# Bayesian regression - anyone Wrote adviser on this algorithm?

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The strategy is able to nearly double the investment in less than 60 day period when run against real data trace.

I. Bayesian Regression The problem. We consider the question of regression: we are given n training labeled data points (xi,yi) for 1 ≤ i ≤ n with xi ∈ Rd,yi ∈ R for some ﬁxed d ≥ 1. The goal is to use this training data to predict the unknown label y ∈R for given x ∈Rd. The classical approach. A standard approach from non-parametric statistics (cf. see [3] for example) is to assume model of the following type: the labeled data is generated in accordance with relation y = f(x)+ where  is an independent random variable representing noise, usually assumed to be Gaussian with mean 0 and (normalized) variance 1. The regression methodboilsdowntoestimating f from n observation (x1,y1),...,(xn,yn)andusingitforfutureprediction. For example, if f(x) = xTθ∗, i.e. f is assumed to be linear function, then the classical least-squares estimate is used for estimating θ∗ or f: ˆ θLS ∈argmin θ∈Rd n X i=1 (yi −xT i θ)2 (1) [...] Bayesian regression and Bitcoin.pdf
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lilita bogachkova:

The strategy is able to nearly double the investment in less than 60 day period when run against real data trace.

I. Bayesian Regression The problem. We consider the question of regression: we are given n training labeled data points (xi,yi) for 1 ≤ i ≤ n with xi ∈ Rd,yi ∈ R for some ﬁxed d ≥ 1. The goal is to use this training data to predict the unknown label y ∈R for given x ∈Rd. The classical approach. A standard approach from non-parametric statistics (cf. see [3] for example) is to assume model of the following type: the labeled data is generated in accordance with relation y = f(x)+ where  is an independent random variable representing noise, usually assumed to be Gaussian with mean 0 and (normalized) variance 1. The regression methodboilsdowntoestimating f from n observation (x1,y1),...,(xn,yn)andusingitforfutureprediction. For example, if f(x) = xTθ∗, i.e. f is assumed to be linear function, then the classical least-squares estimate is used for estimating θ∗ or f: ˆ θLS ∈argmin θ∈Rd n X i=1 (yi −xT i θ)2 (1) [...] Bayesian regression and Bitcoin.pdf

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