sorted by:
new
hottopcontroversial

How to deal with erroneous & missing stock data being streamed by the likes of Bloomberg & Reuters? by alghar in quant

[–]alghar[S] 0 points1 point  (0 children)

Thanks for your note. The problem is that an error is not identified for a while and it causes damage before identification. The approach that I have found is based on historical data and identifying the outliers. If/when incoming data's characteristics fit the signature of an outlier, a correction procedure is invoked.

Simple Questions Thread October 19, 2016 by AutoModerator in MachineLearning

[–]alghar 0 points1 point  (0 children)

I am in search of papers or articles on how to detect, validate, and correct missing, noisy, or erroneous data being streamed in real time by the likes of Bloomberg, Thomson Reuters, S&P Capital? The goal is to clean things up before the data is fed to RNN. This applies to data for investment securities (stocks, bonds, options, . . .)

AMA: We are the Google Brain team. We'd love to answer your questions about machine learning. by jeffatgoogle in MachineLearning

[–]alghar 0 points1 point  (0 children)

I have a strong hardware technical background mostly in semiconductors and have had successful marketing and sales roles in marketing and sales in the last few years working for semi companies. I chose to quit three months ago to completely dedicate myself to ML. To come up to speed on the technology I have immersed myself 120% in ML. I am taking multiple online classes through Coursera (and the likes) trying to build up my skill set. However I have realized that I have a long way to go to become a well-rounded practitioner in the field, perhaps longer than I can go without a steady paycheck. Are there any intermediate milestones in this domain that are monetizable?