Machine learning in trading: theory, models, practice and algo-trading - page 3024

[Maxim Dmitrievsky]

Aleksey Vyazmikin #:

Interesting idea!

I'll sketch a simple example on a tree for now and test it immediately, then we'll expand it as desired

on any dataset, via google disc you can download and test there without installing anything.

I want it to work fast )

[Aleksey Vyazmikin]

Maxim Dmitrievsky #:

I'll sketch a simple example on a tree for now so that it can be tested at once, then we'll expand it as desired

on any dataset, via google disc you can download it and test it there without installing anything.

I want it to work fast )

Good - the main thing is to start! :)

[СанСаныч Фоменко]

Maxim Dmitrievsky #:

It's not funny anymore.

What does "funny" have to do with it?

Is there an out-of-sample or not?

[Maxim Dmitrievsky]

СанСаныч Фоменко #:

What does "funny" have to do with it?

Is there an out-of-sample or not?

And if I find

[СанСаныч Фоменко]

Maxim Dmitrievsky #:

and if I find

There's no "if." It's a standard of judgement. Any estimate without an out-of-sample estimate is not interesting.

[Valeriy Yastremskiy]

Maxim Dmitrievsky #:

and if I find

Make a ten period OOS forward and backward graph.

[Maxim Dmitrievsky]

СанСаныч Фоменко #:

It has nothing to do with "if." It's a standard of judgement. Any evaluation without an out-of-sample evaluation is not interesting.

All right, that's enough laughs

[Maxim Dmitrievsky]

Valeriy Yastremskiy #:

Make a ten period OOS forward and backward graph.

That's 100 years

[СанСаныч Фоменко]

Maxim Dmitrievsky #:
That's enough laughs.

Are you talking to the Egyptian or to me?

I note that I am quite satisfied with your activity in this topic.

[Maxim Dmitrievsky]

СанСаныч Фоменко #:

Are you talking to the Egyptian or me?

I note that I am quite satisfied with your activity in this topic.

What do you want from an Arab who poured coffee for me in the hotel?

It's all drawn and described, what else do you need?