Discussing the article: "MQL5 Wizard Techniques you should know (Part 35): Support Vector Regression"

 

Check out the new article: MQL5 Wizard Techniques you should know (Part 35): Support Vector Regression.

Support Vector Regression is an idealistic way at finding a function or ‘hyper-plane’ that best describes the relationship between two sets of data. We attempt to exploit this is time series forecasting within custom classes of the MQL5 wizard.

To highlight the differences between these two, let us take a break from machine-learning-lingo and use everyday case examples to show why each is important. So, consider a scenario where you’re running a start-up that has developed a very healthy low sugar ice-cream that has a healthy demand in your hometown. Because you are just starting out and have only sold the ice cream in your home town you are still performing most of the manufacturing manually. You therefore need to start ramping up your productivity as this in addition to cost control, brings with it benefits like quality control, and implementing of some production standards.

Such an expansion, would require capital which you cannot borrow institutionally because you lack the necessary collateral (or wherewithal) to pitch to this to Banks; or you could partner with large established ice-cream brand however employees of large established brands are often bureaucrats and are going to say no regardless of what they think of your product.


Author: Stephen Njuki