The new robust conic GPLM method with an application to finance: prediction of credit default

Ayse Özmen, Gerhard-Wilhelm Weber, Zehra Çavusoglu, Özlem Defterli. The new robust conic GPLM method with an application to finance: prediction of credit default. J. Global Optimization, 56(2):233-249, 2013. [doi]

Abstract

Abstract is missing.