network profile
| bio | website | |
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| age | ||
| visits | member for | 9 months |
| seen | Apr 30 at 10:05 | |
| stats | profile views | 19 |
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Apr 30 |
comment |
How can I go about applying machine learning algorithms to stock markets? @Jase As one of the authors of the mentioned master's thesis I can quote my own work and say: "If anyone actually achieves profitable results there is no incentive to share them, as it would negate their advantage." Although our results might lend support to the market hypothesis it doesn't preclude the existence of systems that work. It might be like probability theory: "It is speculated that breakthroughs in the field of probability theory has happened several times, but never shared. This [could be] due to its practical application in gambling." Then again, maybe this is all modern alchemy. |
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Jan 12 |
answered | Video lectures and presentations on quantitative finance |
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Jan 12 |
awarded | Editor |
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Jan 12 |
comment |
Regressor: Nominal return, continuous return or first difference? I have updated the answer. |
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Jan 12 |
revised |
Regressor: Nominal return, continuous return or first difference? added 796 characters in body |
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Dec 23 |
comment |
Regressor: Nominal return, continuous return or first difference? Look up Symbolic Regression using Genetic Programming. In essence you are building an expression tree and evolving it to find a model which fits your regression analysis best. Be warned: This might be prone to overfitting, so make sure to leave out some data for testing. |
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Dec 16 |
answered | Regressor: Nominal return, continuous return or first difference? |
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Aug 10 |
awarded | Teacher |
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Aug 10 |
answered | portfolio optimisation with VaR (or CVaR) constraints |
