Using financial risk measures for analyzing generalization performance of machine learning models

DOI10.1016/j.neunet.2014.05.006zbMath1325.68199DBLPjournals/nn/TakedaK14OpenAlexW2069826088WikidataQ45956937 ScholiaQ45956937MaRDI QIDQ889281

Takafumi Kanamori, Akiko Takeda

Publication date: 6 November 2015

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

Full work available at URL: https://doi.org/10.1016/j.neunet.2014.05.006

zbMATH Keywords

support vector machineminimax probability machinegeneralization performancefinancial risk measure

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Learning and adaptive systems in artificial intelligence (68T05)

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