Improving Robustness of a SVR Based Algorithm Trading Model with Carefully Crafted Features and a Diversified Portfolio.
Xiongpai QinBangguo WangRuchuan LaiKeqin LiPublished in: Trustcom/BigDataSE/ISPA (2016)
Keyphrases
- objective function
- probabilistic model
- mathematical model
- cost function
- selection algorithm
- recognition algorithm
- parameter estimation
- theoretical analysis
- learning algorithm
- extracted features
- optimization method
- detection algorithm
- similarity measure
- em algorithm
- learned models
- estimation algorithm
- geometric constraints
- feature extraction
- matching algorithm
- classification algorithm
- tree structure
- computational complexity
- support vector machine svm
- optimal solution
- bayesian framework
- search space
- feature vectors
- neural network
- prior knowledge
- image statistics