Papers: Canonical Momenta Indicators of EEG as well as markets
I have some preliminary results of calculations in progess, using Adaptive Simulated Annealing (ASA code in my archive), developing Canonical Momenta Indicators (CMI) from a large EEG study, where the raw data is modeled using my Statistical Mechanics of Neocortical Interactions (SMNI) model. The CMI give somewhat enhanced signal to noise resolutions over the raw data, and are candidates to be further processed as is ordinary EEG data.
The current prelimary results are in smni96_lecture.ps.Z [1300K] %A L. Ingber %T Statistical mechanics of neocortical interactions (SMNI) %R SMNI Lecture Plates %I Lester Ingber Research %C McLean, VA %D 1996 %O URL http://www.ingber.com/smni96_lecture.ps.Z
These plates contain recent preliminary results on Canonical Momenta Indicators (CMI) in the later sections.
Under WWW, smni96_lecture.html permits viewing as a series of gif files.
There are several smni... papers in my archive giving more details of the use of ASA and of SMNI. The direct application of SMNI to EEG data is relatively recent and described in smni91_eeg.ps.Z [500K] %A L. Ingber %T Statistical mechanics of neocortical interactions: A scaling paradigm applied to electroencephalography %J Phys. Rev. A %N 6 %V 44 %P 4017-4060 %D 1991 %O URL http://www.ingber.com/smni91_eeg.ps.Z
These methods were applied to S&P 500 cash-futures markets data as well, as reported in some markets... papers in my archive, and there too the CMI give better signal to noise resolution than just the raw data. A short explanation is given in markets96_brief.ps.Z [40K] %A L. Ingber %T Trading markets with canonical momenta and adaptive simulated annealing %R Report %I Lester Ingber Research %C McLean, VA %D 1996 %O URL http://www.ingber.com/markets96_brief.ps.Z
Under WWW, markets96_brief.html permits viewing as a series of gif files.
This paper gives relatively non-technical descriptions of ASA and canonical momenta, and their applications to markets and EEG. The paper was solicited by and then accepted for publication in AI in Finance, but that journal subsequently ceased all publication. Shorter versions are published in Expert Analytica and to be published in A User's Manual to Computerized Trading, I. Nelken and M.G. Jurik, Eds.
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