Option moneyness classification using support vector machine.
Chih-Hung WuYi-Lin TzengChih-Chaing LuGwo-Hshiung TzengPublished in: ICMLC (2012)
Keyphrases
- support vector machine
- svm classifier
- support vector machine svm
- feature vectors
- support vector
- feature selection
- classification method
- automatic classification
- classification algorithm
- pattern recognition
- feature extraction
- high classification accuracy
- svm classification
- classification accuracy
- classification systems
- decision boundary
- machine learning
- image classification
- feature space
- text classification
- multi class
- training data
- training set
- machine learning methods
- multi class support vector machine
- small sample
- neural network
- multi class support vector machines
- supervised classification
- cost sensitive
- dimension reduction
- classification rules
- training samples
- dimensionality reduction
- artificial neural networks
- decision trees