6 ms·
PySINDy – A package for the sparse identification of nonlinear dynamical systems
- sebzuddas 2mo agoThe real way to build 'world models'.
- tgrowazay 2mo agoIs it applicable to stock trading?
- cherryteastain 2mo agoMaybe 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 2mo agoI don't see why not - there are papers which use system identification for modelling stocks.