Machine learning in trading: theory, models, practice and algo-trading - page 76

 
Mihail Marchukajtes:
I wonder if this will help us in any way https://news.mail.ru/society/26600207/?frommail=10

It will certainly help, because:

"The proof of the abc-hypothesis presented by Mochizuki in 2012 takes over 500 pages of text, and few mathematicians are able to understand and verify it."

All that remains is to read over 500 pages of text in Japanese and understand what it is all about.

 
Yury Reshetov:

It will certainly help, because:

"The proof of the abc-hypothesis presented by Mochizuki in 2012 takes more than 500 pages of text, and few mathematicians are able to understand and check it."

It only remains to read more than 500 pages of text in Japanese and understand what he's talking about.

That's what I'm saying, all that's left is to understand the revolutionary new notation introduced by Mochizuki in his proofs.
 
Alexey Burnakov:
That's what I say, all that's left is to understand the revolutionary new designations that Mochizuki introduced in his proofs.
So, why are we sitting... Let's go to work, friends, let's go to work :-)
 
Yury Reshetov:

I paralleled everything in the latest version 6.01. Nothing else works. If it were possible, I would parallelize more. I did it for myself, i.e. I need to calculate it all faster myself.


Now I have come up with an algorithm, how to calculate weak predictors, so that they can be removed. It will take a long time to calculate, but it will be worth it, because instead of a weak predictor, you can substitute stronger ones. Or, you can get rid of the weak predictors, increasing the speed of calculations and the generalizing ability. Because for trading, you have to constantly run a recalculation of the models as soon as the market starts to go cheating. And the market is like that, as soon as other traders change their strategies and you have to adapt to them all over again.

Listen, Yury so Optimizer can be run on a video card, since everything is paralleled there. On JCUDA? The calculations are a hundred times faster there....... I might be able to run 20 predicates... I have a Radeon graphics card which seems to support this function. It would be interesting to try....
 
Mihail Marchukajtes:
Look, Yuri, so the Optimizer can be run on a video card, since everything is paralleled there. On JCUDA? The calculations are a hundred times faster there....... Maybe you can get through 20 predicates... I have a Radeon graphics card which seems to support this function. It would be interesting to try....

Another thing is that everything is parallelized in modern CPUs too. And everything that lends itself to parallelism, I've already paralleled. That is, the "benefits" of moving calculations from the CPU to the GPU are highly questionable. Not to mention the fact that I have no idea how to make it work even on a trial basis.

We need a specialist who can at least explain whether such a transfer makes sense or is not worth the trouble.

There is some kind of programming language that is incompatible with Java.

 
Yury Reshetov:

Another thing is that everything in modern CPUs is parallelized too. And everything which can be parallelized, I've already parallelized. That is, the "benefits" of moving calculations from the CPU to the GPU are highly questionable. Not to mention the fact that I have no idea how to make it work even on a trial basis.

You need a specialist who can at least explain whether there is some sense from such a transfer or it is not worth the trouble.

There is some kind of programming language that is not compatible with Java.

No... JCUDA is just for paralleling in Java... Google it. There's a site with instructions how to run it all... I'm really not good at it.... http://www.jcuda.org/ It's just for paralleling in Java
jcuda.org - Java bindings for CUDA
  • www.jcuda.org
This site contains Java bindings for NVIDIA® CUDA™ and related libraries. To use these libraries, you need a CUDA-enabled GPU device and the NVIDIA driver with CUDA support and the CUDA Toolkit from the NVIDIA website. The APIs of the libraries on this site have been kept close to the original APIs. The functions of all libraries are provided...
 
Mihail Marchukajtes:
No... JCUDA is just for paralleling in Java... Google it, there is a site with instructions how to run it... I'm really not good at it.... http://www.jcuda.org/ Just for paralleling in Java

jCUDA is some kind of lefty code for NVidia cards. Trying to learn this is a waste of time, because not everyone has NVidia cards. I, for example, don't have such a video card. And I'm not going to buy such a thing. I don't know if I really need it or it will be a mess. After all, you can waste your money and time on this case and as a result it might turn out that everything works just as good on the CPU as on the video card.

Honestly, I have Intel graphics card which doesn't support GPU computing. Cheap and cheap. To my eye, it's enough for trading, but I don't have time to play games with advanced graphics. That's why I don't need a cool graphics card.

 
Yury Reshetov:

jCUDA is some kind of lefty code for NVidia cards. Trying to learn this is a waste of time, because not everyone has NVidia cards. I, for example, don't have such a video card. And I'm not going to buy such a thing. I don't know if I really need it or it will be a mess. After all, you can lose a lot of money and time in this business and the result might be that everything works just as good on the CPU as on the video card.

To be honest, my Intel graphics card doesn't support GPU computing. It's cheap and cheap. For trading, it's enough, but I don't have time to play games with fancy graphics. That's why I don't need a fancy graphics card.

I see... So... thought something....
 
Mihail Marchukajtes:
I see... So... I thought that....

What the hell to change? We must immediately focus on Tianhe-2. They haven't even mined bitcoins on videocassettes for a long time - they're too weak for such tasks.


Китайский суперкомпьюьтер Тяньхэ-2 возглавил мировой рейтинг Top500
Китайский суперкомпьюьтер Тяньхэ-2 возглавил мировой рейтинг Top500
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IEEE Spectrum has just published its third annual ranking with its2016 Top Programming Languages,

From here

The 2016 Top Programming Languages
The 2016 Top Programming Languages
  • spectrum.ieee.org
Welcome to IEEE Spectrum’s third interactive ranking of the most popular programming languages. As it’s impossible to look over the shoulder of every programmer, Spectrum uses various metrics as proxies for gauging the current use of a language. Working with data journalist Nick Diakopoulos, from 10 online sources we’ve chosen 12 metrics, each...
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