Michael

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Actif depuis 2014

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Professional Interests: Computational investing

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How do I deal with non-IID data in gradient boosting?
Dear community, I am working on a stock market decision system. I have currently centered on gradient boosting as the likely ...

plus de 10 ans il y a | 1 réponse | 0

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Why do I get errors when using QuadraticErrorTolerance and MinParentSize in fitrtree?
Hi all, I am running the function fitrtree to make a regression tree. However, I get errors when I use the selectors mentione...

plus de 10 ans il y a | 1 réponse | 0

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Question

Retrieve list of fieldnames in a .mat file; PLEASE HELP!
Hi, I know that if I use the whos(x) command, where x is the matfile, that I can see the fieldnames. if I do a=whos(x), a...

environ 11 ans il y a | 1 réponse | 0

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Question

Dataset condensation and distance function optimization in KNN classifier
Hi, I am working on a decision system for stocks. I have a lot of data (time series 6000 stocks, 10 years of daily data on va...

plus de 11 ans il y a | 1 réponse | 0

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Matlab complier for speed
Hi, I have read the posts that discuss that the complier does not improve speed, and is really for porting applications to ot...

plus de 11 ans il y a | 1 réponse | 0

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Neural network with two objective functions
Greg, thanks for the comment. I'm still focused on this idea that what needs to be optimized is the portfolio return and not the...

plus de 11 ans il y a | 0

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Question

Neural network with two objective functions
Hi, I am considering building a neural network with two similar but different objective functions. I have read about genetic...

plus de 11 ans il y a | 3 réponses | 0

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How to run evolutionary or other optimization with discrete set of inputs
Alan, Thanks so much. That looks perfect! Best, Mike

plus de 11 ans il y a | 0

| A accepté

Question

How to run evolutionary or other optimization with discrete set of inputs
Hi, I have an optimization problem that involves many inputs and a large data set. I have considered using evolutionary optim...

plus de 11 ans il y a | 2 réponses | 0

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Question

Merit of feeding Neural Networks data on the certainty of input/output relationship
Hi, I am working on a stock investing neural network. I have determined some quantitative technical indicators that generally...

plus de 11 ans il y a | 2 réponses | 0

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Question

Neural network inputs; multiple vs. single neural networks
Hi, I am building a neural network for stock selection. So far, my approach has been to have a single NN to which I feed data...

plus de 11 ans il y a | 1 réponse | 0

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Question

Neural network toolbox GUI
hi. i have the neural network toolbox. I read i just need to type "neural" to launch the GUI. But MATLAB tells me it doesn't kn...

plus de 11 ans il y a | 2 réponses | 0

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Question

how can I test for the existence of a financial time series object?
This seems like it would be really easy, but I can't figure it out. Basically, i want to see if time series A exists, and if ...

plus de 11 ans il y a | 2 réponses | 0

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Can neural net weights be negative?
Thanks Shashank, I'll check it out.

plus de 11 ans il y a | 0

Question

Can neural net weights be negative?
I have a question on neural net weights. My understanding is that the default is they add up to one. Can they be negative? (I...

plus de 11 ans il y a | 2 réponses | 0

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Question

Best way to store "collection" of time series; issues with "execute" on structure array
Hi, I am trying to create a structure array or other aggregate object of time series objects (a "collection"). The idea is to...

plus de 11 ans il y a | 1 réponse | 0

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Question

Custom nonlinear neurons in neural network for stock/portfolio selection
Hi, I am creating a neural network in which the output (a stock return or rank) is dependent in a non-linear way on the input...

plus de 11 ans il y a | 1 réponse | 0

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How can I use the Genetic Algorithm (GA) to train a Neural Network in Neural Network Toolbox?
Hi. Thanks for this answer. Let me see if I understood. By executing this function ga at the end, "net" will be be optimize...

plus de 11 ans il y a | 1