Feature extraction

4 years ago 0 105

Simple Machine Learning Models on OrderBook/PositionBook Features

This post is about using OrderBook/PositionBook features as input to simple machine learning models after previous investigation into ...

4 years ago 0 121

API Data Feature extraction intraday forex Machine Learning Oanda R

OrderBook and PositionBook Features

In my previous post I talked about how I planned to use constrained optimization to create features from Oanda's OrderBook ...

5 years ago 0 122

Delay Embedding Feature extraction Machine Learning Monte Carlo Neural nets Synthetic Data

More Work on RVFL Networks

Back in November last year I posted about Random Vector Functional Link (RVFL) networks here and here. Since ...

6 years ago 0 119

Currency Strength Cycle Period Delay Embedding Feature extraction Machine Learning Octave R

Ideal Cyclic Tau Embedding as Times Series Features

Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function ...

9 years ago 0 111

Currency Strength Feature extraction Moving averages Neural nets Octave Savitzky-Golay

Using the BayesOpt Library to Optimise my Planned Neural Net

Following on from my last post, I have recently been using the BayesOpt library to optimise my planned neural ...

10 years ago 0 112

C++ Conditional Restricted Boltzmann Machine Feature extraction Machine Learning Neural nets Octave RBM

Refactored Denoising Autoencoder Update #2

Below is this second code update. % select rolling window length to use - an optimisable parameter via ...

10 years ago 0 115

C++ Digital Signal Processing Feature extraction

Giving up on Runge-Kutta Methods (for now?)

Over the last few weeks I have been looking at using Runge-Kutta methods for the creation of features, ...

10 years ago 0 110

Feature extraction Octave Savitzky-Golay

Runge-Kutta Example and Code

Following on from my last post I thought I would, as a first step, code up a “straightforward” Runge-Kutta ...

10 years ago 0 111

Conditional Restricted Boltzmann Machine Feature extraction Particle Swarm Optimisation

Runge-Kutta Methods

As stated in my previous post I have been focusing on getting some meaningful features as possible inputs ...

10 years ago 0 131

Feature extraction R

Recent reading

In my last post I mentioned that I was going away for the summer, but now I'm back. ...

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