Value-at-risk support vector machine: stability to outliers

Title
Value-at-risk support vector machine: stability to outliers
Authors
Keywords
Support vector machine, Classification, Conditional value-at-risk, Value-at-risk, Risk management, Optimization
Journal
JOURNAL OF COMBINATORIAL OPTIMIZATION
Volume 28, Issue 1, Pages 218-232
Publisher
Springer Nature
Online
2013-12-05
DOI
10.1007/s10878-013-9678-9

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