View RSS Feed

FXstreet

  1. MQL5 Wizard Techniques you should know (Part 37): Gaussian Process Regression with Linear and Matern Kernels

    by , 10-12-2024 at 09:01 AM
    We continue these series on the different ways key component classes of wizard assembled Expert Advisors can be implemented by considering 2 Gaussian Process Kernels. The linear-kernel and Matérn Kernel. The former is so simple you cannot find its Wikipedia-page, however the latter has a reference page over here.

    There are several additional advantages and uses to GPs like noise handling & reduction as well as adaptation to regime change and many others. As traders, though,
    ...
    Categories
    Uncategorized