18 June 2020Delay Embedding, Feature extraction, Machine Learning, Monte Carlo, Neural nets, Synthetic Data More Work on RVFL Networks Back in November last year I posted about Random Vector Functional Link (RVFL) networks here and here. Since then, along with my […] Read more
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 […] Read more
30 October 2019Delay Embedding, Machine Learning, Monte Carlo, Neural nets, Octave, Synthetic Data Weight Agnostic Neural Net Training I have recently come across the idea of weight agnostic neural net training and have implemented a crude version of this combined […] Read more
1 October 2019Currency Strength, Cycle Period, Delay Embedding, Feature extraction, Machine Learning, Octave, R Ideal Cyclic Tau Embedding as Times Series Features Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function based on these ideas […] Read more
16 September 2019Delay Embedding, Market Classifier, Monte Carlo, Octave, Synthetic Data The Ideal Tau for Time Series Embedding? In my Preliminary Test Results of Time Series Embedding post I got a bit ahead of myself and mistakenly quoted the ideal […] Read more