I need your advice to know how to restore certain market maker algorithm based on historical data. I have dataset with limit order book information at discrete time periods. For every time moment it ...
This is a follow-on question from this post I made, "Multilayer Perceptron (Neural Network) for Time Series Prediction", a few months back. I'm constructing a feed-forward artificial neural network, ...
I have it in mind to build a Multilayer Perceptron for predicting financial time series. I understand the algorithm concepts (linear combiner, activation function, etc). But while trying to build the ...
I'm familiar with supervised learning algorithms like regression and neural networks which look at a bunch of input points and learn a function which outputs a value (the value varying depending on ...
I plan to develop a neural network to trade commodities futures, but while messing around with some code, a question came up. If I understand correctly, people use various technical indicators with ...
I am not very sure, if this question fits in here. I have recently begun, reading and learning about machine learning. Can someone throw some light onto how to go about it or rather can anyone share ...