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BonusTopics

Page history last edited by mike@mbowles.com 10 years 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-ClassSVM10.1.1.39.912.pdf

   Regression SVM: SVMRegressionTutorial10.1.1.4.7700.pdf

   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

 

https://datamining.webex.com/datamining/ldr.php?AT=pb&SP=MC&rID=108067727&rKey=1031e3ec43de59fa

 

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