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
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 […] 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
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
5 September 2019Currency Strength, Cycle Period, Monte Carlo, Octave, Synthetic Data Preliminary Test Results of Time Series Embedding Following on from my post yesterday, this post presents some preliminary results from the test I was running while writing yesterday’s post. […] Read more
4 September 2019Monte Carlo, Octave Taken's Theorem and Time Series Embedding I am now back from my summer break and am currently looking at using Taken’s theorem and am using an adapted version […] Read more
6 June 2019Kalman, Monte Carlo, Octave, Synthetic Data Determining the Noise Covariance Matrix R for a Kalman Filter An important part of getting a Kalman filter to work well is tuning the process noise covariance matrix Q and the measurement […] Read more