Machine learning in trading: theory, models, practice and algo-trading - page 2822

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What does it mean to be so non-stationary? If there are stably repeating patterns in it)))))) Maybe not everyone can see them over time.
 
СанСаныч Фоменко #:

I agree.

There is a sign traded in our terminals. What is volatility is not clear at all.

But if one is forecasting the absolute value of an asset, it is a different matter. Volatility is a risk, which is crucial when forecasting the value of an asset.


Probably something like that.


So will forget about the garchas.

Volatility is predicted for risk accounting, yes, options are based on it. But for directional trading it is not of primary importance, it's more about guessing which way to go and that's it
 
Valeriy Yastremskiy #:

I don't think the time is ripe to determine whether it is better to determine the absence of a signal in chaos by comparing the environment to chaos, or the presence of a signal by distinguishing it from chaos. Just as it is better to predict or determine the state. It's still time for experimentation.

We have a different task altogether: to classify correctly
 

time series book

https://otexts.com/fpp3/intro.html

=====

The predictability of an event or quantity depends on several factors, including:

  1. how well we understand the contributing factors;
  2. how much data is available;
  3. how similar the future is to the past;
  4. whether predictions can affect what we are trying to predict.
 

..

 
mytarmailS #:

time series book

https://otexts.com/fpp3/intro.html

=====

The predictability of an event or quantity depends on several factors, including:

  1. how well we understand the contributing factors;
  2. how much data is available;
  3. how similar the future is to the past;
  4. whether predictions can affect what we are trying to predict.

ha, interesting !

1. Let's say 5.

2. all.

3. copy

4. no

 
Renat Akhtyamov #:

ha, interesting !

1. Let's say 5.

2. All of them.

3. copy

4. none

Disagree on none of the points)
 
mytarmailS #:
I don't agree on any point)

What do you mean, disagree?

They're questions. You have to answer them.

;)

 
Renat Akhtyamov #:

I mean, I don't agree.

They're questions, you have to answer them.

;)

I apologise.

disagree with the answers

 
mytarmailS #:

I apologise.

disagree with the answers

It would be more correct to answer and compare

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