Peter Tsyurmasto, Michael Zabarankin, Stan Uryasev. Value-at-risk support vector machine: stability to outliers. J. Comb. Optim., 28(1):218-232, 2014. [doi]
@article{TsyurmastoZU14,
title = {Value-at-risk support vector machine: stability to outliers},
author = {Peter Tsyurmasto and Michael Zabarankin and Stan Uryasev},
year = {2014},
doi = {10.1007/s10878-013-9678-9},
url = {http://dx.doi.org/10.1007/s10878-013-9678-9},
researchr = {https://researchr.org/publication/TsyurmastoZU14},
cites = {0},
citedby = {0},
journal = {J. Comb. Optim.},
volume = {28},
number = {1},
pages = {218-232},
}