Using financial risk measures for analyzing generalization performance of machine learning models.
Akiko TakedaTakafumi KanamoriPublished in: Neural Networks (2014)
Keyphrases
- machine learning models
- risk measures
- portfolio optimization
- machine learning algorithms
- spam filtering
- machine learning approaches
- stock market
- decision making
- robust optimization
- machine learning
- learning algorithm
- learning models
- problems involving
- risk averse
- decision makers
- multi objective
- portfolio selection
- neural network