Support Vector Regression as Conditional Value-at-Risk Minimization with Application to Financial Time-series Analysis
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- 武田 朗子
- 慶應義塾大学
書誌事項
- タイトル
- Support Vector Regression as Conditional Value-at-Risk Minimization with Application to Financial Time-series Analysis
- 著者
- Akiko Takeda, Jun-ya Gotoh, Masashi Sugiyama
収録刊行物
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- Proceedings of 2010 IEEE International Workshop on Machine Learning for Signal Processing
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Proceedings of 2010 IEEE International Workshop on Machine Learning for Signal Processing 118-123, 2010