momentum | Momentum Trading Framework

 by   aminekarmouche R Version: Current License: No License

kandi X-RAY | momentum Summary

kandi X-RAY | momentum Summary

momentum is a R library. momentum has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.

Momentum Investment Framework in R for my masters thesis. Updates will be pushed after the thesis defense!. Enhanced momentum strategy ranking framework using the following second order characteristics.
Support
    Quality
      Security
        License
          Reuse

            kandi-support Support

              momentum has a low active ecosystem.
              It has 1 star(s) with 0 fork(s). There are 1 watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              momentum has no issues reported. There are no pull requests.
              It has a neutral sentiment in the developer community.
              The latest version of momentum is current.

            kandi-Quality Quality

              momentum has 0 bugs and 0 code smells.

            kandi-Security Security

              momentum has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              momentum code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              momentum does not have a standard license declared.
              Check the repository for any license declaration and review the terms closely.
              OutlinedDot
              Without a license, all rights are reserved, and you cannot use the library in your applications.

            kandi-Reuse Reuse

              momentum releases are not available. You will need to build from source code and install.
              Installation instructions are not available. Examples and code snippets are available.

            Top functions reviewed by kandi - BETA

            kandi's functional review helps you automatically verify the functionalities of the libraries and avoid rework.
            Currently covering the most popular Java, JavaScript and Python libraries. See a Sample of momentum
            Get all kandi verified functions for this library.

            momentum Key Features

            No Key Features are available at this moment for momentum.

            momentum Examples and Code Snippets

            No Code Snippets are available at this moment for momentum.

            Community Discussions

            QUESTION

            Pytorch : Expected all tensors on same device
            Asked 2022-Feb-27 at 07:14

            I have my model and inputs moved on the same device but I still get the runtime error :

            ...

            ANSWER

            Answered 2022-Feb-27 at 07:14

            TL;DR use nn.ModuleList instead of a pythonic one to store the hidden layers in Net.

            All your hidden layers are stored in a simple pythonic list self.hidden in Net. When you move your model to GPU, using .to(device), pytorch has no way to tell that all the elements of this pythonic list should also be moved to the same device. however, if you make self.hidden = nn.ModuleLis(), pytorch now knows to treat all elements of this special list as nn.Modules and recursively move them to the same device as Net.

            See these answers 1, 2, 3 for more details.

            Source https://stackoverflow.com/questions/71278607

            QUESTION

            Pytorch error: RuntimeError: 1D target tensor expected, multi-target not supported
            Asked 2022-Feb-16 at 15:35

            I am currently working on an neuronal network that can classify cats and dog and everything thats not cat nor dog. And my programm has this: error i can't solve:

            " File "/home/johann/Schreibtisch/NN_v0.01/classification.py", line 146, in train(epoch) File "/home/johann/Schreibtisch/NN_v0.01/classification.py", line 109, in train loss = criterion(out, target) File "/home/johann/.local/lib/python3.8/site-packages/torch/nn/modules/module.py", line 889, in _call_impl result = self.forward(*input, **kwargs) File "/home/johann/.local/lib/python3.8/site-packages/torch/nn/modules/loss.py", line 1047, in forward return F.cross_entropy(input, target, weight=self.weight, File "/home/johann/.local/lib/python3.8/site-packages/torch/nn/functional.py", line 2693, in cross_entropy return nll_loss(log_softmax(input, 1), target, weight, None, ignore_index, None, reduction) File "/home/johann/.local/lib/python3.8/site-packages/torch/nn/functional.py", line 2388, in nll_loss ret = torch._C._nn.nll_loss(input, target, weight, _Reduction.get_enum(reduction), ignore_index) RuntimeError: 1D target tensor expected, multi-target not supported"

            The code:

            ...

            ANSWER

            Answered 2022-Feb-16 at 15:35

            The reason behind this error is that your targets list are list of lists like that:

            Source https://stackoverflow.com/questions/71142953

            QUESTION

            pygame surface object not subscribable
            Asked 2022-Jan-02 at 06:33

            heres my code

            ...

            ANSWER

            Answered 2022-Jan-02 at 06:33

            You're trying to access screen[1], but screen is of type pygame.Surface. To get the height of screen, use screen.get_height() instead:

            if player_location[1] > screen.get_height() - player_image.get_height():

            Source https://stackoverflow.com/questions/70554014

            QUESTION

            Create iframes showing the end of each one as if I had dragged the scrollbar to the end
            Asked 2021-Dec-05 at 16:39

            In short: what I only need is this graphic map and the team symbol, without the other data appearing on the screen, wasting space and without the scrollbar on the right side that covers the end of the graphic.

            ...

            ANSWER

            Answered 2021-Nov-19 at 13:58

            You can use the scroll(x, y) function: scroll(0, 10000)

            Source https://stackoverflow.com/questions/70035953

            QUESTION

            How to resolve this physical collision with impulses?
            Asked 2021-Nov-29 at 18:23

            I've started to write a physics engine but became stuck on some physics of resolving collisions. Let's say I have this situation:

            I.e. body B is going towards body A at the speed of 1 space units/time unit. Both A and B have the same mass of 1 unit. Let's consider a completely elastic collision.

            I've read in a book (Game Physics Engine Development) that an impulse-based approach can be used to resolve the collision (i.e. find out the linear and angular velocities of both bodies after the collision). As I understand it, it should work like this:

            1. When the bodies collide, I get the point of the collision and the collision normal.
            2. At the point of the collision I consider only two points colliding in the direction of the normal (the points at which the bodies are touching, i.e. I ignore the shapes of both bodies) and I compute the new velocities of these two colliding points (this is easy to do, there is a simple formula found e.g. on Wikipedia).
            3. I find an impulse such that when applied to both bodies at this point it achieves the computed velocities for these two points.

            Now the problem arises when I consider that from a physical point of view both momentum and kinetic energy need to be conserved. With these constraints in mind there is seemingly no solution, because:

            When B collides with A, B should come to complete stop and transfer all its momentum and kinetic energy to A, according to elastic collision formula. In order for linear momentum to stay conserved, A then has to start linearly moving left at the same speed as B was before the collision (as they have the same mass). So now A has the same kinetic energy as B had, which however means that A cannot come into rotation because that would add additional kinetic energy to it (as rotating adds kinetic energy as well as linear motion), breaking the conservation of kinetic energy. Nevertheless, the physically correct solution IS for A to both move linearly to the left AND rotate as B colliding at this location exerts torque (and I've also checked real life object behave this way). Note that we cannot take away some energy of A's linear motion and add it to the rotation as that breaks the conservation of linear momentum.

            The only "real" solution is that B doesn't come to complete stop and keeps some momentum while A will be both moving left and rotating. But this doesn't seem to be doable with the impulse-based approach that only takes into account the two colliding points, the elastic collision formula simply say the point at B should come to stop and as B cannot receive any torque (the collision happens in its middle), the only way to fulfill this is for B to stop moving.

            So is there something I missed? Is the impulse-based approach just not physically correct? I appreciate any insight and suggestions on how to correctly resolve the collision. Thanks!

            ...

            ANSWER

            Answered 2021-Nov-29 at 18:23

            The formulas that you're looking at are for the collision of two point masses. Point masses can't have angular momentum, and so the formulas have no room for that term.

            You have to go back to first principles.

            Suppose that an edge collides with another body at a point (think corner hitting an edge). Then a specific impulse is imparted at that point, in a direction normal to the edge. (Any other direction would have required friction, which would make this a non-elastic collision.) The opposite impulse is imparted to the other body, along the same vector. Imparting opposite impulses to both bodies is sufficient to guarantee both conservation of momentum and angular momentum. But conservation of energy is going to take some work.

            Next, what happens when we impart that momentum? As this physics answer says, we impart momentum as if the impulse happened to the center of mass. We impart angular momentum equal to the cross product of the impulse and the moment arm (the vector describing how much the impulse misses the center of mass). This will cause the body to start rotating at a rate of the impulse divided by the moment of inertia.

            You get kinetic energy from the motion of the center of mass, but also kinetic energy from its rotation.

            So in your 2-D collision you now have the following facts:

            1. The mass of each body.
            2. The velocities of each body.
            3. The moment of inertia of each velocity.
            4. The angular velocity of each body.
            5. The moment arm of the line of force for each body.

            You can now calculate the kinetic energy of the whole system, as a function of the magnitude of the specific impulse. Unlike the point mass, ALL of these factors play into it, making the equation complicated. However, like the point mass, you'll get a quadratic equation with 2 solutions. One solution is 0 impulse imparted (representing the system before the collision), and the other is your answer afterwards. Complete with changes to the momentum and angular momentum of both systems.

            Source https://stackoverflow.com/questions/70157416

            QUESTION

            Constructing parameter groups in pytorch
            Asked 2021-Nov-13 at 16:15

            In the torch.optim documentation, it is stated that model parameters can be grouped and optimized with different optimization hyperparameters. It says that

            For example, this is very useful when one wants to specify per-layer learning rates:

            ...

            ANSWER

            Answered 2021-Oct-29 at 21:10

            You can use torch.nn.Sequential to define base and classifier. Your class definition can then be:

            Source https://stackoverflow.com/questions/69774137

            QUESTION

            Different type of position fixed but same result
            Asked 2021-Oct-22 at 09:34

            I have code that it normally behaves but I want to implement momentum scroll. For the momentum scroll to work, I need to get the position fixed at the body tag. That is not a problem. The problem occurs in different elements with absolute positioning and flex grids.

            Do you know a way that I can bypass the fixed positioning?

            I am using the butter.js library for implementing momentum scroll but I tested with this codepen and it gives the same result

            ...

            ANSWER

            Answered 2021-Oct-22 at 09:34

            Try changing the width of the 'main' element. They are usually coded to fit only elements not the screen

            Source https://stackoverflow.com/questions/69649654

            QUESTION

            MongoDB collection to pandas Dataframe
            Asked 2021-Oct-13 at 05:00

            My MongoDB document structure is as follows and some of the factors are NaN.

            ...

            ANSWER

            Answered 2021-Oct-13 at 05:00
            Update

            I broke out the ol Python to give this a crack - the following code works flawlessly!

            Source https://stackoverflow.com/questions/69549147

            QUESTION

            what is the meaning of 'per-layer learning rate' in Fast R-CNN paper?
            Asked 2021-Oct-01 at 17:46

            I'm reading a paper about Fast-RCNN model.

            In the paper section 2.3 part of 'SGD hyper-parameters', it said that All layers use a per-layer learning rate of 1 for weights and 2 for biases and a global learning rate of 0.001


            Is 'per-layer learning rate' same as 'layer-specific learning rate' that give different learning rate by layers? If so, I can't understand how they('per-layer learning rate' and 'global learning rate') can be apply at the same time?


            I found the example of 'layer-specific learning rate' in pytorch.

            ...

            ANSWER

            Answered 2021-Oct-01 at 17:46

            The per-layer terminology in that paper is slightly ambiguous. They aren't referring to the layer-specific learning rates.

            All layers use a per-layer learning rate of 1 for weights and 2 for biases and a global learning rate of 0.001.

            The concerned statement is w.r.t. Caffe framework in which Fast R-CNN was originally written (github link).

            They meant that they're setting the learning rate multiplier of weights and biases to be 1 and 2 respectively.

            Check any prototxt file in the repo e.g. CaffeNet/train.prototxt.

            Source https://stackoverflow.com/questions/69406476

            QUESTION

            ValueError: Error when checking input: expected conv1d_29_input to have 3 dimensions, but got array with shape (150, 1320)
            Asked 2021-Jun-19 at 19:32
            momentum_rate = 0.5
            learning_rate = 0.1
            neurons = 30
            
            def convolutional_neural_network(x, y):
                print("Hyper-parameter values:\n")
                print('Momentum Rate =',momentum_rate,'\n')
                print('learning rate =',learning_rate,'\n')
                print('Number of neurons =',neurons,'\n')
                model = Sequential()
                #model.summary()
                model.add(Conv1D(input_shape=(X.shape[1],X.shape[0]),activation='relu',kernel_size = 1,filters = 64))
                
                model.add(Flatten())
                
                model.add(Dense(neurons,activation='relu')) # first hidden layer
                model.summary()
                model.add(Dense(neurons, activation='relu'))
                model.summary()# second hidden layer
                model.add(Dense(neurons, activation='relu'))
                model.summary()
                model.add(Dense(neurons, activation='relu'))
                model.summary()
                model.add(Dense(10, activation='softmax'))
                model.summary()
                sgd = optimizers.SGD(lr=learning_rate, decay=1e-6, momentum=momentum_rate, nesterov=True)
                model.summary()
                model.compile(loss='categorical_crossentropy', optimizer=sgd, metrics=['accuracy',tensorflow.keras.metrics.Precision()])
                model.summary()
                history = model.fit(X, y, validation_split=0.2, epochs=10)
                model.summary()
                print("\nTraining Data Statistics:\n")
                print("CNN Model with Relu Hidden Units and Cross-Entropy Error Function:")
            
            print(convolutional_neural_network(X,y))
            
            ...

            ANSWER

            Answered 2021-Jun-19 at 18:41

            Conv1D is expecting an input_shape of the form (steps, input_dim) (see docs). Now, if I understand correctly your input_dim=1 because 1320 is the number of samples and 150 the length of the array. In this case, change the input_shape=(X.shape[1], X.shape[2]).

            Edit: It's unclear what are you trying to do. The code below is working and shows the expected shapes for your network. But beware that I changed the y dimension in order to match the number of rows and the output layer. I'm not sure of what the y shape (150,) is representing.

            Source https://stackoverflow.com/questions/68044344

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install momentum

            You can download it from GitHub.

            Support

            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
            Find more information at:

            Find, review, and download reusable Libraries, Code Snippets, Cloud APIs from over 650 million Knowledge Items

            Find more libraries
            CLONE
          • HTTPS

            https://github.com/aminekarmouche/momentum.git

          • CLI

            gh repo clone aminekarmouche/momentum

          • sshUrl

            git@github.com:aminekarmouche/momentum.git

          • Stay Updated

            Subscribe to our newsletter for trending solutions and developer bootcamps

            Agree to Sign up and Terms & Conditions

            Share this Page

            share link

            Consider Popular R Libraries

            ggplot2

            by tidyverse

            awesome-R

            by qinwf

            shiny

            by rstudio

            dplyr

            by tidyverse

            swirl_courses

            by swirldev

            Try Top Libraries by aminekarmouche

            webshop

            by aminekarmoucheHTML

            Calendar-API

            by aminekarmouchePHP

            aminekarmouche.github.io

            by aminekarmoucheJavaScript

            scraper

            by aminekarmoucheJavaScript

            backpacker.io

            by aminekarmouchePHP