Matthew Norton, Stan Uryasev. Maximization of AUC and Buffered AUC in binary classification. Math. Program., 174(1-2):575-612, 2019. [doi]
@article{NortonU19, title = {Maximization of AUC and Buffered AUC in binary classification}, author = {Matthew Norton and Stan Uryasev}, year = {2019}, doi = {10.1007/s10107-018-1312-2}, url = {https://doi.org/10.1007/s10107-018-1312-2}, researchr = {https://researchr.org/publication/NortonU19}, cites = {0}, citedby = {0}, journal = {Math. Program.}, volume = {174}, number = {1-2}, pages = {575-612}, }