Extended Robust Support Vector Machine Based on Financial Risk Minimization

DOI10.1162/NECO_a_00647zbMath1415.68180OpenAlexW2170921838WikidataQ45956645 ScholiaQ45956645MaRDI QIDQ5383801

Akiko Takeda, Takafumi Kanamori, Shuhei Fujiwara

Publication date: 20 June 2019

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/neco_a_00647

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80)

Related Items (3)

On the application of an augmented Lagrangian algorithm to some portfolio problems ⋮ Robust Support Vector Machines for Classification with Nonconvex and Smooth Losses ⋮ DC Algorithm for Extended Robust Support Vector Machine

Uses Software

• UCI-ml
• LIBSVM
• PRMLT

Cites Work

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• Value-at-risk support vector machine: stability to outliers
• Minimum distance to the complement of a convex set: Duality result
• Support-vector networks
• Coherent Measures of Risk
• Support Vector Machines with the Ramp Loss and the Hard Margin Loss
• Robust Truncated Hinge Loss Support Vector Machines
• On ψ-Learning
• 10.1162/153244303321897726
• A Unified Classification Model Based on Robust Optimization

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