I was wondering if Granger causality would be an efficient tool for searching for relevant input data for an SVM system. For example if I want to forecast SP 500 returns, I could put in my input data ...
Just throwing out a general question. What do people think of applying feature selection methods when using SVMs to build predictive models? I understand that SVM have built in regularization with how ...
Has anyone attempted time series prediction using support vector regression? I understand support vector machines and partially understand support vector regression, but I don't understand how they ...