January 24, 2012

Using SVM Kernels for Time Series Analysis

I wanted to share two research papers that are invaluable to anyone trying to use Support Vector Machines (SVM) for modeling the stock market.  One written by an author well known to the Rapid-I team, and another by Korean researcher.  I’ve used both of these papers as blueprints for some of my past stock market analysis processes.

The first one is by Kyoung-jae Kim and titled Financial time series forecasting using support vector machines.

The second is by Stefan Ruping (forgive the missing umlaut) and titled SVM Kernels for Time Series Analysis.”

SVM Time Series tutorials RapidMiner

Previous post
Rapidminer Sample Process - Multiply Data I often use the Multiply operator to make copies of my data set and feed it into different learners. I do this because sometimes I don’t know if a
Next post
The Secret Life of Pronouns I’ve been traveling a lot lately and managed to catch up on a bit of reading when I’m crusing at 30,000 feet. On my nook right now is a fascinating