Classification of companies using maximal margin ellipsoidal surfaces
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Publication:2376124
DOI10.1007/S10589-012-9508-5zbMATH Open1273.90147OpenAlexW1970705195MaRDI QIDQ2376124FDOQ2376124
Authors: Hiroshi Konno, Masato Saito 
Publication date: 26 June 2013
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-012-9508-5
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credit risksemi-definite programmingratingellipsoidal surfaceclassification of companiesmaximal margin hyperplane
Cites Work
- Support-vector networks
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- Handbook of semidefinite programming. Theory, algorithms, and applications
- Choosing the best set of variables in regression analysis using integer programming
- Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
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- Estimation of failure probability using semi-definite logit model
- Applications of the integrated approach to international portfolio optimization
- Classification of companies using maximal margin ellipsoidal surfaces
- Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface
Cited In (7)
- An accuracy based corporate classifier system
- Ellipsoidal classification via semidefinite programming
- Classification of companies using maximal margin ellipsoidal surfaces
- Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
- Sector categorization using gradient boosted trees trained on fundamental firm data
- Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface
- Failure discrimination and rating of enterprises by semi-definite programming
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