- AI, Machine Learning, Deep Learning:
https://ithelp.ithome.com.tw/articles/10201674
- ANN
- SVM
https://medium.com/jameslearningnote/%E8%B3%87%E6%96%99%E5%88%86%E6%9E%90-%E6%A9%9F%E5%99%A8%E5%AD%B8%E7%BF%92-%E7%AC%AC3-4%E8%AC%9B-%E6%94%AF%E6%8F%B4%E5%90%91%E9%87%8F%E6%A9%9F-support-vector-machine-%E4%BB%8B%E7%B4%B9-9c6c6925856b - random forest
https://medium.com/jameslearningnote/%E8%B3%87%E6%96%99%E5%88%86%E6%9E%90-%E6%A9%9F%E5%99%A8%E5%AD%B8%E7%BF%92-%E7%AC%AC3-5%E8%AC%9B-%E6%B1%BA%E7%AD%96%E6%A8%B9-decision-tree-%E4%BB%A5%E5%8F%8A%E9%9A%A8%E6%A9%9F%E6%A3%AE%E6%9E%97-random-forest-%E4%BB%8B%E7%B4%B9-7079b0ddfbda - naive-Bayes algorithms
https://en.wikipedia.org/wiki/Naive_Bayes_classifier
- Prove the Technical Indicators is more value than the continuous-valued data for the ML input.
https://www.sciencedirect.com/science/article/abs/pii/S0957417414004473
If can't install ta-lib check this here
- SMA:
Simple Moving Average - EMA:
Exponential Moving Average - WMA:
Weighted Moving Average - ADXR:
Average Directional Movement Index Rating - MOM:
Momentum - STCK:
Stochastic K% - STCD:
Stochastic D% - MACD:
Moving Average Convergence and Divergence - RSI:
Relative Strength Index - WR:
Larry William's R% - ADO:
Accumulation Distribution Oscillator - CCI:
Commodity Channel Index
- Classification strategy
- Accuracy
- Precision
- Recall
- F1 Measure
- Regression strategy
- Linear Regression model
- Mean squared error
- R-squared
- Adjusted R-squaredp-value
http://mrjbq7.github.io/ta-lib/doc_index.html
https://scikit-learn.org/stable/modules/generated/sklearn.metrics.r2_score.html
https://scikit-learn.org/0.18/modules/generated/sklearn.metrics.classification_report.html
https://heartbeat.fritz.ai/5-regression-loss-functions-all-machine-learners-should-know-4fb140e9d4b0
https://www.geeksforgeeks.org/ml-implementing-l1-and-l2-regularization-using-sklearn/