Michael
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Professional Interests: Computational investing
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Feeds
Question
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 ...
9 years ago | 0 answers | 0
0
answersQuestion
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...
9 years ago | 0 answers | 0
0
answersQuestion
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...
9 years ago | 1 answer | 0
1
answerQuestion
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...
9 years ago | 0 answers | 0
0
answersQuestion
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...
9 years ago | 1 answer | 0
1
answerNeural 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...
9 years ago | 0
| accepted
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...
9 years ago | 3 answers | 0
3
answersHow to run evolutionary or other optimization with discrete set of inputs
Alan, Thanks so much. That looks perfect! Best, Mike
9 years ago | 0
| accepted
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...
9 years ago | 2 answers | 0
2
answersQuestion
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...
9 years ago | 2 answers | 0
2
answersQuestion
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...
9 years ago | 1 answer | 0
1
answerQuestion
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...
9 years ago | 2 answers | 0
2
answersQuestion
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 ...
10 years ago | 2 answers | 0
2
answersQuestion
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...
10 years ago | 2 answers | 0
2
answersQuestion
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...
10 years ago | 1 answer | 0
1
answerQuestion
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...
10 years ago | 1 answer | 0
1
answerHow 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...
10 years ago | 1