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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 […]

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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 […]

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