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On robustness properties of convex risk minimization methods for pattern recognition

Christmann, Andreas; Steinwart, Ingo - 2003

The paper brings together methods from two disciplines: machine learning theory and robust statistics. Robustness …. Kernel logistic regression, support vector machines, least squares and the AdaBoost loss function are treated as special …

Persistent link: https://www.econbiz.de/10010477496

Sensitivity in DEA : an algorithmic approach

Neralić, Luka; Wendell, Richard E. - In: Central European journal of operations research : CEJOR … 27 (2019) 4, pp. 1245-1264

Persistent link: https://www.econbiz.de/10012106610

Identification of best discrimination surface by mixed-integer semi-definite programming for support vector machine

Tanaka, Katsuhiro; Yamamoto, Rei - In: International journal of financial engineering 9 (2022) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10014234343

Tuning hyperparameters of a SVM-based water demand forecasting system through parallel global optimization

Candelieri, Antonio; Giordani, Ilaria; Archetti, Francesco - In: Computers & operations research : and their … 106 (2019), pp. 202-209

Persistent link: https://www.econbiz.de/10012014411

Robust and distributionally robust optimization models for linear support vector machine

Faccini, Daniel; Maggioni, Francesca; Potra, Florian A. - In: Computers & operations research : and their … 147 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013415854

A polyhedral description of kernels

Chen, Qin; Chen, Xujin; Zang, Wenan - In: Mathematics of operations research 41 (2016) 3, pp. 969-990

Persistent link: https://www.econbiz.de/10011520783

Portfolio optimization with nonparametric value at risk : a block coordinate descent method

Cui, Xueting; Sun, Xiaoling; Zhu, Shushang; Jiang, Rujun; … - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 454-471

Persistent link: https://www.econbiz.de/10011948064

Discrete representation of the non-dominated set for multi-objective optimization problems using kernels

Bazgan, Cristina; Jamain, Florian; Vanderpooten, Daniel - In: European journal of operational research : EJOR 260 (2017) 3, pp. 814-827

Persistent link: https://www.econbiz.de/10011713453

Evolutionary Algorithms in a Support Vector Regression Financial Forecasting Model : Case of Continuous Ant Colony Optimization Algorithms

Hong, Wei-Chiang - 2007

Traditional time series forecasting models are difficult to capture the nonlinear patterns. Support vector regression (SVR) has been successfully used to solve nonlinear regression and times series problems. However, parameters determination for a SVR model is competent to the forecasting...

Persistent link: https://www.econbiz.de/10014049169

Continuous Ant Colony Optimization Algorithms in a Support Vector Regression Based Financial Forecasting Model

Hong, Wei-Chiang - 2007

Persistent link: https://www.econbiz.de/10014049172