Finite maturity margin call stock loans.

Xiaoping Lu Endah R. M. Putri

Published in: Oper. Res. Lett. (2016)

Keyphrases

half spaces
stock market
finite number
linear separability
credit scoring
maximum margin
support vector
stock trading
training set
multi class
stock price
website
finite automata
portfolio optimization
decision boundary
convertible bonds
long term
objective function