In this article we will continue exploring deep neural networks (DNN) which I started in the previous articles (1, 2, 3).DNN are widely used and intensely developed in many areas. The most common examples of everyday use of neural networks are speech and image recognition and automatic translation from one language into another. DNN are also used in trading. Given the fast development of algorithmic trading, in-depth studying of DNN seems to be useful. ...
Whether we like it or not, statistics plays a significant role in trading. Starting with the fundamental news full of figures and ending with trade reports or test reports, we cannot do away without statistical indicators. At the same time, the thesis on applicability of statistics in making trade decisions remains one of the most controversial topics. Is the market random, are the quotes stationary, is the probabilistic approach to their analysis applicable? ...
Table of Contents IntroductionCOrderCStopCStopsCOrderStopCOrderStopsChart Representation of StopsOrder Stop CheckingExamplesConclusionPrograms Used in the ArticleClass Files Featured in the Article more...
Deep neural network with Stacked RBM. Self-training, self-control In preparation of data for conducting experiments, we will use variables from theprevious articleabout evaluating and selecting predictors. We will form the initial sample, clean it and select the important variables.We will consider ways of dividing the initial sample into training, testing and validation samples. Using the "darch" package we will build a model ...
In geometry, an angle is the figure formed by two rays (the sides of the angle), sharing a common endpoint (the vertex of the angle). more...