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SUPPORT VECTOR REGRESSION AS CONDITIONAL VALUE-AT-RISK MINIMIZATION WITH APPLICATION TO FINANCIAL TIME-SERIES ANALYSIS

机译：支持向量回归作为有条件的风险最小化方法及其在金融时间序列分析中的应用

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Akiko Takeda; Jun-ya Gotoh; Masashi Sugiama;
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年度 2013
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1. Robust Î½-support vector machine based on worst-case conditional value-at-risk minimization [J] . Yongqiao Wanga* Optimization Methods and Software . 2012,第6期

机译：基于最坏情况条件风险值最小化的鲁棒γ-支持向量机
2. Robust ν-support vector machine based on worst-case conditional value-at-risk minimization [J] . Wang Y. Optimization methods & software . 2012,第4a6期

机译：基于最坏情况条件风险值最小化的鲁棒ν支持向量机
3. Generalization performance of v-support vector classifier based on conditional value-at-risk minimization [J] . Akiko Takeda Neurocomputing . 2009,第10a12期

机译：基于条件风险值最小化的v支持向量分类器的泛化性能
4. Support vector regression as conditional value-at-risk minimization with application to financial time-series analysis [C] . Takeda Akiko, Jun-ya Gotoh, Sugiama Masashi Proceedings of the 2010 IEEE International Workshop on Machine Learning for Signal Processing . 2010

机译：支持向量回归作为有条件的风险最小化，并应用于金融时间序列分析
5. Time-Dependent Conditional Value-at-Risk Minimization Algorithm for Hazardous Materials Routing [D] . Toumazis, Iakovos 2012

机译：有害物质路由的时变条件风险最小化算法
6. A Hybrid Approach of Stepwise Regression Logistic Regression Support Vector Machine and Decision Tree for Forecasting Fraudulent Financial Statements [O] . Suduan Chen, Yeong-Jia James Goo, Zone-De Shen -1

机译：逐步欺诈逻辑回归支持向量机和决策树的混合方法用于预测欺诈性财务报表
7. $v$-Support Vector Machine as Conditional Value-at-Risk Minimization (Mathematical Programming in the 21st Century : Optimization Modeling and Algorithms) [O] . Takeda Akiko 2009

机译：$ v $-支持向量机作为条件风险值最小化（21世纪的数学编程：优化建模和算法）

SUPPORT VECTOR REGRESSION AS CONDITIONAL VALUE-AT-RISK MINIMIZATION WITH APPLICATION TO FINANCIAL TIME-SERIES ANALYSIS

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