Value-at-risk support vector machine: stability to outliers (Q405683)

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scientific article; zbMATH DE number 6340723
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    Value-at-risk support vector machine: stability to outliers
    scientific article; zbMATH DE number 6340723

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      Value-at-risk support vector machine: stability to outliers (English)
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      5 September 2014
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      support vector machine
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      classification
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      conditional value-at-risk
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      value-at-risk
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      risk management
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      optimization
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