Value-at-risk support vector machine: stability to outliers
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Publication:405683
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Cites work
- scientific article; zbMATH DE number 1836444 (Why is no real title available?)
- scientific article; zbMATH DE number 1391397 (Why is no real title available?)
- An introduction to support vector machines and other kernel-based learning methods.
- COMPLEXITY OF SCENARIO-BASED PORTFOLIO OPTIMIZATION PROBLEM WITH VaR OBJECTIVE
- Robust classification and regression using support vector machines
- Robust data mining
- Robust generalized eigenvalue classifier with ellipsoidal uncertainty
- Robust optimization
- Statistical decision problems. Selected concepts and portfolio safeguard case studies
- Support-vector networks
- Training a Support Vector Machine in the Primal
Cited in
(10)- An intelligent data-driven model for disease diagnosis based on machine learning theory
- Proximal gradient method for huberized support vector machine
- Risk-Based Robust Statistical Learning by Stochastic Difference-of-Convex Value-Function Optimization
- Learning rates of kernel-based robust classification
- An outlier map for support vector machine classification
- Extended robust support vector machine based on financial risk minimization
- On risk measuring in the variance-gamma model
- An algorithm of detecting outliers in SVR
- Robust \(\nu \)-support vector machine based on worst-case conditional value-at-risk minimization
- Influence diagnostics in support vector machines
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