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"Value-at-risk support vector machine: stability to outliers."

Peter Tsyurmasto, Michael Zabarankin, Stan Uryasev (2014)

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DOI: 10.1007/S10878-013-9678-9

access: closed

type: Journal Article

metadata version: 2019-10-19

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Peter Tsyurmasto, Michael Zabarankin, Stan Uryasev:
Value-at-risk support vector machine: stability to outliers. J. Comb. Optim. 28(1): 218-232 (2014)

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