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All publications by Frank Nielsen
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On tracking portfolios with certainty equivalents on a generalization of Markowitz model: the Fool, the Wise and the Adaptive
Richard Nock, Brice Magdalou, Eric Briys and Frank Nielsen
Proceedings of the 28th International Conference on Machine Learning (ICML-11), 2011


On the Efficient Minimization of Classification Calibrated Surrogates
Richard Nock and Frank Nielsen
Advances in Neural Information Processing Systems 21, 2008