Entries by chladik-admin

Identifying Trends in Commodity Markets: Neural Networks vs Decision Trees

Magically Trending Markets Among human traders, there is something mystical about a trending market.  Fundamental forces, often unidentifiable, conspire to move a market week after week in one direction.  It appears completely non-random.  The Düsseldorf housing market has risen 7% per year for 7 years.  TREND!  Books tell you, “The trend is your friend,” so don’t […]

The Travelling Salesman Asset Model

In this quant article, I explain how to simplify a nonlinear power plant dispatch problem into a standard Traveling Salesman Problem that anyone can work.  Level: Intermediate.  Time: 15 min. Starting up A thermal power station — a gas or a coal burner — is more than a giant cash machine.  It is a giant […]