Questions tagged [svm]
The svm tag has no usage guidance.
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Steps to fit a Machine learning model for prediction of up and down market movement
I have around 5 years of data of an index containing many features on a daily basis. I want to classify whether the index will move up or down the next trading day (up or down movement is determined ...
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What is the rationale behind using SV models with 2 distinct volatility processes?
In the Double Heston model, there are 2 distinct volatility processes. The SDEs read
\begin{align}
& d{{S}_{t}}=r{{S}_{t}}dt+\sqrt{{{v}_{1}}(t)}{{S}_{t}}d{{W}_{1}}(t)+\sqrt{{{v}_{2}}(t)}{{S}_{t}}...
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How does the number of free dimensions of a model affect its required size of sample?
Adding more variables to a model usually increases its accuracy. However, without adequate analysis it could also lead to curve fitting.
Another question (How much data is needed to validate a short-...
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Choosing attributes for SVM classification?
Let's assume I am classifying every trading day as a 1 or a 0. Exactly what I am classifying doesn't matter, but for the sake of this question let's say I am predicting direction of price change. So, ...
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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 ...
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