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…Gene Expression Programming" [Huang et al. Proceedings of the 2013 International Conference on …
Applied Mathematics and Computational Methods in Engineering] sparkled a …
series of ideas that can be implemented quite easily in GeneXproTools in …
order to assist in the creation of better trading rules: Create built-in …
math functions and linking functions of 2 arguments with 3 discrete outputs (-1, …
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…The pseudocode for the BUY-SELL-WAIT function as defined in the "Trading Strategy Mining …
signal(t)←WAIT (0) END IF It's a function of 2 arguments with 3 discrete outputs {-1, …
0, +1}. And here's the C++ code for the BSW function: if (arg[0] > 0.0 && …
-1.0; else return 0.0; I tried this function in GeneXproTools with the Iris dataset and it …
worked great, both as a linking function linking 2 expression trees and as part of the …
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…The creation of GEPSODY has been a dream of mine almost …
blogging about them months or years after the fact is not just the same as when I was feeling all …
the enthusiasm and excitement of each new idea, big and small. So the GEPSODY idea …
continued to live only in my journal. Then Gepsoft …
came along and I also started to keep a …
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…I promised you more 3-output classifier functions like the BUY-SELL-WAIT function of the …
previous post. Well, designing 3-output classifier functions that worked well was not very …
hard and I ended up choosing two more to add to the built-in math …
functions of GeneXproTools. The criteria for their choice included principles such …
as simplicity, symmetry, whether or not I could find a neutral gene for them and, last but …
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…One could easily go overboard in the design of all …
these new classifier and mapper functions, as the combinations of all the different parameters one …
can change are virtually endless. So it's a good idea …
to have a fast and simple way of measuring and comparing their performance so that we can keep …
when we put them to work together with other functions. So, in some kind of meta-analysis, I'm …
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…about failures. And I'm telling you about them because without them I would never have had the flash …
of inspiration that was needed to come up with good 4-6 discrete output classifier …
functions. I first started my exploration with functions of 2 arguments with 4-6 discrete outputs. …
The reason for this was that I also wanted functions that worked well as linking functions in …
GeneXproTools, which as you know is for now limited to functions of 2 …
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…Just to recap, we are still trying to design 3-6 output …
classifier functions that work well both at the root level of a …
single tree and, if possible, as linking functions of 2 arguments, so that they can be used to …
create sophisticated trading rules as outlined in the post "New …
Project: Multi-class Classification & Trading Strategies". The argmin and …
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…Sometimes the inspiration comes from the least expected places. I had been …
working on the Logic Synthesis documentation, updating the tutorials with new images …
and content. For a couple of weeks I lived and breathed Boolean logic. …
And in those situations I always end up discovering new interesting things (even if they are …
new only to me). I was still under the influence of logic when I started working on this new …
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…Let's start our exploration of the new mapper functions with the 4-output mapper functions of 2, 3, …
and 4 arguments. In GeneXproTools these functions are represented by Map4A, Map4B, and Map4C, …
at the end represents the number of arguments (A corresponds to 2, B to 3, and C to 4). The Map4B …
and Map4C functions were the very first that I designed and …
tested (remember, I was trying to create functions with 3-4 discrete outputs that matched the …
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…The series of 5-output mapper functions explores the same principles of the 4-output …
mappers, with the difference that we are now defining 5 intervals instead of …
4. And what's interesting is how well these functions scale up (97% hits for Map5A, 98% for Map5B, …
99% for Map5C against 96% for the argmax), behaving very …
similarly to their counterparts of 4 outputs. Even with just 2 …
