Using SVM Kernels for Time Series Analysis

Posted on Di 24 Januar 2012 in misc • Tagged with SVM, Time Series • 1 min read

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 …

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