Machine learning in trading: theory, models, practice and algo-trading - page 339

 
elibrarius:

Why is a sigmoid used to calculate a neuron?

Not necessarily at all. The activation functions can range from a step to a sloping straight line. There are at least a dozen of them in any package, and they are also adjustable for specific needs.
 
elibrarius:

Why is a sigmoid used to calculate a neuron? Isn't it better to have a linear distribution (from zero to the number of inputs)? After all, "the function has a smooth form on the interval [-5,5]".

It's good if you have only 5 inputs, but what if you have a hundred? Then practically all of the inputs will be outside of that area. The article https://www.mql5.com/ru/articles/497 applies an addition factor to account for 10 inputs. So for each network, you would have to recalculate this factor.

I wonder, didn't you find more recent articles on neural networks on this site?

I have the impression that I got to a forum ten years ago. Surprised

 
Vladimir Perervenko:

I wonder, have you found any more recent articles on neural networks on this site?

I have the impression that I got to a forum ten years ago. Surprised

I liked https://www.mql5.com/ru/articles/2279 using ALGLIB, but firstly it is not adjusted to the trading Expert Advisor and needs more work,
Secondly, as he says.

Maxim Dmitrievsky:
I'm not going to use MLP for market forecasting, see above videos, I need RNN, i.e. network with memory

If I have missed such a network, with an example of implementation in MT5, please tell me). So far, I'm going from simple, I'll try to understand your last article (on the penultimate one, I see comments that, due to changes in the R language, something does not work anymore)

Also I would like to have an implementation without external program, but purely in MT5, and to be able to distribute calculations across cores and network with cloud - for speed. Or can external network programs do this?
Нейросеть: Самооптимизирующийся советник
Нейросеть: Самооптимизирующийся советник
  • 2016.10.03
  • Jose Miguel Soriano
  • www.mql5.com
Возможно ли создать советник, который согласно командам кода автоматически оптимизировал бы критерии открытия и закрытия позиций с определенной периодичностью? Что произойдет, если реализовать в советнике нейросеть (многослойный персептрон), которая, будучи модулем, анализировала бы историю и оценивала стратегию? Можно дать коду команду на ежемесячную (еженедельную, ежедневную или ежечасную) оптимизацию нейросети с последующим продолжением работы. Таким образом возможно создать самооптимизирующийся советник.
 
nowi:


here is the link

what is interesting I have never seen free libraries with similar implementation of genetic programming...all only networks networks networks....

Genetic programming package https://cran.r-project.org/web/packages/rgp/index.html

Good luck

CRAN - Package rgp
  • cran.r-project.org
Oliver Flasch
 
elibrarius:

I liked https://www.mql5.com/ru/articles/2279 using ALGLIB, but firstly it is not finalized as a trading Expert Advisor and needs further work,
And secondly, as elibrarius says

If I missed such a network, with an example of implementation in MT5 - advise)

I would also like to have an implementation without external program, but purely in MT5, and to be able to distribute calculations across cores of the computer and into a network with the cloud - for speed. Or external network programs can do it?

Take a look at This, This, This, and maybe This.

Not everything will be clear, but some basic neural network concepts will hopefully come through.

Good luck

 
Vladimir Perervenko:

Take a look at This, This, This, and maybe This.

Not everything will be clear, but some basic neural network concepts will hopefully come through.

Good luck

Thank you, I will be working on it.
 
Vladimir Perervenko:

Take a look at This, This, This, and maybe This.

Not everything will be clear, but some basic neural network concepts will hopefully come through.

Good luck


I'm studying R as well :) Do you know where I can find LSTM, maybe some other links on the subject?
 
Maxim Dmitrievsky:

I also have started studying R :) Could you please advise where to find LSTM, any other links on this topic?

R has a nice mxnet package. But more advanced models should be looked at in Pythone.

Good luck

 
Vladimir Perervenko:

R has a nice mxnet package. But more advanced models should be looked at in Pythone.

Good luck


Thanks, should there be some in tensorflow?
 
Maxim Dmitrievsky:

Thank you, should tensorflow have it?

I don't think you can start with TensorFlow. This is a low-level package. There is a sea of packages in Python that implement different kinds of LSTM. But that's the hard way.

If you program in Python start with keras, R has a package called kerasr (API).

For TensorFlow(Python) there is also an API in R - tensorflow. Try it out.

Good luck

Reason: