Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface

DOI10.21314/JCF.2009.206zbMath1173.91406MaRDI QIDQ3643089

Yohei Okada, Hiroshi Konno

Publication date: 10 November 2009

Published in: The Journal of Computational Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

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