Results for "correlation"
Blogs
...ables on each grid. The scores are normalized to ensure a fair comparison between different grids and vary between 0 (uncorrelated) and 1 (high correlations). MIC is defined as the hig...3137 days ago
Fast Marginalized Block Sparse Bayesian Learning Algorithm
...of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block...3329 days ago
- This is the calculation of the partial correlation , from the AR[] (correlation)
3339 days ago
Spearman and Pearson correlation - New result
You remember the old result (w/o perceptron): Hp_oscillator RSI WPR ROC DeMarker PFE FX Sniper Ergodic CCI Trigger NOW, this is => Laguerre_HP DPO Hp_oscillator WPR PFE (3,true,4) ROC EntropyMath3291 days ago
Best correlation from indicators to the price
...X_Snipper_Ergodic_Trigger. WPR is more stable for 37 than 51 as period, same for Entropy... So , I made another display with a value for correlation period as 6 for tests3824 days ago
Reverse optimization and Walk Forward Testing
In this short blog post I want to revisit some concepts and to show you some new paths of investigation, I hope so. It is known to us at the expense of a lot of s...3861 days ago
- just a thought, is correlation enough or we should look for conintegration?
4115 days ago
Inquiry on correlation between EUR/USD and TBond.
Hi! Does anyone know about correlation coefficient between EUR/USD and TBond? Any comments would be appreciated.4115 days ago
Actual correlation between S&P 500 and Eur/Usd
...; Actually there is a strong correlation between the Eur/Usd and the S&P 500. This correlation is one of the most important...t is a weak one. Recently the correlations has been very strong, astoni...cise that is not easy because correlations are not stables. ...4115 days ago
- ....10.05Number of Bars 170 Average Error 0.472Correlation (r) -0.038R-squared -0.0334Me....10.05Number of Bars 170 Average Error 0.455Correlation (r) 0.187R-squared 0.0242Mean....10.05Number of Bars 170 Average Error 0.499Correlation (r) 0.138R-squared -0.136Mean...
4143 days ago