NFA-Entropy NN (de forexinvestment)
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Discussion NFA-Entropy NN
Membre depuis Apr 28, 2012
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Membre depuis Apr 13, 2010
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Oct 02, 2012 at 04:20
Membre depuis Apr 13, 2010
posts 1
Hi,
Sorry, it is not. Entropy is a well known concept in time series analysis, do some Google on 'econophysics trading', it was mainly used in Physics but used more now in algo trading. I use an entropy indicator I developped in Matlab together with some neural nets. On multiple time frames I predict if next bar will be higher or lower.
Sorry, it is not. Entropy is a well known concept in time series analysis, do some Google on 'econophysics trading', it was mainly used in Physics but used more now in algo trading. I use an entropy indicator I developped in Matlab together with some neural nets. On multiple time frames I predict if next bar will be higher or lower.
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