Mathematical machine learning of complex tick patterns

Geoffrey Dommett

I will talk about some of the mathematical issues that are encountered getting machines to recognize complex patterns in financial tick data without any prior knowledge of what to look for. I will show that although they may be too complex for a human, many highly exploitable patterns can be found.

Location

London Mathematical Laboratory, 14 Buckingham Street, London, WC2N 6DF

Date & Time

Friday 11th April 2014 at 14.00hrs

Registration

LML Seminars are free to attend and no registration is required.