Risk-Based Generalizations of f-divergences.

Dario García-García Ulrike von Luxburg Raúl Santos-Rodríguez

Published in: ICML (2011)

Keyphrases

high risk
risk management
risk measures
risk assessment
neural network
kullback leibler
risk analysis
minimum risk
decision making
information theoretic
risk factors
portfolio optimization
machine learning
learning algorithm
expected utility
early warning