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# Category Archives: Nonlinear Classification

## Developing High Performing Trading Strategies with Genetic Programming

One of the frustrating aspects of research and development of trading systems is that there is never enough time to investigate all of the interesting trading ideas one would like to explore. In the early 1970’s, when a moving average … Continue reading

Posted in Algorithmic Trading, High Frequency Trading, Machine Learning, Market Efficiency, Nonlinear Classification
Tagged Automated Trading, Coffee Futures, Crude Oil, Daytrading, E-mini, Energy, Futures, Genetic Algorithms, Genetric Programming, Heating Oil, Machine leaning, Model Robustness, Natural Gas, Ten Year Futures, US Bond Futures
Comments Off on Developing High Performing Trading Strategies with Genetic Programming

## Can Machine Learning Techniques Be Used To Predict Market Direction? The 1,000,000 Model Test.

During the 1990’s the advent of Neural Networks unleashed a torrent of research on their applications in financial markets, accompanied by some rather extravagant claims about their predicative abilities. Sadly, much of the research proved to be sub-standard and the … Continue reading

Posted in Direction Prediction, Forecasting, Logit Regression, Machine Learning, Matlab, Modeling, Nearest Neighbor, Neural Networks, Nonlinear Classification, Nonlinear Dynamics, Random Forrests, S&P500 Index, Support Vector Machines
Tagged Direction Prediction, Forecasting, Machine Learning, Nearest Neighbor, Neural Networks, Nonlinear Classification, Random Forrests, Support Vector Machines
Comments Off on Can Machine Learning Techniques Be Used To Predict Market Direction? The 1,000,000 Model Test.