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A comparison of a robust mixed-integer approach to existing methods for establishing classification rules for the discriminant problem

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  • Stam, Antonie
  • Joachimsthaler, Erich A.

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  • Stam, Antonie & Joachimsthaler, Erich A., 1990. "A comparison of a robust mixed-integer approach to existing methods for establishing classification rules for the discriminant problem," European Journal of Operational Research, Elsevier, vol. 46(1), pages 113-122, May.
    • Handle: RePEc:eee:ejores:v:46:y:1990:i:1:p:113-122
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    Cited by:

    1. Antonie Stam & Cliff T. Ragsdale, 1992. "On the classification gap in mathematical programming‐based approaches to the discriminant problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(4), pages 545-559, June.
    2. Mingue Sun, 2009. "Liquidity Risk and Financial Competition: A Mixed Integer Programming Model for Multiple-Class Discriminant Analysis," Working Papers 0102, College of Business, University of Texas at San Antonio.
    3. Uney, Fadime & Turkay, Metin, 2006. "A mixed-integer programming approach to multi-class data classification problem," European Journal of Operational Research, Elsevier, vol. 173(3), pages 910-920, September.
    4. J J Glen, 2005. "Mathematical programming models for piecewise-linear discriminant analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(3), pages 331-341, March.
    5. Wilson, J. M., 1996. "Integer programming formulations of statistical classification problems," Omega, Elsevier, vol. 24(6), pages 681-688, December.
    6. Haldun Aytug & Gary J. Koehler & Ling He, 2008. "Risk Minimization and Minimum Description for Linear Discriminant Functions," INFORMS Journal on Computing, INFORMS, vol. 20(2), pages 317-331, May.
    7. J. J. Glen, 2004. "Dichotomous categorical variable formation in mathematical programming discriminant analysis models," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(4), pages 575-596, June.
    8. Mingue Sun, 2009. "Liquidity Risk and Financial Competition: A Mixed Integer Programming Model for Multiple-Class Discriminant Analysis," Working Papers 0102, College of Business, University of Texas at San Antonio.
    9. Burcu Dikmen & Güray Küçükkocaoğlu, 2010. "The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 442-466.
    10. Pavur, Robert, 2002. "A comparative study of the effect of the position of outliers on classical and nontraditional approaches to the two-group classification problem," European Journal of Operational Research, Elsevier, vol. 136(3), pages 603-615, February.
    11. Lam, Kim Fung & Choo, Eng Ung & Moy, Jane W., 1996. "Minimizing deviations from the group mean: A new linear programming approach for the two-group classification problem," European Journal of Operational Research, Elsevier, vol. 88(2), pages 358-367, January.
    12. Lam, Kim Fung & Moy, Jane W., 2002. "Combining discriminant methods in solving classification problems in two-group discriminant analysis," European Journal of Operational Research, Elsevier, vol. 138(2), pages 294-301, April.
    13. Yanev, N. & Balev, S., 1999. "A combinatorial approach to the classification problem," European Journal of Operational Research, Elsevier, vol. 115(2), pages 339-350, June.
    14. Adem, Jan & Gochet, Willy, 2006. "Mathematical programming based heuristics for improving LP-generated classifiers for the multiclass supervised classification problem," European Journal of Operational Research, Elsevier, vol. 168(1), pages 181-199, January.
    15. J J Glen, 2008. "An additive utility mixed integer programming model for nonlinear discriminant analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(11), pages 1492-1505, November.
    16. Glen, J.J., 2006. "A comparison of standard and two-stage mathematical programming discriminant analysis methods," European Journal of Operational Research, Elsevier, vol. 171(2), pages 496-515, June.
    17. K Falangis & J J Glen, 2010. "Heuristics for feature selection in mathematical programming discriminant analysis models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(5), pages 804-812, May.

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