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Showing posts with label Machine Learning. Show all posts
Showing posts with label Machine Learning. Show all posts
Monday, 3 November 2025

Expressing an Indicator in Neural Net Form, Part 3.

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The results of the first set of tests of optimising an indicator via the framework of training a neural net are in, and this post is a prese...
Wednesday, 24 September 2025

Expressing an Indicator in Neural Net form, Part 2.

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Following on from my previous post, I have been experimenting with various tweaks to the basic set-up of expressing an indicator in the form...
Wednesday, 3 September 2025

Expressing an Indicator in Neural Net Form

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Recently I started investigating  relative rotation graphs  with a view to perhaps implementing a version of this for use on forex currency ...
1 comment:
Wednesday, 28 February 2024

Indicator(s) Derived from PositionBook Data

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Since my  last post I have been trying to create new indicators from PositionBook data but unfortunately I have had no luck in doing so. I ...
Friday, 8 April 2022

Simple Machine Learning Models on OrderBook/PositionBook Features

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This post is about using OrderBook/PositionBook features as input to simple machine learning models after previous investigation into the ...
2 comments:
Friday, 25 March 2022

OrderBook and PositionBook Features

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In my previous post I talked about how I planned to use  constrained optimization to create features from  Oanda's OrderBook and Posit...
Friday, 10 July 2020

Time Warp Edit Distance as a Loss Function

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Some time ago I posted about the time warp edit distance (twed) and recently I've revisited this as a possible loss function. The basic...
Thursday, 18 June 2020

More Work on RVFL Networks

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Back in November last year I posted about Random Vector Functional Link (RVFL) networks here and here . Since then, along with my recent wo...
Friday, 1 November 2019

Preliminary Results from Weight Agnostic Training

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Following on from my last post, below is a selection of the typical resultant output from the Bayesopt Library minimisation 3 3 ...
Wednesday, 30 October 2019

Weight Agnostic Neural Net Training

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I have recently come across the idea of weight agnostic neural net training and have implemented a crude version of this combined with the ...
Tuesday, 1 October 2019

Ideal Cyclic Tau Embedding as Times Series Features

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Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function based on these ideas to produce feat...
Thursday, 11 October 2018

"Black Swan" Data Cleaning

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Since my last post I have been investigating training features that can be derived from my Currency Strength indicator as input for machine...
Tuesday, 7 February 2017

Update on Currency Strength Smoothing, and a new direction?

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Since my last two posts ( currency strength indicator and preliminary tests thereof ) I have been experimenting with different ways of sm...
Saturday, 3 September 2016

Possible Addition of NARX Network to Conditional Restricted Boltzmann Machine

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It has been over three months since my last post , due to working away from home for some of the summer, a summer holiday and moving home. H...
Thursday, 31 March 2016

Parallel Tempering and Adaptive Learning Rates in Restricted Boltzmann Machine Learning

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It has been a while since my last post and in the intervening time I have been busy working on the code of my previous few posts. During t...
Wednesday, 3 February 2016

Refactored Denoising Autoencoder Update #2

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Below is this second code update. % select rolling window length to use - an optimisable parameter via pso? rolling_window_length = 50 ; b...
Thursday, 21 January 2016

Refactored Denoising Autoencoder Code Update

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This code box contains updated code from my previous post . The main change is the inclusion of bias units for the directed auto-regressive ...