Robust regression under the general framework of bounded loss functions
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DOI: 10.1016/j.ejor.2023.04.025
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- Nazemi, Abdolreza & Heidenreich, Konstantin & Fabozzi, Frank J., 2018. "Improving corporate bond recovery rate prediction using multi-factor support vector regressions," European Journal of Operational Research, Elsevier, vol. 271(2), pages 664-675.
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- Sermpinis, Georgios & Stasinakis, Charalampos & Rosillo, Rafael & de la Fuente, David, 2017. "European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression," European Journal of Operational Research, Elsevier, vol. 258(1), pages 372-384.
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- Huang, Ling-Wei & Shao, Yuan-Hai & Lv, Xiao-Jing & Li, Chun-Na, 2024. "Large-scale robust regression with truncated loss via majorization-minimization algorithm," European Journal of Operational Research, Elsevier, vol. 319(2), pages 494-504.
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Keywords
Robustness and sensitivity analysis; Bounded loss function; Regression; Least squares loss function; Support vector regression;All these keywords.
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