Progressive F Sharp
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Machine Learning presentation given at Progressive FSharp in London.
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Progressive F Sharp
- 2. Creator of Tsunami (F# IDE) Big Data / Machine Learning Applied Researcher Business Intelligence Process Engineering Contact Skype (moloneymb) Email (moloneymb@gmail.com) Twitter (moloneymb) Social @tsunamiide tsunami.io Earthquake Enterprises
- 3. Deep Belief Nets Geoffrey Hinton Layered Neural Networks Social @tsunamiide tsunami.io Earthquake Enterprises
- 4. Built out of Restricted Boltzmann Machines GPGPU Train one layer at a time Unsupervised Data More data better results Social @tsunamiide tsunami.io Earthquake Enterprises
- 7. Error Measurement Lots of different ways of measuring error Just needs to go down Generally tapers off Lack of taper means Poor features Poor hyper parameters Social @tsunamiide tsunami.io Earthquake Enterprises
- 8. Reconstructed Digits Middle Layer Input Data Social @tsunamiide tsunami.io Earthquake Enterprises
- 10. Practice Feature Engineering Lots of noise USD trade history Hard to find signal Incredibly small Time Series Forecasting improvements yield large returns Social @tsunamiide tsunami.io Dataset is quite large Earthquake Enterprises
- 11. Goal Predict price movement one hour ahead Start with Ƀ1 Option to buy or sell once per hour Social @tsunamiide tsunami.io Earthquake Enterprises
- 12. Technical Trading Rules ▪ ▪ ▪ ▪ ▪ ▪ ▪ ▪ ▪ ▪ ▪ Social ATR – Average True Range (volatility indicator) SMI – Stochastic Momentum Index (momentum) ADX – Welles Wilder’s Directional Movement Index Aroon indicator – that tries to identify starting trends Bollinger Bands – volatility over a period of time Chaikin Volatility CLV - Close Location Value EVM - Arms’ Ease of Movement Value MACD oscillator MFI - Money Flow Index Parabolic Stop-and-Reverse @tsunamiide tsunami.io Earthquake Enterprises