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Michael


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Active since 2014

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 ...

6 years ago | 0 answers | 0

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answers

Question


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...

6 years ago | 0 answers | 0

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answers

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...

7 years ago | 1 answer | 0

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answer

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...

7 years ago | 0 answers | 0

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answers

Question


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...

7 years ago | 1 answer | 0

1

answer

Answered
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...

7 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...

7 years ago | 3 answers | 0

3

answers

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

7 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...

7 years ago | 2 answers | 0

2

answers

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...

7 years ago | 2 answers | 0

2

answers

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...

7 years ago | 1 answer | 0

1

answer

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...

7 years ago | 2 answers | 0

2

answers

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 ...

7 years ago | 2 answers | 0

2

answers

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

7 years ago | 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...

7 years ago | 2 answers | 0

2

answers

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...

7 years ago | 1 answer | 0

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answer

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...

7 years ago | 1 answer | 0

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answer

Answered
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...

7 years ago | 1