A simple, empirical method to detect overfitting in a Machine Learning model
January 21, 2019
Architecture for Price Forecasting Models based on Machine Learning
How do markets compute?
April 6, 2017
WHERE IS THE SHIP?
I'm busy working on my blog posts. Watch this space!
Do financial markets have computing capabilities? And, if so, what, and how, do they compute?
Those questions are obviously interesting. If markets behave like a computer, then we should be able to emulate their functioning to predict future asset prices.
To find an answer, we can just try to build angorithms that "fit" the market.
In our research, we use a Turing machine as a programming language and a Genetic Algorithm to evolve it.
January 2019 (2)
April 2017 (4)