Interaction between financial risk measures and machine learning methods (Q2355190): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10287-013-0175-5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2006359467 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multicriteria approach for rating the credit risk of financial institutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3182207 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multicategory classification by support vector machines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse and stable Markowitz portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credit cards scoring with quadratic utility functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recent developments in consumer credit risk assessment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550909 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the role of norm constraints in portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimizing loss probability bounds for portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5462189 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The elements of statistical learning. Data mining, inference, and prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Failure discrimination and rating of enterprises by semi-definite programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher moment coherent risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrary-norm separating plane / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2716164 / rank
 
Normal rank
Property / cites work
 
Property / cites work: From stochastic dominance to mean-risk models: Semideviations as risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual Stochastic Dominance and Related Mean-Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Failure discrimination and rating of enterprises by semi-definite programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on corrected scores for logistic regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credit Scoring and Its Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4856771 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust ν-support vector machine based on worst-case conditional value-at-risk minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Data Mining / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear programming approaches for multicategory support vector machines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management / rank
 
Normal rank

Latest revision as of 13:40, 10 July 2024

scientific article
Language Label Description Also known as
English
Interaction between financial risk measures and machine learning methods
scientific article

    Statements

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