PySINDy – A package for the sparse identification of nonlinear dynamical systems
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Re: PySINDy – A package for the sparse identification of nonlinear dynamical systems
#2The real way to build 'world models'.
Re: PySINDy – A package for the sparse identification of nonlinear dynamical systems
#3Is it applicable to stock trading?
Re: PySINDy – A package for the sparse identification of nonlinear dynamical systems
#4Is it applicable to stock trading?
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.
Re: PySINDy – A package for the sparse identification of nonlinear dynamical systems
#5Is it applicable to stock trading?
I don't see why not - there are papers which use system identification for modelling stocks.