Charles Elkan

University of California, San Diego (UCSD)

9500 Gilman Drive

Mail Code 0502

La Jolla, CA 92093-0112

United States

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Nonlinear Support Vector Machines Can Systematically Identify Stocks with High and Low Future Returns

Algorithmic Finance (2013), 2:1, 45-58
Number of pages: 15 Posted: 20 Sep 2011 Last Revised: 20 Jan 2014
Ramon Huerta, Charles Elkan and Fernando Corbacho
University of California, San Diego (UCSD), University of California, San Diego (UCSD) and Universidad Autonoma de Madrid
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Abstract:

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support vector machines, machine learning, reinforcement learning, sector neutral