Discussion of article "Kernel Density Estimation of the Unknown Probability Density Function"

 

New article Kernel Density Estimation of the Unknown Probability Density Function is published:

The article deals with the creation of a program allowing to estimate the kernel density of the unknown probability density function. Kernel Density Estimation method has been chosen for executing the task. The article contains source codes of the method software implementation, examples of its use and illustrations.

Fig. 1. Density estimation for various h range values

Author: Victor

 

 

So what is a practical part from trading point of view of this article ??

Krzysztof

 

This is a very usefull and good article, thanks, however I don't think that the code works properly even the first and simplest example.

I wonder if the author or somebody could recheck the code or someone would recommend any kind of 1D kernel density estimation code on C or MQL?