Open in new window / Try shogun cloud
--- Log opened Thu Sep 17 00:00:23 2015
-!- besser82 [~besser82@fedora/besser82] has quit [Ping timeout: 265 seconds]03:35
-!- besser82 [~besser82@fedora/besser82] has joined #shogun03:36
-!- mode/#shogun [+o besser82] by ChanServ03:36
-!- shaochuan [~shaochuan@2601:647:4603:2a70:e57f:e59b:a7ef:85af] has joined #shogun07:30
-!- ddk_ [~danny@2a02:1812:518:7300:b82d:4210:a78e:4fc2] has joined #shogun17:52
ddk_lisitsyn: very good news I getting very good results with libsvm17:53
@wikingwhat kernel17:54
ddk_-s 417:54
@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
-!- ddk_ [~danny@2a02:1812:518:7300:b82d:4210:a78e:4fc2] has quit [Remote host closed the connection]18:24
--- Log closed Fri Sep 18 00:00:25 2015