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Property / author: Jun-Ya Gotoh / rank
 
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Latest revision as of 12:40, 10 July 2024

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Interaction between financial risk measures and machine learning methods
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    Interaction between financial risk measures and machine learning methods (English)
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    21 July 2015
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    \(\nu\)-support vector machine (\(\nu\)-SVM)
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    conditional value-at-risk (CVaR)
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    mean-absolute semi-deviation (MASD)
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    coherent measures of risk
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    credit rating
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