PySINDy – A package for the sparse identification of nonlinear dynamical systems (github.com) 5 points by sebzuddas 1mo ago ↗ HN
[–] tgrowazay 1mo ago ↗ Is it applicable to stock trading? [–] cherryteastain 1mo ago ↗ Maybe if you apply it at a microstructural scale (think seconds) with order book and trade print data from many sources/symbols. Certainly not if you blindly apply it to the time series of the price. [–] sebzuddas 1mo ago ↗ I don't see why not - there are papers which use system identification for modelling stocks.
[–] cherryteastain 1mo ago ↗ Maybe if you apply it at a microstructural scale (think seconds) with order book and trade print data from many sources/symbols. Certainly not if you blindly apply it to the time series of the price.
[–] sebzuddas 1mo ago ↗ I don't see why not - there are papers which use system identification for modelling stocks.
4 comments
[ 3.7 ms ] story [ 13.5 ms ] thread