Tuesday, 5 July 2011

Another Update- I'm currently polishing up the matlab functions that I'm adding to the Jboost open-source project. I plan to finish around Friday this week and upload to the Jboost site http://jboost.sourceforge.net/

Saturday, 2 July 2011

I apologise to anybody who is eager to see dome progress on this project.

I'm very busy at the moment trying to get a couple of conference papers ready before their respective deadlines.

Fingers crossed I'l be free to spend some time on this next week- I was thinking perhaps to start on a very simple forex system. Making a database of indicators used in the basic LUXOR system and seeing if the ADT will pick out sensible parameters and thresholds would be interesting and a lot simpler than a bigger market-neutral portfolio.

Best Regards,

Sunday, 26 June 2011

An example of things to come...

This is an image of the alternating decision tree made by calling Jboost directly from matlab. Please check back soon to follow my progress on making an ADT for algorithmic trading 

Saturday, 25 June 2011


Hello and welcome to my new blog, named Intelli-lab (Intelligent-Matlab).

I intend to use this blog to publish some of my work on artificial intelligence using Matlab. In the past I've worked on numerous projects using Matlab and programming intelligent algorithms for visual and acoustic detection and tracking, as well as automated financial trading. I have a masters degree in Aerospace Engineering from the University of Manchester, specialising in avionics and artificial intelligence for target recognition and threat detection for UAVs. I currently work full-time at Lotus Engineering in the UK, where I am researching optimal energy management strategies for hybrid-electric vehicles.

My first project will be the use of Alternating Decision Trees (ADTs) for automatic derivation of algorithmic trading rules for financial applications.