More Information]

2004

Conference Proceeding

Nagurney A, and Matsypura D (2004) A supply chain network perspective for electric power generation, supply, transmission, and consumption International Conference in Computing, Communications and Control Technologies; University of Oradea, Romania.

2003

Journal Article

Nagurney A, Cruz J, and Matsypura D (2003) Dynamics of global supply chain supernetworks Mathematical and Computer Modelling, 37 (9-10), 963-983.

Recent Units Taught

  • BUSS4302 Business Analytics Honours A

  • BUSS4303 Business Analytics Honours B

  • QBUS2310 Management Science

  • QBUS2330 Operations Management