Can a Machine Learning Model Predict the SP500 by Looking at Candlesticks?

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Candlestick chart patterns are one of the most widely known techniques that claim to "predict" the market direction inside technical analysis circles.

The development of this technique goes back to 18th century Japan, and it's attributed to a Japanese rice trader.

It consists of finding patterns based on charts made …


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Can Gradient Boosting Learn Simple Arithmetic?

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During a technical meeting a few weeks ago, we had a discussion about feature interactions, and how far we have to go with them so that we can capture possible relationships with our targets.

Should we create (and select) arithmetic interactions between our features?

A few years ago I remember …


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How To Use Neural Networks to Forecast Multiple Steps of a Time Series

English

Time series are wonderful. I love them. They are everywhere. And we even get to brag about being able to predict the future!

As a follow-up to the article on predicting multiple time-series, I receive lots of messages asking about prediction for more than a single step.

A step can …


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How To Predict Multiple Time Series At Once With Scikit-Learn (With a Sales Forecasting Example)

English

You got a lot of time series data points and want to predict the next step (or steps). What should you do now? Train a model for each series? Is there a way to fit a model for all the series together? Which is better?

I have seen many data …


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