VC Theory for Regression and Structural Risk Minimization.

Vapnik-Chervonenkis回归 理论和最小化结构风险原理.

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We discuss the problem of portfolio investment with risk minimization subject to nonnegative investment proportional coefficient.

研究非负投资比例系数约束条件下,实现风险最小化的组合证券投资问题.

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An algorithm is presented through using structural risk minimization ( SRM ) based on statistical learning theory.

在研究统计学理论的基础上,提出了以结构风险最小化为目标的训练方法.

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