Recent Content by gon

  1. Do Neural Networks overfit less than Decision Trees?

    I have his book :)
    Post by: gon, Jan 8, 2018 in forum: Strategy Building

  2. Do Neural Networks overfit less than Decision Trees?

    I see that you mean. More than a formula what a NN will do is to weigth the coefficients to adjust the triggering of the activation functions to...
    Post by: gon, Jan 8, 2018 in forum: Strategy Building

  3. Do Neural Networks overfit less than Decision Trees?

    Iof assigning a window of price-related features, the paper shows how to create a set of planes like if they were a mesh. This way they model is...
    Post by: gon, Jan 8, 2018 in forum: Strategy Building

  4. Do Neural Networks overfit less than Decision Trees?

    And what about this? https://arxiv.org/ftp/arxiv/papers/1111/1111.5892.pdf
    Post by: gon, Jan 8, 2018 in forum: Strategy Building

  5. Is 75% of successful forecasts on close price enough for profitable trading?

    Totally agree.
    Post by: gon, Jan 8, 2018 in forum: Strategy Building

  6. Do Neural Networks overfit less than Decision Trees?

    Why only Knn?
    Post by: gon, Jan 8, 2018 in forum: Strategy Building

  7. Is 75% of successful forecasts on close price enough for profitable trading?

    I use this: http://scikit-learn.org/stable/modules/svm.html
    Post by: gon, Jan 8, 2018 in forum: Strategy Building

  8. Is 75% of successful forecasts on close price enough for profitable trading?

    Indeed, when I was trying the model what I got was a better intuitive knowledge of price action.
    Post by: gon, Jan 7, 2018 in forum: Strategy Building

  9. Do Neural Networks overfit less than Decision Trees?

    Interesting point. Just for curiosity, do you know about any specific NN topology especially good for finance? I am curious about it. In the...
    Post by: gon, Jan 7, 2018 in forum: Strategy Building

  10. Do Neural Networks overfit less than Decision Trees?

    Introducing redundant parameters will reduce the performance of your system. For instance, if you introduce and index and one stock very...
    Post by: gon, Jan 7, 2018 in forum: Strategy Building

  11. Do Neural Networks overfit less than Decision Trees?

    T When you read "policies", "values" or "rewards", "agents" and so on, you are speaking most likely about reinforcement learning. If it uses...
    Post by: gon, Jan 7, 2018 in forum: Strategy Building

  12. Do Neural Networks overfit less than Decision Trees?

    I don't use matlab nor know how it works. I have used R and Python mainly for machine learning. I don't know, but why NNs, are you using...
    Post by: gon, Jan 7, 2018 in forum: Strategy Building

  13. Is 75% of successful forecasts on close price enough for profitable trading?

    Hi. Indeed, the starting point of all this was thinking in price like an object with a certain mass subject to a series of dynamics. So I started...
    Post by: gon, Jan 7, 2018 in forum: Strategy Building

  14. Do Neural Networks overfit less than Decision Trees?

    You can use for instance dropout layers within your neural network to avoid overfitting. However, if you have sufficient data, you should be able...
    Post by: gon, Jan 7, 2018 in forum: Strategy Building

  15. Is 75% of successful forecasts on close price enough for profitable trading?

    Hi Ironchef. I won't talk about myself, because an argument based on who is someone is a fallacy. So I won't respond to the personal part of the...
    Post by: gon, Jan 7, 2018 in forum: Strategy Building