904 search results - page 7 / 181 » Machine learning for stock selection |
ICML
2005
IEEE
14 years 8 months ago
2005
IEEE
In this paper we generalize the LARS feature selection method to the linear SVM model, derive an efficient algorithm for it, and empirically demonstrate its usefulness as a featur...
ECML
2004
Springer
14 years 26 days ago
2004
Springer
ECML
2003
Springer
14 years 21 days ago
2003
Springer
Comparative machine learning experiments have become an important methodology in empirical approaches to natural language processing (i) to investigate which machine learning algor...
ECML
2006
Springer
13 years 11 months ago
2006
Springer
Abstract. We propose a novel active learning strategy based on the compression framework of [9] for label ranking functions which, given an input instance, predict a total order ov...
ICML
2010
IEEE
13 years 8 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...