Machine learning in trading: theory, models, practice and algo-trading - page 3013

 
Maxim Dmitrievsky #:

I realise why I hate this idea, because association (rules e.g.) != causation :)

it's not association rules

 
Maxim Dmitrievsky #:

Realised why I hate this idea, because association (rules e.g.) != causation :)

Not really - here rather casual rules (reality is not known of course) are combined into associative rules to predict the target. This is basically how scaffolding works, but without complex twists.

Just and is in the selection period to evaluate a random rule, or it has some reasonable dependence. So far I have only evaluated the stability of the rule on time intervals.

However, it is a difficult task to teach to really find a causal model.

 
mytarmailS #:

Yeah, sure.

professional opinion, professional user R

I have studied this question and consulted on it.

Do you know how to parallelise any code with any library without severe speed losses in R?

 
Aleksey Vyazmikin #:

I've been researching this issue in between, and consulting on it.

Do you know how to parallelise any code with any library without severe speed losses in R?

https://win-vector.com/2016/01/22/running-r-jobs-quickly-on-many-machines/

https://www.google.com/search?q=run+code+on+multiple+computers+in+R&oq=run+code+on+multiple+computers+in+R&aqs=chrome..69i57j33i160l4.4082j0j15&sourceid=chrome&ie=UTF-8


first google links, first KARL!!!

how do you cross the road???

Running R jobs quickly on many machines
Running R jobs quickly on many machines
  • 2016.01.22
  • jmount
  • win-vector.com
R itself is not a language designed for parallel computing. It doesn’t have a lot of great user exposed parallel constructs. What saves us is the data science tasks we tend to use R for are themselves are very well suited for parallel programming and many people have prepared very good pragmatic libraries to exploit this. There are three main...
 
Well, through the tree. It's quick, and it's a mini tester.
 

That's what I'm saying - you need specialised libraries - read what you find:

"

Link against superior and parallel libraries such as the Intel BLAS library (supplied on Linux, OSX, and Windows as part of theMicrosoft R Open distribution of R). "

"

 
Aleksey Vyazmikin #:

That's what I'm saying - you need special libraries - read what you find:

"

Link against superior and parallel libraries such as the Intel BLAS library (supplied on Linux, OSX, and Windows as part of theMicrosoft R Open distribution of R). "

"

and WHAT?

 
mytarmailS #:

and WHAT?

You are so strange :)

It's that the code I need to execute can't run on more than one computer. And MT5 can parallelise such computational tasks well :)

 
Aleksey Vyazmikin #:

What a weirdo you are after all :)

And that the code I need to execute cannot run on more than one computer. And MT5 can parallelise such computational tasks well :)

https://stackoverflow.com/questions/37405919/how-do-i-run-r-in-multiple-machines

 

The person fails to create an environment/cluster to run all the same specific libraries, as I understand it.

So why is this reference in response to the statement about non-universality?

Reason: