Support Vector Regression as Conditional Value-at-Risk Minimization with Application to Financial Time-series Analysis
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- TAKEDA Akiko
- Keio University
Bibliographic Information
- Title
- Support Vector Regression as Conditional Value-at-Risk Minimization with Application to Financial Time-series Analysis
- Author
- Akiko Takeda, Jun-ya Gotoh, Masashi Sugiyama
Journal
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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
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Details
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- CRID
- 1010000782483651720
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- Article Type
- journal article
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- Data Source
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- KAKEN