ddrummond

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Problem Description:
  Time series forecast for a single securities minor reversal points.  
  A "minor reversal point" is defined as either a period (day) with a high price greater than both the previous and next high prices, or a period with a low value lower than both the previous and next low prices.  
  This is a time series regression problem with 8 input features and 2 regression output dimensions

Input Features: 
 - period return r = (p2 - p1) / p1, descr: a linear return value, typically [-0.05,0.05]
 - period volume, descr: standardized, z = (x - Mean) / SD
 - High-Low spread, descr: standardized, z = (x - Mean) / SD