Open in new window / Try shogun cloud
--- Log opened Thu Sep 17 00:00:23 2015
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ddk_lisitsyn: very good news I getting very good results with libsvm17:53
@wiking\o/17:54
@wikingwhat kernel17:54
@wiking?17:54
ddk_-s 417:54
ddk_nu-SVR17:54
ddk_(regression)17:54
@wikingi see17:55
ddk_I would like to use the shogun toolbox but the samples are not so good, the ones on the website are great but without code it is difficult for beginners17:55
ddk_I have also fine tuned the C and y17:56
ddk_on stock C=0.5 and y the parameter is g=0.007812517:57
ddk_I am getting 74 to 80% correct open price direction predictions17:58
ddk_which gives on IBM 32.69% yoy p&L17:58
ddk_on rost it is even yoy 110%17:58
ddk_I will do some more stocks to see if it keeps performing this way ...17:59
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--- Log closed Fri Sep 18 00:00:25 2015