Neural Networks
This category contains all articles relating to Neural Networks and their applications in Trading, Quantitative Finance, and Economics
Dimensionality Reduction Techniques
October 27, 2014 | StuartReid | 14 CommentsWarning: preg_replace(): The /e modifier is no longer supported, use preg_replace_callback instead in /home/customer/www/turingfinance.com/public_html/wp-content/plugins/latex/latex.php on line 47
The curse of dimensionality is the phenomena whereby an increase in the dimensionality of a data set results in exponentially more data being required to produce a representative sample of that data set. To combat the curse of dimensionality, numerous linear and non-linear dimensionality reduction ... Read More
Computational Finance at IEEE WCCI 2014
July 27, 2014 | StuartReid | 3 CommentsI recently had the awesome opportunity to present my honours research at this years IEEE World Congress for Computational Intelligence conference (IEEE-WCCI) in Beijing. My trip was sponsored by the University of Pretoria's Computational Intelligence Research Group (CIRG) so ... Read More
Regression analysis using Python
June 7, 2014 | StuartReid | 18 CommentsThis tutorial covers regression analysis using the Python StatsModels package with Quandl integration. For motivational purposes, here is what we are working towards: a regression analysis program which receives multiple data-set names from Quandl.com, automatically downloads the data, analyses it, and plots the results ... Read More
10 misconceptions about Neural Networks
May 8, 2014 | StuartReid | 58 CommentsNeural networks are one of the most popular and powerful classes of machine learning algorithms. In quantitative finance neural networks are often used for time-series forecasting, constructing proprietary indicators, algorithmic trading, securities classification and credit risk modelling. They ... Read More
Computational Decision Making Methods
February 13, 2014 | StuartReid | 2 CommentsArtificial intelligence is broadly defined as the ability of an agent or a model to make either optimal or satisficing decisions. Decision-making in this context is a process which culminates in the selection of a particular course of ... Read More
BRICs Economic Forecasting using Neural Networks
September 18, 2013 | StuartReid | 6 CommentsThis weekend I finished an interesting research assignment in which I used five computational techniques to train artificial neural networks to forecast the 2011 GDP growth rates for Brazil, Russia, India, China, and South Africa (BRICS nations). The ... Read More