rogerjbos/svm_recession: Forecasting recession using Support Vector Machines (SVM)
Example code for forecasting recession using Support Vector Machines (SVM) and testing out an investment strategy of investing in the index during (predicted) non-recession months and moving to cash during (predicted) recession months.
Getting started
Browse package contents
Package details |
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| Author | Roger J. Bos |
| Maintainer | Roger J. Bos <roger.bos@gmail.com> |
| License | GPL-2 |
| Version | 0.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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