| 
View
 

BonusTopics

This version was saved 14 years, 5 months ago View current version     Page history
Saved by mike@mbowles.com
on May 11, 2012 at 8:55:01 pm
 

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

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

 

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.R , VIX.csv

 

 

Comments (0)

You don't have permission to comment on this page.