Andy Twigg – Medium

Mar 1, 2018

Learning to trade with RL

We show how one can learn an end-to-end strategy for cryptocurrency trading using deep reinforcement learning. Algorithmic trading strategies traditionally have two components: price prediction and the trading policy. The price prediction component takes historical price data p_0, p_1, ... as input and returns predictions y for prices, possibly for…

Machine Learning

6 min read

Machine Learning

6 min read

Oct 10, 2017

Featurestream.io - Random forests++

Alongside deep learning, Random forests are one of the workhorses of modern-day data science. …

Machine Learning

6 min read

Machine Learning

6 min read

Oct 4, 2017

Uncertainty in deep neural networks

Two major criticisms of deep learning, and strong supervised techniques in general (eg random forests) are the following: The predictions are not explainable; They cannot provide uncertainty estimates They can in fact provide both. In this post I wanted to look at the second item — providing uncertainty estimates. Typically…

Machine Learning

6 min read

Machine Learning

6 min read

Oct 4, 2017

Building a deep learning machine

I recently decided to stop using AWS and build my own machine for deep learning work (edit: I actually did this several months ago but only just got round to writing this up. There are more guides available now, but when I built it I ended up sending various parts…

Tech

4 min read

Tech

4 min read