|
PureBytes Links
Trading Reference Links
|
Hi Lionel
Go to http://www.kdnuggets.com/
KD stands for Knowledge Discovery
This is the home page:
KDNuggetsT Directory:
Data Mining and
Knowledge Discovery Resources
Look down the list for
1. Reference materials, including Data Mining and Knowledge Discovery
journal,
2. Tools (Siftware) for data mining and knowledge discovery (commercial and
public domain)
the Journal of Computational Intelligence in Finance at
http://ourworld.compuserve.com/homepages/ftpub/jcif.htm
Publishes articles in the following areas
Automation of Investment Decision Processes
Bond and Stock Valuation and Trading
Co-integration Methods
Complexity and Dimensionality Reduction
Computerized Investing and Trading ("computational finance")
Correlation and Volatility
Financial Engineering
Financial Time-Series Analysis
Fixed-Income and Bond Ratings
Hedging and Arbitrage Strategies
Long-term Investment Systems
Model Identification, Selection and Specification
Modeling and Forecasting
Model Testing and Validation Methods
Mutual Fund Management and Trading
Nonlinear Time Series and Cross-sectional Analysis
Option Pricing
Portfolio Management and Asset Allocation
Risk Management
Technical and Fundamental Analysis
Trading Indicators
Trading Strategies and Systems
Using the following Technologies
Bayesian Modeling and Analysis
Chaos and fractals
Classification Networks
Data Mining and Knowledge Discovery
Expert Systems
Fuzzy Logic
Genetic Algorithms
Graphical Modeling
Knowledge Engineering and Discovery
Machine Learning
Network Hybrids and Combining Methods
Neural Networks
Nonlinear Dynamics and Statistics
Probabilistic Modeling
Rough Sets
Statistical Learning Theory
Wavelets
As you can see Rough Sets is only one possible technology to learn about.
As to "trading books", Murray Ruggiero's book has a whole section on Rough
Sets etc. Kaufman's books are good starting points in learning about time
series data analysis rather than technical analysis.
Best regards
Walter
----- Original Message -----
From: Lionel and Gail Issen <lissen@xxxxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Friday, April 23, 1999 10:29 AM
Subject: Re: bar patterns
> Walter:
>
> Can you suggest some reading material on "rough set analysis"
>
> Thanks
>
> Lionel
> -----Original Message-----
> From: Walter Lake <wlake@xxxxxxxxx>
> To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
> Date: Friday, April 23, 1999 6:34 AM
> Subject: bar patterns
>
>
> >Hi Marie
> >
> >You asked what I was going to do with the bar patterns?
> >
> >Enclosed is the start of an workbook using standard relational notation
> for
> >data mining bar patterns. The bar patterns and code that I posted are the
> >conventional usage. Both forms need to be researched.
> >
> >What I'm looking for, is what Rough Set Analysis is about: Applying
> >data Analysis with a view to get some probabilistic statements. This is
in
> >contrast to common Technical Analysis where you start with some indicator
> >(also qualifying market conditions) and then optimize parameters or add
> more
> >indicators. Personally I think, data mining to be more appropriate,
though
> >by
> >no means easier, just the opposite.
> >
> >Best regards
> >
> >Walter
> >
> >
> >
>
|