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Preference robust models in multivariate utility-based shortfall risk minimization.

Yuan ZhangHuifu XuWei Wang
Published in: Optim. Methods Softw. (2022)
Keyphrases
  • risk minimization
  • machine learning
  • learning algorithm
  • decision trees
  • loss function
  • optimal solution
  • random fields
  • influence diagrams
  • empirical risk