Simulating Sensitivities of Conditional Value at Risk.

L. Jeff Hong Guangwu Liu

Published in: Manag. Sci. (2009)

Keyphrases

sensitivity analysis
machine learning
data sets
small number
conditional probabilities
computer vision
feature extraction
image processing
pairwise
classification accuracy
training data
support vector
learning process
probability distribution
random variables
high dimensional
prior knowledge
text classification