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Minimum Variance-Embedded Multi-layer Kernel Ridge Regression for One-class Classification.
Chandan Gautam
Aruna Tiwari
Alexandros Iosifidis
Published in:
SSCI (2018)
Keyphrases
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multi layer
minimum variance
kernel ridge regression
gradient boosting
kernel methods
neural network
parameter selection
neural nets
density estimation
reinforcement learning
linear prediction
portfolio optimization
loss function