Discussing the article: "Neural Networks in Trading: Time Series Forecasting Using Adaptive Modal Decomposition (Final Part)"
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Are the 13 trades for a single currency pair? If 10 pairs are included in the analysis, how many trades will there be?
An article entitled ‘Neural Networks in Trading: Time Series Forecasting Using Adaptive Modal Decomposition (Conclusion)’ has been published:
Author: Dmitriy Gizlyk
Check out the new article: Neural Networks in Trading: Time Series Forecasting Using Adaptive Modal Decomposition (Final Part).
The testing results are presented below.
Overall, the model generated a positive return during the testing period by executing 13 trades. Slightly more than half of these positions were closed profitably. However, it should be noted that 13 trades over a three-month evaluation period represents relatively low trading activity.
One possible explanation is the nature of the probabilistic attention mechanism itself.
Author: Dmitriy Gizlyk