Publications by Intelligent Trading
Arc Diagram and spatiotemporal data mining visualization
I won’t spend too much time discussing this fascinating topic other than to say it relates very much to prior discussions about pattern discovery via visual data mining (see lexical dispersion plots for example). I happened across an interesting visualization method called the Arc Diagram, developed by Martin Wattenberg. Working f...
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Spatiotemporal Data Mining: 2
There are many visual methods used to identify patterns in space and time. I’ve discussed some in prior threads and will show a few others briefly here. One of the most difficult questions I often hear from others regarding markov type approaches, is how to identify states to be processed.It is a similar problem that one encounter...
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Free auditing of Stanford AI and Machine Learning Courses w/Peter Norvig
Just wanted to notify viewers of a few great courses that are being offered free for auditing and/or participation by well known industry experts, including co-author of the classic text on AI, ‘Artificial Intelligence: A Modern Approach,’ Peter Norvig and Prof. Andrew Ng.http://www.ai-class.com/see also,http://www.sfgate.com/cgi-...
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Free Online Stanford Machine Learning Course: Andrew Ng. Post Mortem.
Happy New Year to all the viewers of this blog and just a short reminder that the course will be available again this January.http://www.ml-class.org/course/auth/welcomeHaving audited the course, I would highly recommend it to anyone who is interested in a very hands on learning session covering many of the topics I’ve posted about ...
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MINE: Maximal Information-based NonParametric Exploration
There was a lot of buzz in the blogosphere as well as the science community about a new family of algorithms that are able to find non-linear relationships over extremely large fields of data. What makes it particularly useful is that the measure(s) it uses are based upon mutual information rather than standard pearson’s correlation type measur...
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Expanding Visualization of published system edges (R)
I happened to be looking over a revised text of a systems author I happen to follow. I will be a bit vague about specifics, as the system itself is based on well know ideas, but I’ll leave the reader to research related systems. The basic message illustrated in this post, is that I often make an effort to look at different viewpoi...
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The Facebook Doomsday Watch
I’ve been following the myriad circus of Facebook commentators and bystanders pointing to its horrific failed IPO launch and seemingly inevitable crash to zero. While my focus here isn’t really so much on fundamentals or basic TA; I do want to comment on some subjective thoughts on the matter as well as illustrate one catchy graph...
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The Kaggle Bug
If you have any interest in data mining and machine learning, you might have already caught the Kaggle bug.I myself fairly recently got caught up in following the various contests and forums after reading a copy of “Practical Time Series Forecasting,” — 2nd edition, byGalit Shmueli. What makes the contests great are that they al...
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Book Review: R for Business Analytics, A Ohri
I’ve added a recently released book to my list of recommendations (at the amazon carousel to the right), as I’ve reviewed a copy provided to me via Springer Publishers. The book is R for Business Analytics, authored by A Ohri. Mr. Ohri provides us with a brief background of his own journey as a business analytics consultant, and sh...
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IBS reversion edge with QuantShare
Happy New Years to readers; my resolution this year is to continue delivering thoughts and ideas to others in the hopes that we all might be able to benefit somewhat from sharing observations. I’ll start by describing an edge using QuantShare as the back-testing engine. ...
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