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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Creating predictive models using linear classification methods

In the first part of this chapter, we reviewed trading strategies based on regression machine learning algorithms. In this second part, we will focus on the classification of machine learning algorithms and another supervised machine learning method utilizing known datasets to make predictions. Instead of the output variable of the regression being a numerical (or continuous) value, the classification output is a categorical (or discrete value). We will use the same method as the regression analysis by finding the mapping function (f) such that whenever there is new input data (x), the output variable (y) for the dataset can be predicted.

In the following subsections, we will ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content