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- klubow replied Oct 12, 2015
To avoid overfitting NN you need to - use as little neurons as possible - use as many samples as possible - use early stopping when RMSE/MSE is not that low - use validation set and stop learning when error (for validation set) is lowest Not exactly ...
- klubow replied Oct 11, 2015
I tested following combinations: Number of samples: 20 .. 240 (step 20) Inputs: past 5 daily bars as - continues values (Close-Open)/Open scaled - binary: -1 for bearish +1 for bullish - binary: -1 for bearish +1 for bullish with some threshold for ...
- klubow replied Oct 7, 2015
correction: 112 is total number of combinations for only 5 parameters
- klubow replied Oct 7, 2015
It took some time to read the whole thread but it was time well spent. Over past few years I worked with NN, SVM, fuzzy logic, ensembles etc. I am very glad that I found people that do more or less the same type of algo trading as me. There are few ...
- Posts by Member Search: 'klubow'