Re: [Gretl-users] Machine Learning in Gretl
On Fri, 28 Jul 2017, Periklis Gogas wrote:
[...]
In my research I have used Support Vector Machines/Regression in
forecasting both financial and macroeconomic variables (I attach
two relevant papers, one on exchange rate forecasting and one on
housing prices ). These applications of ML were coded using
matlab.
[...]
It would be nice to be able to use Gretl for Machine Learning!
Thanks, Periklis. We have something you might like that's close to
"proof of concept" stage.
I'll report back once it's a little further along, but it involves a
gretl "plugin" that would link to libsvm and deliver svm
functionality via a gretl function (conditional on libsvm being
available, which we can probably arrange quite easily in our Windows
and Mac packages).
Allin Cottrell