We propose the framework of mutual information kernels for learning covariance kernels, as used in Support Vector machines and Gaussian process classifiers, from unlabeled task da...
Abstract A new approach to algorithmic trading system development is presented. This approach, Kernel Price Pattern Trading (KPPTP ), allows the practitioner to link the performanc...
The core vector machine (CVM) is a recent approach for scaling up kernel methods based on the notion of minimum enclosing ball (MEB). Though conceptually simple, an efficient impl...
In high-dimensional classification problems it is infeasible to include enough training samples to cover the class regions densely. Irregularities in the resulting sparse sample d...
We have developed a new Linear Support Vector Machine (SVM) training algorithm called OCAS. Its computational effort scales linearly with the sample size. In an extensive empirica...