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  #31 (permalink)
 centaurer 
south africa
 
Posts: 169 since Dec 2018

49:50 Ian gives out some pure gold as far as recursive structure and layers.


It is kind of hard to think of a more intellectually interesting book right now.

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  #32 (permalink)
 
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 NJAMC 
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rleplae View Post
My kid is doing his master thesis/script on AI in trading
some new blood on this topic could do some good...

@rleplae,

I can't wait to see some of the latest research on the topic. I am getting board with the "How to detect a cat" type of papers which really is not applicable to some of the aspects of AI in trading.

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  #33 (permalink)
 
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 rleplae 
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NJAMC View Post
@rleplae,

I can't wait to see some of the latest research on the topic. I am getting board with the "How to detect a cat" type of papers which really is not applicable to some of the aspects of AI in trading.

as soon as possible i will drop a draft version in a PM for your review as agreed
later the work will become public

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  #34 (permalink)
 
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 NJAMC 
Atkinson, NH USA
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rleplae View Post
as soon as possible i will drop a draft version in a PM for your review as agreed
later the work will become public

It will be like an early Christmas Present!

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  #35 (permalink)
 centaurer 
south africa
 
Posts: 169 since Dec 2018

There is really no shortage of papers being written on the subject though
https://arxiv.org/search/q-fin?query=deep&searchtype=all&abstracts=show&order=-announced_date_first&size=50

Of course the best research is often on the other side of your trades right now and surely isn't getting published any time soon.

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  #36 (permalink)
 centaurer 
south africa
 
Posts: 169 since Dec 2018

A deep learning framework for financial time
series using stacked autoencoders and longshort
term memory

https://github.com/IsaacChanghau/StockPrediction/blob/master/A%20deep%20learning%20framework%20for%20financial%20time%20series%20using%20stacked%20autoencoders%20and%20long-short%20term%20memory.pdf

As usual they feed the model a bunch of worthless technical indicators.

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  #37 (permalink)
 centaurer 
south africa
 
Posts: 169 since Dec 2018

I listened to Andrew Lo interview of Jim Simmons yesterday and I thought it was quite interesting that Simons says he likes hiring astronomers. They are basically doing the same thing in 2019 as far as looking at huge amounts of data.

There is a nice data driven astronomy class that started yesterday that has a machine learning section to it.
https://www.coursera.org/learn/data-driven-astronomy

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  #38 (permalink)
 quantstyle 
Hong Kong
 
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centaurer View Post
A deep learning framework for financial time
series using stacked autoencoders and longshort
term memory

https://github.com/IsaacChanghau/StockPrediction/blob/master/A%20deep%20learning%20framework%20for%20financial%20time%20series%20using%20stacked%20autoencoders%20and%20long-short%20term%20memory.pdf

As usual they feed the model a bunch of worthless technical indicators.


Do you think all technical indicators are useless for ML models, or are there any at all that may be useful? CCI? RSI? TTM squeeze?

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  #39 (permalink)
 centaurer 
south africa
 
Posts: 169 since Dec 2018


quantstyle View Post
Do you think all technical indicators are useless

We can just stop there and say yes.
In general we don't call useful things technical indicators anymore IMO.
RSI and CCI maybe had value in 1980 when you had to plot them out with graph paper and a pencil.

TTM/trade the markets/John Carter were real smart businessmen selling trading products 10 years ago. Clearly, their stuff had more value on the marketplace than actually trading their own money with them and that is all I really need to know.

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  #40 (permalink)
 
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 SMCJB 
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centaurer
There is a nice data driven astronomy class that started yesterday that has a machine learning section to it.
https://www.coursera.org/learn/data-driven-astronomy

I'd be really interested if it was R not Python.
Approx. 20 hours to complete. Suggested: 6 weeks of study, 4-6. hours/week
Hopefully their ability to estimate is better in the class

quantstyle View Post
Do you think all technical indicators are useless for ML models, or are there any at all that may be useful? CCI? RSI? TTM squeeze?

Would depend what algo you are trying to train but consider instead of using RSI maybe use (Is RSI < 20) as a binary input. While I can't claim to have great results my results did seem to improve when I did things like that.

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