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PySINDy – A package for the sparse identification of nonlinear dynamical systems (github.com)
5 points by sebzuddas 4 days ago
2 comments
sebzuddas 4 days ago
The real way to build 'world models'.
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tgrowazay 4 days ago
Is it applicable to stock trading?
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cherryteastain 4 days 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.
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sebzuddas 4 days ago
I don't see why not - there are papers which use system identification for modelling stocks.
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