Data-driven risk-averse newsvendor problems: developing the CVaR criteria and support vector machines - Chen, Zhen-Yu (International journal of production research, 2024)
Keywords: Asymmetry; conditional value-at-risk; Criteria; Data science; Decisions; Kernel functions; Machine learning; newsvendor model; Quadratic programming; Regularization; Risk; Risk aversion; support vector machine; Support vector machines