- Title
- Kernel methods in finance
- Creator
- Chalup, Stephan; Mitschele, Andreas
- 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
- Publisher
- Springer
- Resource Type
- book chapter
- Date
- 2008
- 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.
- Subject
- kernel; machine learning; finance; data
- Identifier
- http://hdl.handle.net/1959.13/804555
- Identifier
- uon:6653
- Identifier
- ISBN:9783540494867
- Rights
- The original publication is available at www.springerlink.com
- Language
- eng
- Full Text
- Hits: 2539
- Visitors: 3675
- Downloads: 368
| Thumbnail | File | Description | Size | Format | |||
|---|---|---|---|---|---|---|---|
| View Details Download | ATTACHMENT02 | Author final version | 717 KB | Adobe Acrobat PDF | View Details Download |