Machine learning in trading: theory, models, practice and algo-trading - page 1795

 
Aleksey Nikolayev:

I'm fine)

How about a book by Box and Jenkins? It's not without operators, but it's more detailed.

Here's the thing. Any mathematical idea can be explained without formulas of unreadable symbols. Just a picture.

Mathematicians must have a conspiracy to write books so that no one can understand them.)

Like doctors' handwriting)

 
secret:

Here's the thing. Any mathematical idea can be explained without formulas of unreadable symbols. Just a picture.

Mathematicians must have a conspiracy to write books so that no one can understand them.)

Just like doctors have handwriting.)

Musicians with their notes, electronic engineers with their diagrams and Chinese with their hieroglyphs.)

 
secret:

Here's the thing. Any mathematical idea can be explained without formulas of unreadable symbols. Just a picture.

Mathematicians must have a conspiracy to write books so that no one can understand them.)

Just like doctors have handwriting.)

No, rows cannot be explained by simple concepts, it's not like Lobachevsky's Euclidean spaces and other comrades to draw and explain. If only in very general terms. Like electron spin is the direction of its spin, but this is not exactly true.

In general, I have the impression thatMaxim Dmitrievsky is right. We can estimate the series, but only with insufficient accuracy for correct prediction.

It is like determining where the wave passes into matter, Planck's constant will be the probability of location. It is the same here. We can estimate the historical series, divide it, find patterns, but it will not give an accurate prediction, because it is probabilistic. Therefore, returning to the average, breaking through the corridor in the series with signs of SB will be relevant for a long time)))))) And the assessment of the behavior of the series is only relevant within the framework of the probability determined on the history.

 
Valeriy Yastremskiy:

No, rows cannot be explained by simple concepts, it is like not Euclidean spaces of Lobachevsky and other comrades to draw and explain. If only in very general concepts. Like electron spin is the direction of its spin, but this is not exactly true.

In general, I have the impression thatMaxim Dmitrievsky is right. We can estimate the series, but only with insufficient accuracy for correct prediction.

It is like determining where the wave passes into matter, Planck's constant will be the probability of determining the location. It is the same here. We can estimate the historical series, divide it, find patterns, but it will not give an accurate prediction, because it is probabilistic. Therefore, returning to the average, breaking through the corridor in the series with signs of SB will be relevant for a long time)))))) And the assessment of the behavior of the series is relevant only within the framework of the probability, defined on the history.

Let's not get tired of repeating it like a morning prayer - the strength is in the thinning and only in it. Doesn't work with raw data.

May the Mountain Powers be with us, as Alexander bequeathed.

 
Maxim Dmitrievsky:

Let's not get tired of repeating like a morning prayer - the power is in thinning and only in it) No autoregressions, garches, etc. No autoregressions, garbage, etc., work on raw data.

May the power of the Mountain be with us, as Alexander bequeathed.

Strength in understanding your actions))))) Philosophy))))) And in the correct processing of the discarded by thinning))))

 
Aleksey Nikolayev:

Musicians with their sheet music, electronic engineers with their schemes, and the Chinese with their hieroglyphs.)

In the schemes everything is clear)
 
Valeriy Yastremskiy:

No, rows cannot be explained in simple terms

Easily)
 

I made a website for my project.

As a result, three neural networks, three different predictions:
1. predicts the price movement with an indication of time from 15 to 150 minutes.
2. Gives entry points.
3. Current forecast of "hold/close" type.

For 5 trading pairs:
EURUSD, BTCUSD, GBPUSD, USDJPY, XAUUSD

 
secret:
Easy)

In Lobachevsky Geometry)))) Rows is one of the most complicated topics of mathematics, with quite a lot of doctoral work, discoveries and understandings, to nobody but the understanding unknowns. Econometrics and what is discussed here is only the beginning, understandable at the ordinary institute and school level. There is much more to come, incomprehensible and complex)))) It's a good thing we don't need them)))

 
Evgeny Dyuka:

I made a website for my project.

As a result, three neural networks, three different predictions:
1. predicts the price movement with an indication of time from 15 to 150 minutes.
2. Gives entry points.
3. Current forecast of "hold/close" type.

For 5 trading pairs:
EURUSD, BTCUSD, GBPUSD, USDJPY, XAUUSD

Cool)))) Good luck to you))))

Reason: