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Scripts: Schnick [Support Vector Machine Learning Tool Tester]

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Automated-Trading 2012.12.13 11:08 

Schnick [Support Vector Machine Learning Tool Tester]:

This script was written to form part of the "Machine Learning: How Support Vector Machines can be used in Trading" article posted on the mql5 website. This script attempts to demonstrate the power of using support vector machines in solving classification style problems.

Imagine this hypothetical scenario, you are a researcher investigating a rare animal only found in the depths of the Arctic call Shnicks. Given the remoteness of these animals, only a small handful have ever been found (lets say around 5000). As a researcher, you are stuck with the question... how can I identify a Schnick?

All you have at your disposal are the research papers previously published by the handful of researchers that have seen one. In these research papers, the authors describe certain characteristics about the Schnicks they found, i.e. height, weight, number of legs etc. but all of these characteristics vary between the research papers with no discernible pattern….

Author: Josh Readhead

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