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4
votes
2answers
373 views
How do you synthesize a probability density function (pdf) from equally weighted price data?
What I'm working with:
I have a collection of prices that has very few to no repeating values (depending on the look back period) ie each price value is unique, some prices are clustered and some can ...
3
votes
1answer
105 views
How to properly cross-validate when optimizing SVM classification?
I'm using SVM binary classification to predict movement of NASDAQ stock prices. My question is regarding cross-validation. I will divide the training data into V subsets. Training will be performed on ...
