Risk-averse classification

DOI10.1007/S10479-019-03344-6MaRDI QIDQ6880159zbMATH OpenFDO

Authors Constantine Alexander Vitt, Darinka Dentcheva, Hui Xiong

Publication date 19 December 2025

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10479-019-03344-6

zbMATH Keywords

coherent measures of riskmachine learningnormalized classifiersrisk sharingrisk-aware classificationsoft-margin classifiersupport vector machines

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Risk models (general) (91B05) Statistical methods; risk measures (91G70)

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