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JMLR
2010
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12 years 11 months ago
Multiple Kernel Learning on the Limit Order Book
Simple features constructed from order book data for the EURUSD currency pair were used to construct a set of kernels. These kernels were used both individually and simultaneously...
Tristan Fletcher, Zakria Hussain, John Shawe-Taylo...
ICPR
2010
IEEE
13 years 3 months ago
Incremental Training of Multiclass Support Vector Machines
We present a new method for the incremental training of multiclass Support Vector Machines that provides computational efficiency for training problems in the case where the trai...
Symeon Nikitidis, Nikos Nikolaidis, Ioannis Pitas
IJCAI
2003
13 years 6 months ago
Approximate Policy Iteration using Large-Margin Classifiers
We present an approximate policy iteration algorithm that uses rollouts to estimate the value of each action under a given policy in a subset of states and a classifier to general...
Michail G. Lagoudakis, Ronald Parr