A "New" Use for Kalman Filter on Price Time Series?
During the course of writing this blog I have visited the idea of using Kalman filters several times, most recently in this […]
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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. […]
Read moreUsing the BayesOpt Library to Optimise my Planned Neural Net
Following on from my last post, I have recently been using the BayesOpt library to optimise my planned neural net, and this post […]
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