In this article, we will consider the multi-population ESG algorithm that I created specifically for this article. We will look at the basic principles of such algorithms. In addition, we will consider the results of comparative studies that will allow us to evaluate the effectiveness of these algorithms in comparison with mono-population optimization methods. more...
In 1942, Ralph Hartley proposed an analogue of the Fourier transform in his article "A More Symmetrical Fourier Analysis Applied to Transmission Problems". Just like Fourier transform (FT), Hartley transform (HT) turns the original signal into a sum of trigonometric functions. But there is one significant difference between them. FT converts real values to complex numbers, while HT provides only real results. Because of this difference, the Hartley transform did not become popular - scientists ...
In the previous articles, we started developing a multi-currency EA that works simultaneously with various trading strategies. The solution provided in the second article is already significantly different from the one presented in the first one. This indicates that we are still in search of the best options. Let's try to look at the developed system as a whole, abstracting from the small details of the implementation, in order to understand ways to improve it. To do this, let ...
In the previous article, we have thoroughly examined training via meta learner and cross-validation, as well as saving models in the ONNX format. I have also noted that machine learning models are not capable of finding patterns out of the box in disparate and contradictory data. In this case, it is very important what exactly is sent to the input and output of a neural network or any other machine learning algorithm. ... This article describes an attempt to understand ...
The proposed method is based on the Encoder-Decoder architecture. It was developed to solve problems of safe control of robotic systems. It allows the generation of sequences of trajectories for multiple agents consistent with the scene. AutoBots can predict the trajectory of one ego-agent or the distribution of future trajectories for all agents in the scene. In our case, we will try to apply the proposed model to generate sequences of price movements of currency pairs consistent with market dynamics. ...
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