Machine Learning Algorithmic Study of the Naira Exchange Rate

Algorithmic Aspects of Machine Learning

Algorithmic Trading of Futures via Machine Learning

A lgorithmic trading of securities has become a staple of modern approaches to financial investment. In this project, I attempt to obtain an effective strategy for trading a collection of 27 financial futures based solely on their past trading data. All of the strategies that I consider are based on predictions of the future price and volatility of the various securities under consideration, an...

Algorithmic Aspects of Machine Learning, Textbook

Machine-Learning Applications of Algorithmic Randomness

Most machine learning algorithms share the following drawback: they only output bare predictions but not the conndence in those predictions. In the 1960s algorithmic information theory supplied universal measures of conndence but these are, unfortunately, non-computable. In this paper we combine the ideas of algorithmic information theory with the theory of Support Vector machines to obtain pra...

Algorithmic Aspects of Machine Learning, Textbook

Here we will introduce the basics of tensors. A matrix is an order two tensor – it is indexed by a pair of numbers. In general a tensor is indexed over k-tuples, and k is called the order of a tensor. We can think of a tensor T as a point in Rn1×n2×...×nk . We will mostly be interested in order three tensors throughout this chapter. If T is an order three tensor of size m × n × p we can regard ...