This is a summary of links featured on Quantocracy on Tuesday, 05/10/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Machine learning for financial prediction: experimentation with Aronson s latest work – part 2 [Robot Wealth]My first post on using machine learning for financial prediction took an in-depth look at various feature selection methods as a data pre-processing step in the quest to mine financial data for profitable patterns. I looked at various methods to identify predictive features including Maximal Information Coefficient (MIC), Recursive Feature Elimination (RFE), algorithms with built-in feature