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Category: Data Mining

24 June 2015Data Mining, Machine Learning, Monte Carlo Permutation

Results of Permutation tests on Cauchy-Schwarz

Following on from my previous post, I have to say that the results have been quite disappointing – in all the tests […]

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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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