The following pages link to (Q5462189):
Displaying 8 items.
- Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
- Support vector machines based on convex risk functions and general norms (Q513637) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626) (← links)
- On generalization performance and non-convex optimization of extended \(\nu \)-support vector machine (Q1031941) (← links)
- Robustness of learning algorithms using hinge loss with outlier indicators (Q2292231) (← links)
- Interaction between financial risk measures and machine learning methods (Q2355190) (← links)
- Classification of companies using maximal margin ellipsoidal surfaces (Q2376124) (← links)
