After having abandoned my work on Bayesian analysis late last year I am now working on this again, and have been for a few weeks now. I resumed work on this because a response to a question I asked on a forum here led me to the mixdist R package which has now enabled me to model kernel density estimates for a naive Bayes classifier. For more on using a kernel density estimate in a naive Bayes classifier see the link in the answer here.
I expect that it will be a few weeks yet before all the coding and testing of this is complete.
"Trading is statistics and time series analysis." This blog details my progress in developing a systematic trading system for use on the futures and forex markets, with discussion of the various indicators and other inputs used in the creation of the system. Also discussed are some of the issues/problems encountered during this development process. Within the blog posts there are links to other web pages that are/have been useful to me.
Saturday, 14 May 2011
Bug in DX data confirmed?
In my post of 3 April 2011 I suggested that there might be an error in the data I have for the Dollar Index contact. This turns out to have been a well-founded suspicion. More details here.
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