Machine learning in trading: theory, models, practice and algo-trading - page 1624
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Hmm, "0.5-0.7 seconds of calculation" is too much for MLP, maybe you teach and then calculate, on small datasets with a sliding window?
Let's go better in order:
1 What is the raw data (ticker(s), timeframe)
2 What is the size of the training dataset (1k,10k,100k...)
3 What kind of features
4 What are the targets
5 What kind of grid
It's enough to start with...
2. 200-300к
3. this is know-how - I do not share
4. binary classification - up/down
5.
1. candlesticks + indicators
2. 200-300к
3. this know-how - I do not share
4. binary classification - up / down
5.
How many features?
It is not the type of mesh, but the way of assembling in keras, it is the structure of the mesh, for example MLP (in keras only Dence layers) or some kind of mix, better the code of the mesh here
How many features?
sequental - not the type of mesh, but the way of assembly in keras, the structure of the mesh is tender, for example MLP(in keras only Dence layers) or a mix of some kind, better the code of the mesh here
Keras has all the layers that are in tensorflow/.
How many features?
It is not the type of mesh, but the way of assembling in keras, the structure of the mesh, for example MLP (in keras only Dence layers) or some kind of mix, better the code of the mesh here
keras has all the layers that tensorflow/ has.
I know.
I said that MLP is only dense layers in keras
Evgeny Dyuka:
code
Okay. So MLP.
arr_size-res must be large?
Okay. So MLP.
arr_size-res must be big?
arr_size is the number of chips on the input, the code is written crookedly, copied it as is, it was written for myself
Well I asked you how many features, and you ignored
I propose an experiment, take the Eurobucks series, divide it 70\30%, train the first piece, generate MO-indicator on the second and post it here along with the test series
Well I asked you how many features, and you ignored
I propose an experiment, take the Eurobucks series, divide it 70\30%, train the first piece, generate MO-indicator on the second and post it here along with the test series
Yu.I. Zhuravlev. Mathematical methods of forecasting