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Topic: Papers: Canonical Momenta Indicators of EEG as well as markets
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Lester Ingber

Posts: 6
Registered: 12/12/04
Papers: Canonical Momenta Indicators of EEG as well as markets
Posted: Jun 18, 1996 11:13 AM
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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 [1300K]
%A L. Ingber
%T Statistical mechanics of neocortical interactions (SMNI)
%R SMNI Lecture Plates
%I Lester Ingber Research
%C McLean, VA
%D 1996

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 [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

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 [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

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.


Instructions for Retrieval of Code and Reprints

Interactively Via WWW

The archive can be accessed via WWW path

Interactively Via Anonymous FTP

Code and reprints can be retrieved via anonymous ftp from Interactively [brackets signify machine prompts]:
[your_machine%] ftp
[Name (...):] anonymous
[Password:] your_e-mail_address
[ftp>] binary
[ftp>] ls
[ftp>] get file_of_interest
[ftp>] quit

The 00index file contains an index of the other files. Files have the
same WWW and FTP paths under the main / directory; i.e., and reference the same file.

Electronic Mail

If you do not have ftp access, get information on the FTPmail service
by: mail (was,
and send only the word "help" in the body of the message.

Additional Information

Sorry, I cannot assume the task of mailing out hardcopies of code or
papers. Limited help assisting people with their queries on my codes
and papers is available only by electronic mail correspondence.

Lester <>
* Prof. Lester Ingber _ P.O. Box 857 _ McLean, VA 22101 _ 1.800.L.INGBER */

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