Help in Python libraries
I am implementing Random Walk, Support Vector Regression, Independent Component Analysis-Support Vector Regression algorithms for the prediction of Stock markets.
To check the prediction performance I would need to run performance statistical measures. They are named as NMSE(Normalized root mean square error), MAD(Mean absolute difference), DS(Directional Symmetry), CP(correct up trend), CD(Correct down trend). Can some one help me to say where I can find these libraries in Python.
Any python geeks kindly help! Kinda urgent!
There is a picture attached which explains all the formulas.
P.S I do not need RMSE as I found it already, but the rest I could not.
I have attached the paper along with it if any one wants to get detailed information on it can go ahead!