The new robust conic GPLM method with an application to finance: prediction of credit default (Q2392775): Difference between revisions

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Latest revision as of 17:47, 6 July 2024

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The new robust conic GPLM method with an application to finance: prediction of credit default
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    The new robust conic GPLM method with an application to finance: prediction of credit default (English)
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    2 August 2013
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    predicting default probabilities
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    uncertainty
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    robust optimization
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    RCMARS
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    robust conic generalized partial linear model
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