The new robust conic GPLM method with an application to finance: prediction of credit default.
Ayse ÖzmenGerhard-Wilhelm WeberZehra ÇavusogluÖzlem DefterliPublished in: J. Glob. Optim. (2013)
Keyphrases
- synthetic data
- computational cost
- segmentation method
- preprocessing
- cost function
- computationally efficient
- high precision
- prediction accuracy
- detection method
- prediction model
- experimental evaluation
- dynamic programming
- significant improvement
- prediction error
- highly accurate
- evaluation method
- data sets
- prediction algorithm
- single image
- support vector machine
- pairwise
- similarity measure
- decision trees