Machine learning in trading: theory, models, practice and algo-trading - page 2243
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I can see that it's useless...
But at least try to open the book.
Okay. Boil in your own juice.
I see, you came to raise your ego, but it didn't work. Until you answer yourself a simple question: what exactly are you filtering and why, then the train won't go any further. I might as well open any book .
Yeah, yeah... might as well...
For example, many people here admire Breyman, like a genius, created Random Forest, and there is almost a hundred scientists who developed this nonsense)))
And all the data cylntists are excited, almost want to put a monument...
And if you ask any of them how and why forrest works and the principle of ensembles in general, no one will say a word, because they have no idea...
Everyone thinks, that it was invented by the first-rate Cynthians, but in fact it's a noise-canceling trick from DSP, which is probably 100 years old, and it's not just done, it's explained and proved.
Here's an example of how forrest or ensembles work
We have a target "Y" - this is a certain net result that we want to achieve, let's express it with a sine wave
This is a sine wave + noise.
This is what the output from the tree (model) looks like
Does this picture look familiar? ))
And so looks like an ensemble of trees (models)
And this is what the average result of 1000 trees (models) looks like
Like this! 100 years old DSP, noise reduction and filtration...
It' s all very well explained.
Now I hope you understand what ensembles of models and most importantly WHY it works, all solved by noise
It's an old story. Uncomplicated and empty. And if he believed that story, then his level of understanding is close to that of the cleaning lady. And they would find each other.
You know what the new-fangled name for a janitor is?
Clint-manager.
;))))))))))
It's not good to make evaluations of people you don't know.)) His life says otherwise.
And I agree with him. Many people can understand but very few can explain what has been understood. (those who can't understand / don't want to be taken into account)))))) )
For example, many people here admire Breyman, like a genius ......
Even if the signal amplitude is 10 to 20 times less than the noise
like here
Still 10k trees will pull out the result.
Cool!!!
the main thing is that the noise should be normal....
It's not good to make evaluations of people you don't know.) His life says otherwise.
And I agree with him. Many people can understand, but only a few can explain what they have understood. (those who cannot understand / do not want to be taken into account)))))) )
So he reproduced this story sarcastically.
And even if the amplitude of the signal is 10-20 times less than the noise
like here
all the same 10k trees will pull out the result
Cool!!!
the main thing is that the noise should be normal....
I understand that sine wave approximation (which Asaulenko also did very successfully) looks very inspiring. But could you describe at least one meaningful approach of using digital filters for trading?
The machine failed toI understand that approximating a sinusoid (which Asaulenko also did very successfully) looks very inspiring. But could you describe at least one meaningful approach of using digital filters for trading?
The machine couldn'tYou are just a character of a fairy tale ;)))
I understand that approximating a sine wave (which Asaulenko also did very successfully) looks very inspiring. But could you describe at least one meaningful approach of using digital filters for trading?
The automaton could notIf through these decompositions all kinds of stable areas are selected and a bible of states is made (it is clear that they are infinite) then why not)))))
So he was being sarcastic in reproducing this story.
Apparently everyone has their own understanding of sarcasmA)))))