图 书 馆
利用经济动机特点的多核学习来预测汇率Currency Forecasting using Multiple Kernel Learning with Financially Motivated Features |
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| 课程网址: | http://videolectures.net/nipsworkshops2010_fletcher_cfm/ |
| 主讲教师: | Tristan Fletcher |
| 开课单位: | 伦敦大学学院 |
| 开课时间: | 2011-01-12 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | 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 and is used to predict the direction of price movement for the currency over multiple time horizons. MKL is shown to outperform each of the kernels individually in terms of predictive accuracy. Furthermore, the kernel weightings selected by MKL highlights which of the financial features represented by the kernels are the most informative for predictive tasks. |
| 关 键 词: | 多核学习; 交易规则; 价格走势; 内核构建 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-10-22：chenxin |
| 阅读次数: | 55 |