hhiusa
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data snooping and machine learning are unrelated. I do not know what kind of system you are referring to but it is a rather specific concept nit just used in funance. Some have said that it does not work, which leads me to believe they have implemented it incorrectly.
You do not buy pre-made programs as that would be fault #1. It is a complicated system that requires fine tuning based upon the situation.
The numbers of dimensions is extremely important in the training set. Too many dimensions will lead to noisy data and whipsaws. Too few dimensions will leads to unresponsiveness.
Machine learning like naive bayes classification relies upon an initial condition or initial conditions and a training set. In order for it to learn, you must teach it learn. An "objective function" must be created.
There are two main classes, namely, unsupervised learning and supervised learning. It is important to know which one you need to use.
You do not buy pre-made programs as that would be fault #1. It is a complicated system that requires fine tuning based upon the situation.
The numbers of dimensions is extremely important in the training set. Too many dimensions will lead to noisy data and whipsaws. Too few dimensions will leads to unresponsiveness.
Machine learning like naive bayes classification relies upon an initial condition or initial conditions and a training set. In order for it to learn, you must teach it learn. An "objective function" must be created.
There are two main classes, namely, unsupervised learning and supervised learning. It is important to know which one you need to use.