Pages

▼
Showing posts with label Fast Fourier Transform. Show all posts
Showing posts with label Fast Fourier Transform. Show all posts
Tuesday, 23 September 2014

High Resolution Tools for Spectral Analysis - Update

›
Following on from my initial enthusiasm for the code on the High Resolution Tools for Spectral Analysis page , I have say that I have been u...
4 comments:
Monday, 9 September 2013

Update on FFT Smoother

›
Having tested the FFT smoother on real price data and having been disappointed, I have decided not to pursue this any further for the moment...
Wednesday, 4 September 2013

FFT Smoother Function Test

›
Following on from my last post I now want to show the FFT smoother function results on my usual idealised market data. The Octave script co...
Monday, 2 September 2013

Filtering in the Frequency Domain with Octave's FFT Function

›
Despite my previous post in which I talked about the "Super Smoother" filter, it was bugging me that I couldn't get my attemp...
Monday, 15 July 2013

My NN Input Tweak

›
As I said in my previous post, I wanted to come up with a "principled" method of transforming market data into inputs more suitabl...
3 comments:
Saturday, 30 June 2012

Machine Learning Course Completed

›
I'm pleased to say that I have now completed Andrew Ng's machine learning course, which is offered through Coursera. This post is n...
Tuesday, 3 January 2012

Creating Synthetic Data Using the Fast Fourier Transform

›
This question was recently asked on the Quantitative Finance forum and one answerer's link to here piqued my interest. My comments to ...
1 comment: