Neural nets

1 year ago 0 95

Indicator(s) Derived from PositionBook Data

Since my last post I have been trying to create new indicators from PositionBook data but unfortunately I have ...

3 years ago 0 79

Bayesian Optimisation Data Feature extraction intraday forex Machine Learning Market Classifier Neural nets Oanda Octave

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 ...

5 years ago 0 90

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 77

Bayesian Optimisation Delay Embedding Neural nets Octave

Random Vector Functional Link Networks

In my last post I briefly mentioned Random Vector Functional Link networks and that this post would be ...

6 years ago 0 83

Bayesian Optimisation Machine Learning Neural nets

Preliminary Results from Weight Agnostic Training

Following on from my last post, below is a selection of the typical resultant output from the Bayesopt ...

6 years ago 0 74

Delay Embedding Machine Learning Monte Carlo Neural nets Octave Synthetic Data

Weight Agnostic Neural Net Training

I have recently come across the idea of weight agnostic neural net training and have implemented a crude ...

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 ...

8 years ago 0 82

Currency Strength Machine Learning Neural nets Particle Swarm Optimisation

Update on Currency Strength Smoothing, and a new direction?

Since my last two posts ( currency strength indicator and preliminary tests thereof ) I have been experimenting ...

9 years ago 0 85

Conditional Restricted Boltzmann Machine Machine Learning Neural nets

Possible Addition of NARX Network to Conditional Restricted Boltzmann Machine

It has been over three months since my last post, due to working away from home for some ...

9 years ago 0 85

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 ...

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