23 June 2015Machine Learning, Monte Carlo Permutation Cauchy-Schwarz Matching Algo Revisited: More Tests Some time ago I blogged about my Cauchy Schwarz inequality inspired matching algorithm and some tests of it here and here. More […] Read more
25 May 2015Data Mining, Machine Learning, Monte Carlo Permutation Accounting for Data Mining Bias I’ve recently subscribed to this forexfactory thread, which is about using machine learning to develop trading systems, and the subject of data […] Read more