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Linear predictive coding (LPC) is a tool used mostly in audio signal processing and speech processing for representing
the spectral envelope of a digital signal of speech in compressed form, using the information of a linear predictive model.
It is one of the most powerful speech analysis techniques, and one of the most useful methods for encoding good quality speech
at a low bit rate and provides extremely accurate estimates of speech parameters.
LPC is generally used for speech analysis and resynthesis. It is used as a form of voice compression by phone companies, for example in
the GSM standard. It is also used for secure wireless, where voice must be digitized, encrypted and sent over a narrow voice channel,
an early example of this is the US government's Navajo I.
We have developed an advanced approach based on LPC for stock market forecasting. Code, given input data, is able to say if next closing price
will be higher or lower than last closing price. A buy signal is given if next closing price will be higher than current price.
A sell signal is given if next closing price will be equal or lower than current price. This algorithm has been tested on Italian securities
(more than 320 securities). Data have been imported from Yahoo. Half of data have been used for training and the remaining ones for testing,
with no overlapping between training and testing data. We have obtained an excellent recognition rate of 56.02%.
Index Terms: Matlab, source, code, lpc, linear, predictive, coding, stock, market, forecasting, forecast, security.
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Figure 1. Forecasting financial data |
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A simple and effective source code for Advanced LPC Trading System. |
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Demo code (protected
P-files) available for performance evaluation. Matlab Signal Processing Toolbox is required.
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Release |
Date |
Major features |
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1.0 |
2009.07.08 |
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We recommend to check the secure connection to PayPal, in order to avoid any fraud. This donation has to be considered an encouragement to improve the code itself. |
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Advanced LPC Trading System. Click here for
your donation. In order to obtain the source code you
have to pay a little sum of money: 1700 EUROS (less
than 2380 U.S. Dollars). |
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Once you have done this, please email us luigi.rosa@tiscali.it As soon as possible (in a few days) you will receive our new release of Advanced LPC Trading System. Alternatively, you can bestow using our banking coordinates:
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The authors are not commodity trading advisors. The information on this site is for trading education only. There are no trading
recommendations for any one individual made on this site and this information is paper trades for trading education. All trades are extremely
risky and only risk capital should be used when trading. The authors have no relationship or partnership with The Mathworks. All the code provided
is written in Matlab language (M-files and/or M-functions), with no dll or other protected parts of code (P-files or executables). The code was
developed with Matlab 2006a. Matlab Signal Processing Toolbox is required. The code provided has to be
considered "as is" and it is without any kind of warranty. The authors deny any kind of warranty concerning the code as well as any kind of
responsibility for problems and damages which may be caused by the use of the code itself including all parts of the source code.
