bgimpert
bgimpert on Hacker News
Posted by
bgimpert on Tuesday May 17, 2011 @11:19AM
from the blog.someben.com dept.
WarGames, Sneakers, The Matrix, Tron, Disclosure.
Posted by
bgimpert on Wednesday February 17, 2010 @12:55PM
from the onlineinvestingai.com dept.
Imperial and Cambridge, in that order.
Back-testing a support vector machine -based text classification system that models daily stock news, looking for mispriced volatility. A big stealth project, with just the Ruby option pricer here:
http://tinyurl.com/chmk7p
Need much more realism than Black-Scholes for the model training!