wonghang

28 reputation

	28 reputation	bio	website		visits	member for	4 months
3 badges		location			seen	Jun 14 at 13:56

9 Actions

Feb 27	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef I have read the paper by Solomonoff about his induction theory. Except his ultimate undecidable method, what shall I do? I have one ML strategy running for 2 years (not yet broke and luckily I still alive), and has just done some refinement recently (refit again the parameter with new seen data and of coz I still do cross-validation). I always afraid I have done something wrong.
Feb 26	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef moreover, if I use a ML method, as long as I have a way to represent the strategy, like GP. I will select one with shortest length of representation with acceptable backtest profit.
Feb 26	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef does bootstrapping the data or adding noise to the data (as a regularization) a good way to prevent data mining bias?
Feb 26	accepted	Recover full tick data from missing tick data
Feb 19	awarded	Scholar
Feb 18	awarded	Supporter
Feb 18	comment	Recover full tick data from missing tick data may I have some reference/paper for those "interpolation" method?
Feb 17	awarded	Student
Feb 17	asked	Recover full tick data from missing tick data