Classification of companies using maximal margin ellipsoidal surfaces

DOI10.1007/S10589-012-9508-5MaRDI QIDQ2376124zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

credit risksemi-definite programmingratingellipsoidal surfaceclassification of companiesmaximal margin hyperplane

Mathematics Subject Classification ID

Semidefinite programming (90C22)

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Cites work

• scientific article; zbMATH DE number 3854804 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 2190130 (Why is no real title available?)
• Applications of the integrated approach to international portfolio optimization
• Choosing the best set of variables in regression analysis using integer programming
• Classification of companies using maximal margin ellipsoidal surfaces
• Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
• Estimation of failure probability using semi-definite logit model
• Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface
• Handbook of semidefinite programming. Theory, algorithms, and applications
• Support-vector networks

Cited in

(7)

• Sector categorization using gradient boosted trees trained on fundamental firm data
• Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
• An accuracy based corporate classifier system
• Ellipsoidal classification via semidefinite programming
• Classification of companies using maximal margin ellipsoidal surfaces
• Failure discrimination and rating of enterprises by semi-definite programming
• Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface

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