Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements.
Andrey LizyayevPublished in: Ann. Oper. Res. (2012)
Keyphrases
- stochastic dominance
- automatic classification
- statistical analysis
- data analysis
- pattern recognition
- machine learning
- computational complexity
- feature extraction
- support vector machine
- support vector machine svm
- classification algorithm
- pattern classification
- pattern analysis
- decision trees
- support vector
- probability distribution
- machine learning algorithms
- classification rules
- classification models
- classification scheme
- feature selection