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A robust approach based on conditional value-at-risk measure to statistical learning problems - MaRDI portal

A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626)

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scientific article; zbMATH DE number 5571516
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A robust approach based on conditional value-at-risk measure to statistical learning problems
scientific article; zbMATH DE number 5571516

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    A robust approach based on conditional value-at-risk measure to statistical learning problems (English)
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    30 June 2009
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    data mining
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    uncertainty modelling
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    stochastic programming
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    conditional value-at-risk
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    support vector machine
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