Just a place to write
This is the third version of a code I have started to write while learning the concepts of Machine Learning. Changes with respect the previous versions Shift(-1) have been removed for the SPX price, I consider is an error to add it. I have added data related to DIX, GEX (since 2011) and VIX (since … Read more
This post is an exercise to learn how to predict using different data on a machine learning model. Background Market breadth data and indicators are very popular in the investment world. I find them useful, and as I know them, I will use them as basis to experiment machine learning models. Data Analysis I have … Read more
This is the first version of an analysis I wanted to perform with the main purpose of learning. By this reason I have limited the number of input data and operations to the minimum. To do something different I will be looking for correlations between the two main dark pool indexes: DIX and GEX Indexes. … Read more
There are different techniques or models to solve these type of problems. We can divide the type of models using this diagram: Traditional Time Series forecasting techniques Recursive: we can make predictions for tomorrow, the day after… to do the prediction of day #4 we will predict first #1, then #2, then #3 and then … Read more
The reason I like this type of solutions I studied electronic engineering and at the end of the degree I did a project to obtain the grade related to maintenance in an industry factory. I implemented a solution based on Lotus Notes where you could schedule the preventive maintenance activities, track the incidents, the inventory, … Read more
Let’s start with Wikipedia: In deep learning, a convolutional neural network (CNN, or ConvNet) is a class of deep neural network, most commonly applied to analyze visual imagery. The name “convolutional neural network” indicates that the network employs a mathematical operation called convolution. The convolutional networks are a specialized type of neural networks that use convolution … Read more
This post covers different readings and learnings I’m working to gain knowledge on Machine Learning. At this moment, to me, there are 4 pillars of knowledge that I should gain when talking about Machine Learning. These are: Models & math’s knowledge. Software Programing: python (it’s the one I will use). How the machine learning initiatives … Read more
I’m taking notes while I learn about data visualization on Kaggle.
I’m going through the course “Intro to Machine Learning“, and I would like to keep some notes about it. My first machine learning code Model validation In almost all applications, the relevant measure of model quality is predictive accuracy. In other words, will the model’s predictions be close to what actually happens. Mean Absolute Error (MAE) … Read more
Machine Learning projects come with a lot of complexity in terms of organization and this type of projects are not just to be a challenge for the consumption of infrastructure services, but it’s going to be a challenge to the ability of the organization to deliver in a reasonable speed. Let’s start with some basis … Read more