Machine Learning presentation given at Progressive FSharp in London.

1. Machine Learning
Social
@tsunamiide
tsunami.io
Earthquake Enterprises

2. 
Creator of Tsunami
 (F# IDE)

Big Data / Machine Learning
Applied Researcher
Business Intelligence
Process Engineering

Contact



Skype (moloneymb)
 Email (moloneymb@gmail.com)
 Twitter (moloneymb)
Social
@tsunamiide
tsunami.io
Earthquake Enterprises

3. 
Deep Belief Nets
 Geoffrey Hinton

Layered Neural
Networks
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@tsunamiide
tsunami.io
Earthquake Enterprises

4. 
Built out of Restricted
Boltzmann Machines
 GPGPU

Train one layer at a
time

Unsupervised Data
 More data better results
Social
@tsunamiide
tsunami.io
Earthquake Enterprises

5. 

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
Kaggle winners
Facebook
Google
Microsoft
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@tsunamiide
tsunami.io
Earthquake Enterprises

6. Social
@tsunamiide
tsunami.io
Earthquake Enterprises

7. 
Error Measurement
 Lots of different ways
of measuring error
 Just needs to go down
 Generally tapers off

Lack of taper means
 Poor features
 Poor hyper parameters
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@tsunamiide
tsunami.io
Earthquake Enterprises

8. Reconstructed Digits
Middle Layer
Input Data
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@tsunamiide
tsunami.io
Earthquake Enterprises

9. Social
@tsunamiide
tsunami.io
Earthquake Enterprises

10. 
Practice Feature
Engineering
 Lots of noise

USD trade history
 Hard to find signal
 Incredibly small

Time Series
Forecasting
improvements yield
large returns

Social
@tsunamiide
tsunami.io
Dataset is quite large
Earthquake Enterprises

11. 
Goal
 Predict price
movement one hour
ahead

Start with Ƀ1

Option to buy or sell
once per hour
Social
@tsunamiide
tsunami.io
Earthquake Enterprises

12. 
Technical Trading Rules
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Social
ATR – Average True Range (volatility indicator)
SMI – Stochastic Momentum Index (momentum)
ADX – Welles Wilder’s Directional Movement Index
Aroon indicator – that tries to identify starting trends
Bollinger Bands – volatility over a period of time
Chaikin Volatility
CLV - Close Location Value
EVM - Arms’ Ease of Movement Value
MACD oscillator
MFI - Money Flow Index
Parabolic Stop-and-Reverse
@tsunamiide
tsunami.io
Earthquake Enterprises