Minimum Variance-Embedded Multi-layer Kernel Ridge Regression for One-class Classification.

Chandan Gautam Aruna Tiwari Alexandros Iosifidis

Published in: SSCI (2018)

Keyphrases

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