Classification of companies using maximal margin ellipsoidal surfaces
type: Item
instance of: scholarly article
title: Classification of companies using maximal margin ellipsoidal surfaces
zbMATH Open document ID: 1273.90147
author: Hiroshi Konno
author: Masato Saito
published in: Computational Optimization and Applications
publication date: 2013-06-26T00:00:00Z
Mathematics Subject Classification ID: 90C22
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6181355
zbMATH Keywords: credit risk
zbMATH Keywords: classification of companies
zbMATH Keywords: rating
zbMATH Keywords: ellipsoidal surface
zbMATH Keywords: maximal margin hyperplane
zbMATH Keywords: semi-definite programming
MaRDI profile type: MaRDI publication profile
full work available at URL: s10589-012-9508-5
OpenAlex ID: W1970705195
cites work: Q3323698
cites work: Support-vector networks
cites work: Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
cites work: Q5462189
cites work: Estimation of failure probability using semi-definite logit model
cites work: Applications of the integrated approach to international portfolio optimization
cites work: Choosing the best set of variables in regression analysis using integer programming
cites work: Failure discrimination by semi-definite programming using a maximal margin ellipsoidal surface
cites work: Q4261789
cites work: Handbook of semidefinite programming. Theory, algorithms, and applications
DOI: 10.1007/S10589-012-9508-5
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description: scientific article; zbMATH DE number 6181355