Machine learning in trading: theory, models, practice and algo-trading - page 2212

 
Maxim Dmitrievsky:

What do you mean you can't... well, you can split it up))

If one criterion is a global minimum of -1000, the other 0, and the third 150k

What do you want to add up there? )))))) you do not know what you're talking about

 
mytarmailS:

If by one criterion the global minimum is -1000, by another 0, and by a third 150k

What are you adding up there??? )))))) you don't know what you're talking about

don't make them infinite, put them in a range like all the others, from 0 to 1

 
Maxim Dmitrievsky:

so don't make them infinite, bring them to a range like all the others, from 0 to 1

No, Max, it does not work that way, optimization is a search for the unknown (functions, parameters, etc.)

To put "something" in the range 0-1, I need to have "something", I don't have it, I use optimization to find it

 
mytarmailS:

No, Max, it does not work that way, optimization is a search for the unknown (functions, parameters, etc.)

To put "something" in the range 0-1 I need to have it, and I don't have it, I look for it with the help of optimization

whatever... You have a function that needs to be maximized/minimized... everything

that's why all the healthy f-i's are in ranges. And you have a smoker's f-i.

 
Maxim Dmitrievsky:

whatever... You have a function to maximize/minimize... everything.

Listen, have you ever done a multi-criteria parameter search?

 
mytarmailS:

Listen, have you ever done a multi-criteria parameter search in your life?

I don't understand what you're doing. Draw a diagram.

 
Maxim Dmitrievsky:

I don't understand what you're doing, draw a diagram.

So you're training the neuron for "max profit". This is training for one criterion ( "max profit").


The man here, Alexander Alexanovich, says that neuronka finds the best solution "do not trade". Although I can't figure out how he did it, but okay...

So if the neuron decided "not to trade" So if the neuron decided "not to trade", then we have to add one more criterion (a minimum number of trades that the neuron can do): "min. number of trades".


It turns out that we already have to optimize by two criteria (or by 10)

You can't normalize anything here, because we don't know the final result

 
mytarmailS:

So you train the neuron for "max profit". This is training by one criterion ( "max profit").


Alexander Alexandrovich here says that the neuron finds the best solution "not to trade". Although I can't figure out how he did it, but okay...

So if the neuron decided "not to trade" So if the neuron decided "not to trade", then we have to add one more criterion (a minimum number of trades that the neuron can do): "min. number of trades".


It turns out that we already need to optimize by two criteria (or by 10)

It is impossible to normalize anything here, since we don't know the final result

I think that's the problem

when no one understands anything, but they start building from the top.

that's why there are courses on neural networks for nerds.

 
Maxim Dmitrievsky:

I think that's the problem.

when no one understands anything, but they start completing it from above

probably....

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made a large test sample

in the square is the piece of the test (new data) that I showed

Anyway, for 5 minutes, it eats up the commission

But it is possible to synthesize interesting models


It is necessary to include the training of the model in the fitness function at once and check it on shaft and test samples

So far I have made everything very confusing.

 
mytarmailS:

probably....

========================

made a large test sample

the square is the piece of the test (new data) that I showed

Anyway, for 5 minutes, it'll eat up the commission.

But it is possible to synthesize interesting models


It is necessary to include the training of the model in the fitness function at once and check it on shaft and test samples

I have made everything very confusing so far.

cp, they are not clear

Reason: