LDR | | 01957nmm uu200373 4500 |
001 | | 000000331362 |
005 | | 20240805164231 |
008 | | 181129s2017 |||||||||||||||||c||eng d |
020 | |
▼a 9780438166639 |
035 | |
▼a (MiAaPQ)AAI10906669 |
040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
082 | 0 |
▼a 658 |
100 | 1 |
▼a Mafusalov, Aleksandr. |
245 | 10 |
▼a Risk Management Approaches in Distribution Approximation, Regression, and Classification. |
260 | |
▼a [S.l.] :
▼b University of Florida.,
▼c 2017 |
260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2017 |
300 | |
▼a 114 p. |
500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: B. |
502 | 1 |
▼a Thesis (Ph.D.)--University of Florida, 2017. |
520 | |
▼a One chapter of this study targets regression as a potential application. The concept of Conditional Value-at-Risk (CVaR) is used in various applications in uncertain environment. This chapter introduces CVaR (superquantile) norm for a random var |
520 | |
▼a Another chapter of this study introduces a broadly applicable probabilistic characteristic, which allows formulating, in particular, binary classification problems. The new characteristic is called buffered probability of exceedance (bPOE). A ri |
520 | |
▼a One more chapter of this study provides a new method of finding solutions to distribution approximation or density estimation problems as optimal solutions to a certain convex optimization problem. Entropy maximization with linear constraints (s |
590 | |
▼a School code: 0070. |
650 | 4 |
▼a Industrial engineering. |
690 | |
▼a 0546 |
710 | 20 |
▼a University of Florida.
▼b Industrial and Systems Engineering. |
773 | 0 |
▼t Dissertation Abstracts International
▼g 79-12B(E). |
773 | |
▼t Dissertation Abstract International |
790 | |
▼a 0070 |
791 | |
▼a Ph.D. |
792 | |
▼a 2017 |
793 | |
▼a English |
856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T15000781
▼n KERIS |
980 | |
▼a 201812
▼f 2019 |
990 | |
▼a 관리자 |