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A "New" Use for Kalman Filter on Price Time Series?

Cycle Period Data intraday forex Kalman Moving averages Octave

1 year ago 0 87

A "New" Use for Kalman Filter on Price Time Series?

During the course of writing this blog I have visited the idea of using Kalman filters several times, ...

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5 years ago 0 71

Bayesian Optimisation Machine Learning Moving averages Octave

Time Warp Edit Distance as a Loss Function

Some time ago I posted about the time warp edit distance (twed) and recently I've revisited this as ...

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8 years ago 0 84

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 ...

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