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Dmytro Matsypura

Dmytro Matsypura

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

Rm 478
H04 - Merewether Building
The University of Sydney
NSW 2006 Australia

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

Bio

Dmytro Matsypura's research is multidisciplinary and combines his background and interests in management, finance, engineering, computer systems, and applied mathematics. His general area of research is in mathematical modeling and combinatorial optimization methods with applications to risk management problems in the investment industry and complex decision-making on global supply chain network systems. The methodological tools that he utilizes are: combinatorial optimization, graph theory, variational inequalities, dynamical systems, network theory, multicriteria decision-making, and game theory.

Publications

2013

4
Journal Article/s

Matsypura D and Timkovsky VG 2013 'Integer programs for margining option portfolios by option spreads with more than four legs', Computational Management Science, vol.10:1, pp. 51-76 Link

5
Conference Paper/s

Matsypura D, Kalinowski T and Savelsbergh M 2013 'Incremental Network Design with Maximum Flows', INFORMS 2013 Annual Meeting, Minneapolis, United States, 9th October 2013

Pauwels L and Matsypura D 2013 'Stock Market Margin Requirement and the 2008 Financial Crisis', INFORMS 2013 Annual Meeting, Minneapolis, United States, 9th October 2013

Matsypura D, Savelsbergh M and Kalinowski T 2013 'Incremental Network Design with Maximum Flows', 26th European Conference on Operational Research EURO MMXIII, Rome, Italy, 4th July 2013

2012

4
Journal Article/s

Matsypura D and Timkovsky VG 2012 'Margining option portfolios by network flows', Networks, vol.60:2, pp. 120-31 Link

5
Conference Paper/s

Matsypura D, Kalinowski T and Savelsbergh M 2012 'Incremental Network Design with Maximum Flows', INFORMS Annual Meeting 2012, Phoenix, United States, 17th October 2012

6
Conference Proceeding/s

Matsypura D and Timkovsky VG 2012 'Combinations of option spreads', 1st International Conference on Operations Research and Enterprise Systems ICORES 2012, Vilamoura, Algarve, Portugal, 6th February 2012

Matsypura D and Timkovsky VG 2012 'Margining Component of the Stock Market Crash of October 2008: A Lesson of a Straggle with Combinatorial Complexity', 1st International Conference on Operations Research and Enterprise Systems ICORES 2012, Vilamoura, Algarve, Portugal, 6th February 2012

2011

5
Conference Paper/s

Matsypura D and Timkovsky VG 2011 'Combinations of Option Spreads', INFORMS 2011 Annual Meeting - TransfORmation – “a thorough or dramatic change”, Charlotte, United States, 16th November 2011

2010

2
Book Section/s

Coffman Jnr. EG, Matsypura D and Timkovsky VG 2010 'A Computational Study of Margining Portfolios of Options by Two Approaches' in Information Systems, Technology and Management: 4th International Conference, ICISTM 2010, Bangkok, Thailand, March 2010 Proceedings, ed. Prasad S.K, Vin H.M, Sahni S, Jaiswal M.P & Thipakorn B, Springer-Verlag , Heidelberg, Germany, pp. 325-332

4
Journal Article/s

Coffman, Jnr EG, Matsypura D and Timkovsky VG 2010 'Strategy vs risk in margining portfolios of options', 4 O R (Quarterly Journal of Operations Research), vol.8:4, pp. 375-86

5
Conference Paper/s

Matsypura D and Timkovsky VG 2010 'Margining Option Portfolios by Offsets with Two, Three and Four Legs', INFORMS Annual Meeting 2010 - "Energizing the Future", Austin, United States, 10th November 2010

6
Conference Proceeding/s

Coffman Jnr. EG, Matsypura D and Timkovsky VG 2010 'A Computational Study of Margining Portfolios of Options by Two Approaches', 4th International Conference on Information Systems, Technology and Management ICISTM 2010, Bangkok, Thailand, 13th March 2010

2009

4
Journal Article/s

Cruz JM and Matsypura D 2009 'Supply chain networks with corporate social responsibility through integrated environmental decision-making', International Journal of Production Research, vol.47:3, pp. 621-48

5
Conference Paper/s

Coffman Jnr EG, Matsypura D and Timkovsky VG 2009 'Portfolio margining: strategy vs risk', 23rd European Conference on Operational Research, Bonn, Germany, 8th July 2009

Timkovsky VG and Matsypura D 2009 'Computational Complexity of Portfolio Margining', SIAM Conference on Computational Science and Engineering (CSE09), Miami, United States, 6th March 2009

9
Internal Working Paper/s

Coffman Jnr EG, Matsypura D and Timkovsky VG 2009 'Portfolio Margining: Strategy vs Risk', University of Sydney

2008

5
Conference Paper/s

Matsypura D and Timkovsky VG 2008 'Accounting Margin Minimization Problem: Combinatorial Approach', Yalta Conference on Discrete and Global Optimization, Yalta, Ukraine, 2nd August 2008

9
Internal Working Paper/s

Coffman Jnr EG, Matsypura D, Oron D and Timkovsky VG 2008 'Half-Integer Preemptive Schedules on Two Processors', University of Sydney

2007

2
Book Section/s

Nagurney A and Matsypura D 2007 'A supply chain network perspective for electric power generation, supply, transmission, and consumption' in Optimisation, Econometric and Financial Analysis, ed. E.J Kontoghiorghes and C Gatu, Springer-Verlag, Berlin, Germany, pp. 3-27

4
Journal Article/s

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, vol.8:1

9
Internal Working Paper/s

Matsypura D, Oron D and Timkovsky VG 2007 'Option Spreads: Centipedes That Cannot Have More Than 134 Legs', University of Sydney, Sydney, NSW, Australia

2006

2
Book Section/s

Matsypura D and Nagurney A 2006 'Dynamics of global supply chain supernetworks in a new era of risk and uncertainty' in Transportation Economics: Towards better Performing Transport Systems, ed. B. Jourquin et al, Routledge

4
Journal Article/s

Matsypura D, Alves J, Lovelace K, Manz F, Toyasaki F and Ke K 2006 'A cross-cultural perspective of self-leadership', Journal of Managerial Psychology, vol.21:4, pp. 338-359

2005

4
Journal Article/s

Matsypura D and Nagurney A 2005 'Global supply chain network dynamics with multicriteria decision-making under risk and uncertainty', Transportation Research: Part E, vol.41:6, pp. 585-612

2004

6
Conference Proceeding/s

Matsypura D and Nagurney A 2004 'A supply chain network perspective for electric power generation, supply, transmission, and consumption', Proceedings of the International Conference in Computing, Communications and Control Technologies, Austin Texas, United States, 1st January 2004-31st December 2004

2003

4
Journal Article/s

Matsypura D, Nagurney A and Cruz J 2003 'Dynamics of global supply chain supernetworks', Mathematical and Computer Modelling, vol.37, pp. 963-983

Research Expertise

  • Operations Research / Management Science

Recent Units Taught