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You're reading from  Learning Quantitative Finance with R

Product typeBook
Published inMar 2017
Reading LevelIntermediate
PublisherPackt
ISBN-139781786462411
Edition1st Edition
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Authors (2):
Dr. Param Jeet
Dr. Param Jeet
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Dr. Param Jeet

Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.
Read more about Dr. Param Jeet

PRASHANT VATS
PRASHANT VATS
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PRASHANT VATS

Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.
Read more about PRASHANT VATS

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Support vector machine


Support vector machine is another supervised learning algorithm that can be used for classification and regression. It is able to classify data linearly and nonlinearly using kernel methods. Each data point in the training dataset is labeled, as it is supervised learning, and mapped to the input feature space, and the aim is to classify every point of new data to one of the classes. A data point is an N dimension number, as N is the number of features, and the problem is to separate this data using N-1 dimensional hyperplane and this is considered to be a linear classifier. There might be many classifiers which segregate the data; however, the optimal classifier is one which has the maximum margin between classes. The maximum margin hyperplane is one which has the maximum distance from the closest point in each size and the corresponding classifier is called the maximum margin classifier. Package e1071 has all functionalities related to the support vector machine so...

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Learning Quantitative Finance with R
Published in: Mar 2017Publisher: PacktISBN-13: 9781786462411

Authors (2)

author image
Dr. Param Jeet

Dr. Param Jeet is a Ph.D. in mathematics from one of India's leading technological institute in Madras (IITM), India. Dr. Param Jeet has a couple of mathematical research papers published in various international journals. Dr. Param Jeet has been into the analytics industry for the last few years and has worked with various leading multinational companies as well as consulted few of companies as a data scientist.
Read more about Dr. Param Jeet

author image
PRASHANT VATS

Prashant Vats is a masters in mathematics from one of India's leading technological institute, IIT Mumbai. Prashant has been into analytics industry for more than 10 years and has worked with various leading multinational companies as well as consulted few of companies as data scientist across several domain.
Read more about PRASHANT VATS