NFA-Entropy NN (由 forexinvestment)
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NFA-Entropy NN討論
會員從Apr 28, 2012開始
231帖子
會員從Apr 13, 2010開始
1帖子
Oct 02, 2012 at 04:20
會員從Apr 13, 2010開始
1帖子
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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