Posted: April 16, 2010 in Forecasting, Prediction
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I was surfing around and found a new software package that is called Eureqa (http://ccsl.mae.cornell.edu/eureqa_download) from Cornell Computation Synthesis Laboratories.  It is used as a robotic scientist to discover physical laws in large data sets.

For example, I was bored today and ran it on a wheat dataset as can be seen in the screenshot below and found the following relationships in the wheat term structure:

Note the above relations are in regards to the last contract in the term structure which is something I often like to market make.  First note, it is organized by increasing error.  Notice that the first relation is that it found that the last wheat contract in the term structure is typically around 15 cents of the contract preceding it during this particular contract.

Checking that relationship yeilds:

Play around with it!  Ask any question that you may have as I am rapidly becoming an expert with it.

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Comments
  1. Caleb says:

    Hi, I also use eureqa, what is meant by f() i was expecting f(x), what is the nature of your dataset?

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