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Showing posts with label Market Classifier. Show all posts
Showing posts with label Market Classifier. Show all posts
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:
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:
Monday, 16 September 2019

The Ideal Tau for Time Series Embedding?

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In my Preliminary Test Results of Time Series Embedding post I got a bit ahead of myself and mistakenly quoted the ideal embedding length (...
Monday, 11 December 2017

Time Warp Edit Distance

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Part of my normal routine is to indulge in online research for use useful ideas, and I recently came across An Empirical Evaluation of Simil...
4 comments:
Thursday, 20 March 2014

Update on Recent Work

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It has been almost two months since my last post and during this time I have been working on a few different things, all related in one way ...
2 comments:
Sunday, 17 November 2013

Brownian Bands

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For the past few weeks I have been working on the idea presented in my earlier modelling prices using brownian motion post and below is a v...
1 comment:
Thursday, 31 October 2013

Exploratory Data Analysis of Brownian Motion Model

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For my first steps in investigating the earlier proposed  Brownian motion model I thought I would use some Exploratory Data Analysis techn...
Sunday, 27 October 2013

Modelling Prices Using Brownian Motion.

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As stated in my previous post I'm going to rewrite my data generation code for future use in online training of neural nets, and the app...
6 comments:
Saturday, 26 October 2013

Change of Direction in Neural Net Training.

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Up till now when training my neural net classifier I have been using what I call my "idealised" data, which is essentially a model...
3 comments:
Tuesday, 15 October 2013

Code refactoring didn't work.

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In my previous post I said that I was going to refactor code to use my existing, trained classification neural net with Savitzky-Golay filte...
Sunday, 6 October 2013

Update on Savitzky-Golay Filters

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For the past couple of weeks I have been playing around with Savitzky-Golay filters with a hope of creating a moving endpoint regression lin...
2 comments:
Monday, 15 July 2013

My NN Input Tweak

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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:
Monday, 17 June 2013

Tweaking the Neural Net Inputs

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In an attempt to improve my NN system I have recently been thinking of some possibly useful tweaks to the data destined to be the input for ...
Thursday, 6 June 2013

First Version of Neural Net System Complete

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I am pleased to say that my first NN "system" has now been sufficiently trained to subject it to testing. The system consists of m...
Wednesday, 27 February 2013

Restricted Boltzmann Machine

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In an  earlier post I said that I would write about Restricted Boltzmann machines and now that I have begun adapting the Geoffrey Hinton c...
1 comment: