A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

Business, Finance, Financial Management +14

Improvements to Platt's SMO Algorithm for SVM Classifier Design

S. Sathiya Keerthi, Shirish Shevade, Chiranjib Bhattacharyya et al. · Neural Computation · 2001 · 1.8K citations

Computing, Computer Science, Algorithms +12

Working Set Selection Using Second Order Information for Training Support Vector Machines

Rong-En Fan, Pai-Hsuen Chen, Chih‐Jen Lin · Journal of Machine Learning Research · 2005 · 1.4K citations

Computing, Computer Science, Data Mining +15

On possibilistic mean value and variance of fuzzy numbers

Christer Carlsson, Robert C. Fuller · Fuzzy Sets and Systems · 2001 · 814 citations

Natural Sciences, Mathematics, Number Theory +10

The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

Paul A. Samuelson · The Review of Economic Studies · 1970 · 743 citations

Social Sciences, Economics, Mathematics +17