Boudabsa, Lotfi; Filipović, Damir Machine learning with kernels for portfolio valuation and risk management. (English) Zbl 1484.91417 Finance Stoch. 26, No. 2, 131-172 (2022). MSC: 91G10 68T05 PDFBibTeX XMLCite \textit{L. Boudabsa} and \textit{D. Filipović}, Finance Stoch. 26, No. 2, 131--172 (2022; Zbl 1484.91417) Full Text: DOI arXiv
Kwon, Yongchan; Kim, Wonyoung; Sugiyama, Masashi; Paik, Myunghee Cho Principled analytic classifier for positive-unlabeled learning via weighted integral probability metric. (English) Zbl 1494.68218 Mach. Learn. 109, No. 3, 513-532 (2020). MSC: 68T05 62H30 PDFBibTeX XMLCite \textit{Y. Kwon} et al., Mach. Learn. 109, No. 3, 513--532 (2020; Zbl 1494.68218) Full Text: DOI arXiv