Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/804555

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Title
Kernel methods in finance
Author/Creator
Chalup, Stephan;  Mitschele, Andreas
Institution
The University of Newcastle. Faculty of Engineering & Built Environment, School of Electrical Engineering and Computer Science
Description
The first part of the present chapter provides some theoretical background and explains in the next section the general idea of kernel machines and kernelisation. Then the three fundamental machine learning paradigms dimensionality reduction, regression, and classification as well as associated questions of kernel and parameter selection are addressed. The chapter's second part gives a survey of typical questions and tasks arising in finance applications and how kernel methods have been applied to solve them. Finally follows a brief overview of relevant software toolboxes.
Relation
Handbook on Information Technology in Finance p. 655-687
Relation
International Handbook on Information Systems
Publisher Link
http://dx.doi.org/10.1007/978-3-540-49487-4
Date
2008
Publisher
Springer
Keyword(s)
kernel;  machine learning;  finance;  data
Resource Type
book chapter
Identifier
http://hdl.handle.net/1959.13/804555
Identifier
ISBN:9783540494867
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Subject
"Kernel methods in finance"
 
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