01
Oct
2007
Posted by Tom as Forex, Neural Nets, Templates
I’m attaching a typical Gaussian Regression YALE template that I use quite a bit when modeling time series data. This template loads in YALE 3.4 and is compatible in Rapidminer 4.0.
There are some things to note when using this template:
That’s it and have fun modeling with this experiement, it works really well for Forex!
Gaussian Regression Template.zip
3 Responses
Sarah
October 15th, 2007 at 2:21 pm
1Hi Tom,
Have you ever analyzed financial time series data? I mean digging into microstructure data or processing tick data.
What are the things one looks for?
What are the biggest challenges of such data set?
Do you have some plots or figures you can share with me?
Thanks for your answers in advance.
As always, your blog is a pleasure to read.
~Sarah
Shane B
December 26th, 2007 at 6:49 pm
2Would you please tell me what type of data you have in your spreadsheet for this experiment (i.e. what are the columns,etc.)? If you have it handy, please upload it.
Tom
December 27th, 2007 at 8:06 am
3Shane: The data is closing prices of various securities, bonds, and yields. Unfortunately the spreadsheet isn’t handy.
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