Classification of companies using maximal margin ellipsoidal surfaces

DOI10.1007/S10589-012-9508-5zbMath1273.90147OpenAlexW1970705195MaRDI QIDQ2376124

Masato Saito, Hiroshi Konno

Publication date: 26 June 2013

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-012-9508-5

zbMATH Keywords

semi-definite programmingcredit riskratingellipsoidal surfaceclassification of companiesmaximal margin hyperplane

Mathematics Subject Classification ID

Semidefinite programming (90C22)

Related Items (2)

Classification of companies using maximal margin ellipsoidal surfaces ⋮ Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation

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