| ▲ | PySINDy – A package for the sparse identification of nonlinear dynamical systems(github.com) |
| 4 points by sebzuddas 21 hours ago | 4 comments |
| |
|
| ▲ | sebzuddas 21 hours ago | parent | next [-] |
| The real way to build 'world models'. |
|
| ▲ | tgrowazay 20 hours ago | parent | prev [-] |
| Is it applicable to stock trading? |
| |
| ▲ | cherryteastain 18 hours ago | parent | next [-] | | 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 16 hours ago | parent | prev [-] | | I don't see why not - there are papers which use system identification for modelling stocks. |
|
