Regression Splines vs Self-Organizing Map vs ???

Discussion in 'Technical Analysis' started by Stoxtrader, Jan 22, 2009.

  1. Hi,

    Does anyone know the common modern way(s) to attempt multivariate analysis? I want to take a look at the findings of the paper below and use 8-12 variables combined instead of 1 by itself. I assume the relationships would be non-linear but beyond that I'm lost. Should I be using orthogonal polynomials? Splines? Regression trees? SOM? SVM? Clustering? K-nearest neighbor? What keywords or specific methods should I be searching for? Any hints/clues/links would be appreciated.

    A Non-Random Walk Down Canary Wharf:

    (FWIW I'm using Java, know C#, and will be looking maybe at R, Matlab, and WEKA.)