Papers: Canonical Momenta Indicators of EEG as well as markets

Lester Ingber ingber at alumnae.caltech.edu
Tue Jun 18 10:13:36 EST 1996


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.

Lester

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Lester <ingber at ingber.com>
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