Mastering Python for Finance - Second Edition

Support vector classifier

A support vector classifier (SVC) is a concept of a support vector machine (SVM) that uses support vectors for classifying datasets.

More information on SVMs can be found at http://www.statsoft.com/textbook/support-vector-machines.

The SVC class of the sklean.svm module implements the SVM classifier. Write a class named SVCModel and extend LogisticRegressionModel with the following code:

In [ ]:    from sklearn.svm import SVC    class SVCModel(LogisticRegressionModel):        def get_model(self):            return SVC(C=1000, gamma='auto')In [ ]:    svc_model = SVCModel()    svc_model.learn(df_input, y_direction, start_date='2018',                     end_date='2019', lookback_period=100)

Here, we are overriding the get_model() method to return the SVC class of ...