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Showing posts with label Naive Bayesian Classifier. Show all posts
Showing posts with label Naive Bayesian Classifier. Show all posts
Wednesday, 5 December 2012

Neural Net Market Classifier to Replace Bayesian Market Classifier

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I have now completed the cross validation test I wanted to run, which compares my current  Bayesian classifier with the recently retrained ...
Thursday, 2 August 2012

Results of Comparative Cross Validation Tests

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As expected the NN achieved 100 % accuracy and my prediction of 20 % to 30 % accuracy for my current Naive Bayesian Classifier was more or l...
2 comments:
Tuesday, 31 July 2012

Successful Completion of Neural Net Cross Validation Tests

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In my last post I suggested that I was unsure of my coding of the cross validation test I had written so what I have done is take a new codi...
Thursday, 12 July 2012

Brute Force Classifier in Action

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As an update to my recent post, here is a short video of the brute force similarity search classifier in action. Non-embedded view here. ...
Wednesday, 6 June 2012

Creation of a Simple Benchmark Suite

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For some time now I have been toying with the idea of creating a simple benchmark suite to compare my own back test system performance with ...
Saturday, 14 April 2012

Bayesian Classifier Sanity Check, Part 2

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Here are the results of the sliced_charts script when applied to the "down with no retracement" market mode, and again it is pleas...
Friday, 13 April 2012

My Naive Bayesian Classifier Sanity Check

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Following on from my previous post, as part of my initial attempts to "come up with a robust rule set that combines all these disparate...
Friday, 30 March 2012

Kalman Filter Octave Coding Completed

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I am pleased to say that the first phase of my Kalman filter coding, namely writing Octave code, is now complete. In doing so I have used/ad...
1 comment:
Tuesday, 23 August 2011

Naive Bayes Classifier, Mark 2.

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It has taken some time, but I have finally been able to incorporate the Trend Vigor indicator into my Naive Bayesian classifier, but with a ...
Friday, 29 July 2011

Update on the Trend Vigor indicator

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I have now completed some preliminary Monte Carlo testing of the Trend Vigor indicator and I thought this would be a good opportunity to sha...
Tuesday, 26 July 2011

A "new" indicator for possible inclusion in my Naive Bayesian Classifier

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I have recently come across another interesting indicator on Ehler's website , information about which is available for download in the ...
Tuesday, 21 June 2011

Completion of Naive Bayesian Classifier coding

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I am pleased to say that my .oct coding of the Naive Bayesian classifier is now complete. The purpose of the function is to take as inputs v...