Machine learning in trading: theory, models, practice and algo-trading - page 2708

 
Maxim Dmitrievsky #:
That was constructive criticism
You don't understand the subject you are trying to explore, even at the level of basic definitions. It's not hard to imagine what happens next.

So am I ignorant of the subject or the definitions? Well, definitions, perhaps of everything and anything I don't know, but I'm talking about the essence - I don't mind the "Yes it's been invented a long time ago and it's customary to call it so-and-so" comments.

You are certainly investigating the price - it is your object - good luck, for me the price is only a reflection of the consequences of events. Can price - activate events - it can - no contradiction.

Or write specifically, what it is that I do not understand at such a basic level that this harms the understanding of the matter.

 
Aleksey Vyazmikin #:

So I don't know the object or the definitions? Well, definitions, perhaps of everything and anything I don't know, but I'm talking about substance - I don't mind the "Yes it's been invented long ago and it's customary to call it so-and-so" comments.

You are certainly investigating the price - it is your object - good luck, for me the price is only a reflection of the consequences of events. Can price - activate events - it can - there is no contradiction.

Or write specifically what it is that I do not understand on a basic level, that this is detrimental to the understanding of the matter.

I specifically write to you that you are unable to concentrate. Let's go over it again. What is a price chart? A set of events like RSI > 70 or, now, a reflection of the consequences of events? Or is it a time series reflecting the exchange rate?
 
Maxim Dmitrievsky #:
I'm specifically writing to you that you can't concentrate. Let's go over it again. What is a price chart? A set of events like RSI > 70 or, now, a reflection of the consequences of events? Or is it a time series reflecting the exchange rate?

Your attention is scattered, pull yourself together.

Events - generate the price of an instrument, which is reflected in the terminal as a chart.

An event can be several bars ago, it can occur on the current bar, or it can be expected to occur.

 
Aleksey Vyazmikin #:

Your attention is scattered, pull yourself together.

Events - generate the price of the instrument, which is reflected in the terminal as a chart.

An event can be a few bars ago, it can occur on the current bar, or it can be expected to occur.

You continue to rave, and the further you go, the more intense it becomes. Are you looking now at the events or at the chart? What object are you fixing in the terminal?
 

Perhaps my namesake is "reinventing" probability theory and the theory of random processes from scratch) Events are basic concepts there. True, there it is just a synonym for sets of outcomes of a random experiment, but the connection with the everyday notion of event is quite noticeable. In the theorist, events form a set - an algebra of sets, and in slopes these algebras also form a sequence - filtering.

By the way, all stochastic financial mathematics is built on this basis. There are also some results like the Dub decomposition, which give some theoretical justifications for some of our exersises.

In any case, it is always better to try to somehow understand what is already there than to try to invent some of your own tricky bicycles.

 
Aleksey Vyazmikin #:

Your attention is scattered, pull yourself together.

Events - generate the price of the instrument, which is reflected in the terminal as a chart.

An event can be a few bars ago, it can occur on the current bar, or it can be expected to occur.

Alexey, an event is a rule, any event, pattern, case you must describe mathematically to separate it from other events, that is to create a rule ...

TS is an event or a sequence of events == TS is a rule or a sequence of rules.

Only in the case of an event we have an abstract concept that everyone understands differently, while in the case of a rule, everything is crystal clear what is meant....
It is the same with the activation function (it was necessary to invent such a thing))) ) Why use an already used, often used concept in the MO and call something your own with it? And then be surprised that you are not understood or do not want to understand.
 
Aleksey Nikolayev #:

Perhaps my namesake is "reinventing" probability theory and the theory of random processes from scratch) Events are basic concepts there. True, there it is just a synonym for sets of outcomes of a random experiment, but the connection with the everyday notion of event is quite noticeable. In theorver, events form a set - an algebra of sets, and in slopes these algebras also form a sequence - filtering.

By the way, all stochastic financial mathematics is built on this basis. There are also some results like the Duba decomposition, which give some theoretical justifications for some of our exersises.

In any case, it's always better to try to get some understanding of what's already out there than to try to come up with some of your own cramped bicycles.

Then he would have made it clear that he was looking at the graph from a terver perspective. As it is, it's a mess. The object of study is not clear. Is it real or fictional?
 
Maxim Dmitrievsky #:
Then he would have specified that he was looking at the graph from a tervera perspective. As it is, it's a mess. The object of study is not clear. It is real or fictional.

It's unlikely that he's talking about the theorist. It's more likely he's just intuitively going down a similar path. Kind of like how differential calculus was "discovered" after Newton many times without knowing anything about his work.

 
Maxim Dmitrievsky #:
You keep raving, and the further you go, the more intense it gets. Are you looking at events now or at the chart? Which object are you recording on the terminal?

Graphs are traces, consequences of events.

Strictly speaking, time series are just for describing events in time, don't you realise that it is only a tool that allows you to work with information.... but it's one of the tools, and I want to expand it.

 
Aleksey Nikolayev #:

Perhaps my namesake is "reinventing" probability theory and the theory of random processes from scratch) Events are basic concepts there. True, there it is just a synonym for sets of outcomes of a random experiment, but the connection with the everyday notion of event is quite noticeable. In theorver, events form a set - an algebra of sets, and in slopes these algebras also form a sequence - filtering.

By the way, all stochastic financial mathematics is built on this basis. There are also some results like the Duba decomposition, which give some theoretical justifications for some of our exersises.

In any case, it is always better to try to somehow understand what is already there than to try to invent some of your own tricky bicycles.

Thanks for trying to understand.

It's strange to assume that I'm not at all familiar with probability theory.....

I use my knowledge from different fields, and put it together in a structure I can understand. I don't have an academically competent person at my side who can tell me that similar concepts are occupied or that the problem I've outlined has been successfully solved.

In general it is so - an event is an experiment of market participants with price, but it is not independent of other factors, on the contrary - it affects a lot of things that were before its beginning, and not only the outcome of the past event itself.

Reason: