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Hi Wolfgang The situation is unchanged since our last communication with the developer. I suggest that you write directly to Jonathan Kinlay of Systematic Strategies asking to purchase the MATH-TWS package and any associated material about its...
The support folks at Wolfram have let me know that the issue is fixed in 11.1. They are working on fixes for earlier versions.
Great demo. Thanks for the detailed explanation of your methodology. Maybe I miss something but shouldn't you write datelist = tsSPXO["Dates"] instead of datelist = tsSPX["Dates"]? I also couldn't find the definition of tsVTDSPX.
Machine learning in general extends traditional areas of probability and statistics into the subject of 'data science'. Probabilits would call this 'non-parametric' field of distribution representation. I agree, it may be bit confusing for...
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