A robust approach based on conditional value-at-risk measure to statistical learning problems
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Publication:1027626
DOI10.1016/j.ejor.2008.07.027zbMath1163.90686OpenAlexW1967249415MaRDI QIDQ1027626
Takafumi Kanamori, Akiko Takeda
Publication date: 30 June 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2008.07.027
stochastic programmingdata mininguncertainty modellingsupport vector machineconditional value-at-risk
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Uses Software
Cites Work
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