Nonconvex classification method based on risk minimization and its application to credit approvals and medical diagnosis
基于风险最小化的非凸分类方法及其在信贷审批和医疗诊断中的应用
基本信息
- 批准号:19710124
- 负责人:
- 金额:$ 2.51万
- 依托单位:
- 依托单位国家:日本
- 项目类别:Grant-in-Aid for Young Scientists (B)
- 财政年份:2007
- 资助国家:日本
- 起止时间:2007 至 2010
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
Using the existing studies on mathematical optimization, financial engineering and machine learning, I theoretically evaluated the prediction performance of a classification method known as Eν-SVM. The SVM has been quite successful in practice. However, no satisfactory theoretical background existed so far. We provided such background and also explain how this nonconvex optimization problem can actually be solved. Moreover, we adopted the concept of "regularization term" that is often used in machine learning for portfolio optimization problems in financial engineering and succeeded in enhancing the prediction performance of portfolio optimization models.
使用现有的数学优化,金融工程和机器学习的研究,我理论上评估了一种称为Eν-SVM的分类方法的预测性能。 SVM在实践上取得了很大的成功。但是,到目前为止,还没有令人满意的理论背景。我们提供了这样的背景,并解释了如何实际解决此非convex优化问题。此外,我们采用了“正则术语”的概念,该概念通常用于金融工程中的投资组合优化问题的机器学习中,并成功地增强了投资组合优化模型的预测性能。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
A robust approach based on conditional value-at-risk measure to statistical learning problems
- DOI:10.1016/j.ejor.2008.07.027
- 发表时间:2009-10
- 期刊:
- 影响因子:0
- 作者:Akiko Takeda;Takafumi Kanamori
- 通讯作者:Akiko Takeda;Takafumi Kanamori
Support vector regression as conditional value-at-risk minimization with application to financial time-series analysis
- DOI:10.1109/mlsp.2010.5589245
- 发表时间:2010-10
- 期刊:
- 影响因子:0
- 作者:A. Takeda;Jun-ya Gotoh;Masashi Sugiama
- 通讯作者:A. Takeda;Jun-ya Gotoh;Masashi Sugiama
Adjustable Robust Optimization Models for a Nonlinear Two-Period System
- DOI:10.1007/s10957-007-9288-8
- 发表时间:2008-02
- 期刊:
- 影响因子:1.9
- 作者:A. Takeda;S. Taguchi;R. Tütüncü
- 通讯作者:A. Takeda;S. Taguchi;R. Tütüncü
機械学習で使われる最適化手法の紹介
机器学习中使用的优化方法简介
- DOI:
- 发表时间:2009
- 期刊:
- 影响因子:0
- 作者:Nishihara;M.;Shibata;T.;安川智之,鈴木雅登,珠玖仁,末永智一;武田朗子
- 通讯作者:武田朗子
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TAKEDA Akiko其他文献
TAKEDA Akiko的其他文献
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{{ truncateString('TAKEDA Akiko', 18)}}的其他基金
Ground Coating Adjustment Techniques in Medieval Lacquerware
中世纪漆器的底漆调整技术
- 批准号:
23501216 - 财政年份:2011
- 资助金额:
$ 2.51万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
Applying statistical learning theory to portfolio optimization problems
将统计学习理论应用于投资组合优化问题
- 批准号:
23710174 - 财政年份:2011
- 资助金额:
$ 2.51万 - 项目类别:
Grant-in-Aid for Young Scientists (B)
The research on chronology and technical transition of urushi works based on the excavated works by the quantitative analysis of volcanic ash contained in the ground coating .
以出土作品为基础,通过对地面涂层中火山灰的定量分析,研究漆作的年代和技术变迁。
- 批准号:
18520591 - 财政年份:2006
- 资助金额:
$ 2.51万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
A Establishment and Evaluation of a Conservation Treatment for Old Coins Attacked with Bronze Disease, mainly caused by Atacamite.
针对主要由氯铜矿引起的青铜病害的古钱币的保护处理方法的建立和评价。
- 批准号:
06801048 - 财政年份:1994
- 资助金额:
$ 2.51万 - 项目类别:
Grant-in-Aid for General Scientific Research (C)
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- 批准号:
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