Machine learning in trading: theory, models, practice and algo-trading - page 1076
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
The current logic seems to be like PNN :) with the exception of Bayesian inference
No...PNN means "Pulsed Neural Network" means make the decision within a certain time or exit and go to the next loop....
So just need to deal with the delay process probably using the TickCount() function or some other function and one more function to break the loop if it is taking too long ...
No...PNN means "Pulsed Neural Network" means make the decision within a certain time or exit and go to the next loop....It's all about fast decision making process
So just need to deal with the delay process probably using the TickCount() function or some other function and one more function to break the loop if it is taking too long...
nope, polynomial NN
May be same terminology "PNN" has been used for both "Pulsed Neural Network" and "Ploynomial Neural Network" but here is what I am looking at and it says PNN means "Pulsed Neural Network"
https://ru.wikipedia.org/wiki/%D0%98%D0%BC%D0%BF%D1%83%D0%BB%D1%8C%D1%81%D0%BD%D0%B0%D1%8F_%D0%BD%D0%B5%D0%B9%D1%80%D0%BE%D0%BD%D0%BD%D0%B0%D1%8F_%D1%81%D0%B5%D1%82%D1%
yes, but I mean polynomial NN - it uses gmdh and NN and bayesian inference
check private messageYes, then we are already using PNN here, but we are not using the probability here I guess which is defined in the book...Or have you implemented anywhere to calculate the loss function or error using Pr(Probability of (x,y))?
By the way, what is "LOG LOSS" and "OOB LOSS" ...please define
http://wiki.fast.ai/index.php/Log_Loss
errors on train and test datasets (embedded in RDF metric) I use classification error or log loss (cross entropy). Rdf return these errors after learning
Ok, you can try to simply the code and test it if it works or not....Then, update me...
I will join after few hours...
The better I will understand these things the faster and better we can improve the algo, because you have done the whole coding of the RDF and so I don't get these terms and syntax quickly:)))Alone. They wrote - they don't work. The need for a filter confirms this.
Might as well take diverters or something and filter...
you don't filter the input data you work with? even the trading system itself is a filter, which in turn is made up of other filters of lesser order
The guy from the site lied and lured you into his programming studies.
Maksimka, you are ridiculous, you have decided in 5 minutes to solve a problem with some stupid "levels" of Donchin, a candidate of technical sciences solved about 10 years without any understanding of what the market or the level is, you are ridiculous and primitive.
You do not filter the input data you work with? Even the trading system itself is a filter that is composed of other filters of lesser order
Maksimka, you're funny, in 5 minutes you've solved a problem with some stupid "levels" of Donchin which has been solved by a candidate of technical sciences for about 10 years without any understanding of the market or the level, you are ridiculous and primitive
that's what this "PhD" has given you in 10 years
that's what this "candidate" has given you in 10 years
ok
You already filtered the levels when you were looking for density.
Nah, the densities were about something else...
There are just levels and reactions to them, but something else is missing.
You didn't even realize that extremum levels and doncian levels are the same thing
I'm not gonna laugh because it's sad.
And you didn't even realize that extrema are not levels (((
i won't laugh because it's sad
on next 3-d line I want to apply polynomials, here we must add some inputs to variables, x and y, for example x*y, x*y^2, x^2*y
on line 4 +1 input with increased polynomial degree... correct me if something is wrong
later need to collect all steps (lines) into 1 hard loop :) Now the code above looks really clear to understand 1st and 2nd steps
Yes, it seems to be correct if you understand 100% of what you have written related to RDF since I understand only 50% to 60% till now :)))
But note that you have to write this code for every feature again and again for every line to implement GMDH and RDF and that is what I did just in a switch case statement:)))
I mean if you want to replace my function then, you have to write it 10 times....:)))
But I also doubt that it will NOT be GMDH anymore...it will be a simple PNN
Also, if you know the usage of "Integration" used in "ALGLIB" library then you can just call that function instead of for loops used in my code...