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 […]

toward automated fashion recommendation using OpenIE

Open information extraction (OpenIE) enables the extraction of relationships from text data. This differs from previous relationship extraction methods in that one need not provide a relationship schema in advance [1]. This same reference provides an infographic of the process that we’ll simply quote directly [1]: We tested this method on style advice for “rectangular-bodied” […]

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 […]

demonstrating a simple expert system with cascading effects (Clojure version)

We originally implemented this demonstration in CLIPS (see this post) but decided Clojure would provide a better platform due to advantages discussed below. “An expert system is a program capable of pairing up a set of facts with a set of rules to those facts, and execute some actions based on the matching rules. [1]” […]

why we still need cyberpunk

William Gibson penned Neuromancer over thirty years ago, and the 1990’s ended viciously on 9/11. With the exception of cyberfeminism, I wrote off “cyberpunk” as an ethic once we as a society stopped saying “cyber” and replaced the word with “online”. Yesterday I traced partial assets of an individual I distrusted—and needed the straight dope […]

encoding fashion rules into mathematical data structures (part one)

As we build our fashion recommendation engine, we seek rules to populate it with. With few exceptions (e.g. [1]), we find these rules encoded in prose or infographic form, rather than a semantic web form suitable for computation. For example, [2] provides written advice on dressing fabulously for a “rectangular” women’s body type. The writers […]

demonstrating a simple expert system with cascading effects (CLIPS version)

We demonstrate a more modern implementation of this system in Clojure here. “An expert system is a program capable of pairing up a set of facts with a set of rules to those facts, and execute some actions based on the matching rules. [1]” At 180 centimeters, Emily Williams stands tall. She carries a “rectangular” […]

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 […]

“cool” as information flow

“Coolness” is a measure of creative information’s degree of flow through a social network. Individuals merely channel and contribute to this flow as it progresses through such networks, they do not contain or retain coolness within themselves. However some individuals prove more receptive to the incoming information and more effective at transmitting it forward than […]