Sunday, February 22, 2015

Cleaner code and some interesting links

Here's some new code I wrote. I think this is the last code I'll write for trying to predict forex trends using neural networks. It's useless for predicting forex trends, but it has some cool examples of simple recurrent neural networks in C.

https://www.dropbox.com/s/b5cxga1sthtqzds/predict.tar.gz?dl=0

By the way, the time series I used for the experiments in the tarball was taken from

http://www.ecb.europa.eu/stats/eurofxref/eurofxref-hist.xml

And here are some links with ideas related to what I mentioned in my last post about considering markets as complex systems composed of simpler, smaller parts. I've to say I do consider the examples in the links to be gross oversimplifications. But so do the authors, apparently.

http://www.altreva.com/
http://jasss.soc.surrey.ac.uk/6/3/3.html
http://pages.stern.nyu.edu/~adamodar/New_Home_Page/invfables/investorirrationality.htm

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