I want to start with a brief introduction to what I consider one of the most powerful learning methodologies to come out of Artificial Intelligence in the last several decades-- the Genetic Algorithm. Although it was originally developed to model evol...
One of the buzzwords that seems to be common these days is AIS or Artificial Immune Systems. It is a biologically inspired classification type system that essentially tries to replicate some of our own natural immune system algorithms. Our bodies hav...
The prior introduction using a simple model to determine next weeks change based on the S&P 500 index and VIX did not look very promising, although hopefully it served to familiarize yourself with how classification is used in augmenting trading decisi...
Registrations are now open for the R/Finance 2010 conference, to be help April 16-17 in Chicago. Last year's meeting was a great success, and this year's looks to be just as good, with some great keynotes lined up: Analysis of Integrated and Co-integrated Time Series with R (Bernhard Pfaff) Leverage Space Portfolio Model (Ralph Vince) Signal Extraction (Marc Wildi0...
The neural network tutorial focused on a type of method known as regression. The other common method utilized in machine learning is called classification. The two approaches are somewhat similar in that they identify the best possible curve to learn...
Following is an example of what it looks like to predict an actual univariate price series. The period of the signal that was sampled was already in stationary form, so not much massaging was needed other than normalization (described earlier).What's ...
In November, I used the strategy in Mebane Faber's Tactical Asset Allocation paper to provide an introduction to blotter. Faber has updated the strategy's results through the end of 2009. For those interested, he expands on the paper in his book, The...
The annoucement below went out to R-SIG-Finance earlier today. For information is as usual the the R / Finance 2010 page: Now open for registrations: R / Finance 2010: Applied Finance with R April 16 and 17, 2010 Chicago, IL, USA The second annual ...
The annoucement below went out to R-SIG-Finance earlier today. For information is as usual the the R / Finance 2010 page: Now open for registrations: R / Finance 2010: Applied Finance with R April 16 and 17, 2010 Chicago, IL, USA The second annu...
The annoucement below went out to R-SIG-Finance earlier today. For information is as usual the the R / Finance 2010 page: Now open for registrations: R / Finance 2010: Applied Finance with R April 16 and 17, 2010 Chicago, IL, USA The second annu...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
