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Outlier Detection Using Robust Optimization with Uncertainty Sets Constructed from Risk Measures.
Ruidi Chen
Ioannis Ch. Paschalidis
Published in:
SIGMETRICS Perform. Evaluation Rev. (2017)
Keyphrases
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outlier detection
risk measures
robust optimization
detection algorithm
portfolio optimization
fraud detection
stochastic programming
mathematical programming
risk averse
data streams
portfolio selection
knowledge discovery
lot sizing
decision theory
portfolio management
data mining
linear programming