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

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

Authors

Peter Tsyurmasto

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Michael Zabarankin

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Stan Uryasev

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