Open in app

Sign In

Write

Sign In

Andy Twigg
Andy Twigg

134 Followers

Home

About

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

Learning to trade with RL
Learning to trade with RL
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

Featurestream.io - Random forests++
Featurestream.io - Random forests++
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

Uncertainty in deep neural networks
Uncertainty in deep neural networks
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

Andy Twigg

Andy Twigg

134 Followers

http://atwigg.com

Following
  • Sean J. Taylor

    Sean J. Taylor

  • Lightspeed

    Lightspeed

  • Numenta

    Numenta

  • Arthur Juliani

    Arthur Juliani

  • Dev Khare

    Dev Khare

See all (169)

Help

Status

Writers

Blog

Careers

Privacy

Terms

About

Text to speech

Teams