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Page history last edited by mike@mbowles.com 10 years, 6 months ago

Here are notes and links for the extra topics we get to cover since we got through the material rapidly. 


Support Vector Machines

   General slides on SVM: chap5_alternative_classification.ppt

   One-class SVM: One-ClassSVM10.

   Regression SVM: SVMRegressionTutorial10.

   Methods for rapid solution of SVM: stochasticSubGradient-shalev-shwartz.pdf

   Notes on Mercer Kernels: MercerKernelslecture18.pdf

   Path Algo - Hastie:


Time Series

     Some slides that will guide us through the material: Time Series.pdf


Here are links to R-code and data sets that we'll use. 


   SVM examples: svm1.R , oneClassSVM.R


   Time series examples: general.R , linMod.R , unitRoot.R , garch.RVIX.csv


Recorded Lecture




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