Bayesian Optimisation

8 April 202231 August 2024Bayesian Optimisation, Data, Feature extraction, intraday forex, Machine Learning, Market Classifier, Neural nets, Oanda, Octave

Simple Machine Learning Models on OrderBook/PositionBook Features

This post is about using OrderBook/PositionBook features as input to simple machine learning models after previous investigation into the relevance of such […]

10 July 2020Bayesian Optimisation, Machine Learning, Moving averages, Octave

Time Warp Edit Distance as a Loss Function

Some time ago I posted about the time warp edit distance (twed) and recently I’ve revisited this as a possible loss function. […]

29 November 2019Bayesian Optimisation, Cycle Period, Monte Carlo, Octave

RVFL Network Results

Having let the tests outlined in my previous post run, I can say that the results are inconclusive as the optimised number […]

13 November 2019Bayesian Optimisation, Delay Embedding, Neural nets, Octave

Random Vector Functional Link Networks

In my last post I briefly mentioned Random Vector Functional Link networks and that this post would be about them, inspired by […]

1 November 2019Bayesian Optimisation, Machine Learning, Neural nets

Preliminary Results from Weight Agnostic Training

Following on from my last post, below is a selection of the typical resultant output from the Bayesopt Library minimisation 3 3 […]