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Št. zadetkov: 2
Currency Forecasting using Multiple Kernel Learning with Financially Motivated Features
Tristan Fletcher
Video in druga učna gradiva
Oznake: computer science;machine learning;kernel methods;data mining;time series analysis
Multiple Kernel Learning (MKL) is used to replicate the signal combination process that trading rules embody when they aggregate multiple sources of financial information when predicting an asset’s price movements. A set of financially motivated kernels is constructed for the EURUSD currency pair an ...
Leto: 2010 Vir: videolectures.net
Multiple Kernel Learning on the Limit Order Book
Tristan Fletcher
Video in druga učna gradiva
Oznake: computer science;machine learning;kernel methods;multiple kernel learning
Simple features constructed from order book data for the EURUSD currency pair were used to construct a set of kernels. These kernels were used both individually and simultaneously through the Multiple Kernel Learning (MKL) methods of SimpleMKL and the more novel LPBoostMKL to train multiclass Suppor ...
Leto: 2010 Vir: videolectures.net
Št. zadetkov: 2
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