Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection.
Carole BernardSteven VanduffelPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- fraud detection
- outlier detection
- portfolio selection
- network intrusion detection
- credit card fraud detection
- cost sensitive
- social network analysis
- data mining techniques
- credit card fraud
- portfolio optimization
- credit card
- rare events
- counter terrorism
- data mining
- utility function
- link discovery
- online auctions
- electronic commerce
- data streams
- investment strategies
- metadata