FOREX correlation and causality

Consider the seven major currency pairs, sampled hourly over the last six months. We calculate the pairwise Pearson correlation coefficients to determine the degree with which each pair “moves” together: Values near one or negative one indicate high correlation, values with lower absolute value less so. Positive values indicate movement in the same direction; negative […]

fans control the music: using AI to measure fan enthusiasm at EDC

We invented technology to enhance the fan/performer connection. Vote for Team Ambience at EDC! DJs and more traditional musicians require realtime audience feedback during performances. However, often we cannot see our audience—their movement, their facial expressions, etc.—during shows due to stage lighting. Therefore we cannot gauge their enthusiasm, and therefore cannot alter our performance to respond. […]

women’s style recommendation with artificial intelligence (part #2)

In “women’s style recommendation with artificial intelligence (part #1)”, I introduced my work toward developing artificial intelligence (AI) for fashion and style recommendation. Essentially, its an expert system built on a Bayesian belief network. Now I discuss model validation and next steps in the design iteration process. I first wanted to see if the trained […]

women’s style recommendation with artificial intelligence (part #1)

Introduction We know several basic style “rules” (ha!) based on body shape: Skirts: “Apple” Body Shape: IF body shape is apple AND skirt has front zipper THEN don’t wear IF body shape is apple AND skirt has side zipper THEN wear IF body shape is apple AND skirt has no zipper THEN wear “Rectangular” Body […]

machine learning in FOREX (part one: establishing a performance baseline)

Introduction We’ve been applying machine learning to FOREX price prediction. The performance of our models varies widely, so to establish a baseline we created a simple linear regression model with which we can compare performance of more sophisticated models against. What We Are Trying To Do Given a time-series of 26 four-hour price samples, we […]

autocorrelation in FOREX

To inform the construction of a machine learning-based price prediction algorithm, we want to understand how many lags prove statistically significant with regard to autocorrelation in the seven major FOREX pairs. So we first choose 10,000 random time points between January 1, 2000 and January 1, 2017 for each of the seven pairs. Then we […]

summary of our FOREX experiments and next steps

We started by building a support vector machine model based on features used in harmonic trading, with the idea that ideal “harmonic” ratios can be learned rather than explicitly specified. This worked on testing sets but not when we started trading with it. We abandoned the model before we realized that we need to manage […]

artificial intelligence in fashion (part one: brainstorming)

Brainstorming as usual: Fashion dictums involve many IF-THEN-ELSE rules. One can convert this into a decision engine (inference engine). User specifies their body shape, and a recommendation engine selects suitable clothing for them, taking into account the user’s tastes. Upload an image of a dress you want to buy, and specify the dress’s given size. […]

rapidly identifying potential CRISPR/Cas9 off-target sites (part one)

Before we can score segments in the genome having a small number of mismatches to a CRISPR for their off-target risk, we must first find these segments. Searching for every possible mismatch permutation proves computationally expensive, so we apply the following heuristic: We only search for mismatches in the top positions relevant to CRISPR efficiency. […]

applying market basket analysis to the stock market

I’ve started learning market basket analysis and decided to test drive my knowledge against the stock market: I own a (proprietary) database of predicted stock causality relationships. An export to tabular form looks something like this: I won’t tell you what the “causality” is, as that is the proprietary part, and the example data shown […]