Implement weigthed linear regression

uniVocity / univocity-trader

open-source trading framework for java, supports backtesting and live trading with exchanges

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Open jbax opened 4 years ago

jbax commented 4 years ago

Create another LinearRegression implementation that adds more weight to the most recent values added to it.

I suck at math at this level so if anyone could lend a hand here that would be great.