7
votes
How to identify technical analysis chart patterns algorithmically?
One idea is Dynamic time warping (DTW).
There is an R package for that: dtw
Here is the vignette:Computing and Visualizing Dynamic Time Warping
Alignments in R: The dtw Packageby Toni Giorgino
And ...
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3
votes
To what degree does computational complexity affect the pricing of options?
Caveat - I am a finance person only recently exposed to theory of computation and complexity so this will be more finance and less CS.
The computational difficulty of option pricing is relatively ...
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2
votes
Accepted
Program/library to generate many technical indicators given a series of stock prices
From http://qr.ae/TbcrXL:
Phil Newton's answer:
Most modern charting packages can do this.
Meta trader.
Ninja trader.
Multi Charts.
Tradestation.
Naoya Yamaguchi's answer:
And ...
2
votes
Accepted
What is a technical value?
In conventional parlance, fundamental values would refer to data about the stock's financials, i.e. the data contained in the financial statements. Examples could be the cash flow, assets, liabilities ...
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2
votes
How to normalize technical indicators for machine learning?
This depends on what ML you are using. For example, random forest is extremely resilient and doesn't require much normalisation of inputs to produce good outputs. However, RNN is extremely sensitive ...
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1
vote
Accepted
To what degree does computational complexity affect the pricing of options?
You want to stay away from this as a student for a project, even if you are a doctoral student. If you want to tackle this a doctoral student, then I would love to completely consume every moment of ...
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1
vote
Program/library to generate many technical indicators given a series of stock prices
I did the search by myself some time ago and couldn't find much that is readily available (in the sense that you can directly use it in a Python program, say). The closest I found find is the ...
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1
vote
How to normalize technical indicators for machine learning?
There are a couple of good papers on this but my favorite are Predicting stock market index using fusion of machine learning techniques and Predicting stock and stock price index movement using Trend ...
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