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### From magical thinking through Classical Statistics

By JohnLast 2485 days agowww-stat.stanford.edu - If you look a this article you can find interesting similarities between the technical analysis and the magical thinking.### On Trading of Equities: A Robust Control Paradigm

By JohnLast 2553 days ago Comments (3)www.engr.wisc.edu - Abstract: The objective of this paper is describe a new paradigm for the trading of equities. In our formulation, the control corresponds to a feedback law which modulates the amount invested I(t) in stock over time. The controller also...### Particle Swarm Optimization

By JohnLast 2579 days ago Comments (13)msdn.microsoft.com - This is very interesting article describing the Particle Swarm Optimization. There is code available in C#. I think that if we can understand how klot (check this link for the EA) made his custom genetic optimization algorythm and bypassing the...### Introduction To Stationary And Non-Stationary Processes

By JohnLast 2583 days agowww.investopedia.com - Introduction To Stationary And Non-Stationary Processes Check this article. It is interesting, according to this article we need to use two types of indicators that transform non stationary data into stationary data. "Using non-stationary time...### Chaos and complex representations for neuroevolution

By JohnLast 2584 days agowww.fxhackers.com - In this article on my blog I summarized my views on the proper way to obtain a robust solution through neroevolution.Basically I question the whole architecture of the neuron when you are going to use genetic optimization...### Neural Networks: From Theory to Practice for mql5

By JohnLast 2584 days ago Comments (4)www.mql5.com - In this excellent article you can see an implementation of neural netwotk code for Metatrader 5. In the article all the basic concepts for neural networks are explained in a use friendly manner. At the end a code is given for neural net...### An extensive set of scaling laws and the FX coastline

By JohnLast 2599 days ago Comments (4)www.olsen.ch - by J.B. Glattfelder, A. Dupuis and R.B. Olsen Abstract We have discovered 17 new empirical scaling laws in foreign exchange data-series that hold for close to three orders of magnitude and across 13 currency...### Eureka: genetic programming software

By JohnLast 2600 days ago Comments (5)creativemachines.cornell.edu - Eureqa (pronounced "eureka") is a software tool for detecting equations and hidden mathematical relationships in your data. Its goal is to identify the simplest mathematical formulas which could describe the underlying mechanisms that produced...### PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection

By JohnLast 2624 days agowww.cais.ntu.edu.sg - PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection by Bin Li, Peilin Zhao, Steven C. H. Hoi, Vivekanand Gopalkrishnan On this link you can download the Matlab Source code. Otherwise the article is here. The Bin...### Monte Carlo Permutation Evaluation of Trading Systems

By JohnLast 2627 days ago Comments (1)www.evidencebasedta.com - This document is copyright 2006 Timothy Masters. Reproduction in any form isforbidden unless written permission is obtained from the author. The algorithms andcomputer code presented in this document are provided without warranty of any sort.Errors...