| --- Log opened Thu Sep 17 00:00:23 2015 | ||
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| -!- mode/#shogun [+o besser82] by ChanServ | 03:36 | |
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| ddk_ | lisitsyn: very good news I getting very good results with libsvm | 17:53 |
|---|---|---|
| @wiking | \o/ | 17:54 |
| @wiking | what kernel | 17:54 |
| @wiking | ? | 17:54 |
| ddk_ | -s 4 | 17:54 |
| ddk_ | nu-SVR | 17:54 |
| ddk_ | (regression) | 17:54 |
| @wiking | i see | 17:55 |
| ddk_ | I would like to use the shogun toolbox but the samples are not so good, the ones on the website are great but without code it is difficult for beginners | 17:55 |
| ddk_ | I have also fine tuned the C and y | 17:56 |
| ddk_ | on stock C=0.5 and y the parameter is g=0.0078125 | 17:57 |
| ddk_ | I am getting 74 to 80% correct open price direction predictions | 17:58 |
| ddk_ | which gives on IBM 32.69% yoy p&L | 17:58 |
| ddk_ | on rost it is even yoy 110% | 17:58 |
| ddk_ | I will do some more stocks to see if it keeps performing this way ... | 17:59 |
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| --- Log closed Fri Sep 18 00:00:25 2015 | ||
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