market based model construction

[hamidm21]

Read the Zou paper and look at the SVM model that uses the price data. particularly pay attention to the preprocessing that has been done on the numerical data such as the close price and indicators. after you read the paper we need to have a discussion on the next steps

[hamidm21]

any update?

[hamidm21]

@soltaniali

• what kernel is suggested by the ZOU paper?
• is the model a regression model, or a classification model?
• why does the model use the negative loss as the hyperparameter section mechanism?
• how much time does it take to train the model for the duration of a month (daily)?

[soltaniali]

All tasks have been completed. The kernel used is RBF, and the model is a classification model. The answer to the third question is lengthy, but in summary, it concerns the confidence level. Regarding the last question, the model's performance is measured in milliseconds with the RBF kernel; I believe that other kernels may slow down the model. Finally, the improvements from the book have been implemented. It would be best to discuss further details in a meeting.