Machine Learning

28 February 202431 August 2024Data, intraday forex, Machine Learning, Neural nets, Oanda, PositionBook, Volume Profile

Indicator(s) Derived from PositionBook Data

Since my last post I have been trying to create new indicators from PositionBook data but unfortunately I have had no luck in […]

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 […]

25 March 202231 August 2024API, Data, Feature extraction, intraday forex, Machine Learning, Oanda, R

OrderBook and PositionBook Features

In my previous post I talked about how I planned to use constrained optimization to create features from Oanda’s OrderBook and PositionBook data, which […]

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. […]

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 […]

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 […]

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 […]

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 […]

11 October 2018Currency Strength, Data, Machine Learning

"Black Swan" Data Cleaning

Since my last post I have been investigating training features that can be derived from my Currency Strength indicator as input for […]

7 February 2017Currency Strength, Machine Learning, Neural nets, Particle Swarm Optimisation

Update on Currency Strength Smoothing, and a new direction?

Since my last two posts ( currency strength indicator and preliminary tests thereof ) I have been experimenting with different ways of […]