Machine learning in trading: theory, models, practice and algo-trading - page 1218

 
Alexander_K:

This is the right approach to the case. Only the distribution is not the price itself, but its returns. You should work only with those BP chunks that have a known distribution.

Since you have perfect results on theWeierstrass function, you should check its return distribution and work only with such clusters of real BP and no others.

Yes, that's right, you can only work with certain clusters calculated by other f-functions, you still need to experiment.

 
Maxim Dmitrievsky:

Yes, you are right that you can work only with certain clusters calculated by other f-types, you still need to experiment

What is the percentage of profitable trends? I wonder what percentage of profitable trends is?

 
Alexander_K:

Gentlemen!

I remember, Alyosha, even before he was killed by investors, argued that the first thing to check his neural networks and forests on a simple Gaussian random walk (but not on a sine wave, as suggested by the reader Asaulenko). Moreover, he said that in this case, the prediction accuracy was 100%. And then he transferred his system to real BP.

Has anyone else here conducted similar experiments? What are the results?

Once again, if you know how to predict any of the processes (with or without memory) - just separate it from the real VR.

divide et impera

In decent society people get punched in the face for such a thing. In general, the topic that you can predict the SB and even 100% is much more absurd than talk about a profitable martin. The main thing is that they are not interested in the market and the market is not ready to give up.


PS please do not delete posts, what a bad fashion, I swear I'll swear in private for such disrespect!

 
mytarmailS:


But I wrote in highlighted that R is a tool for research, not for production.


Actually, Microsoft bought R and it is now part of Microsoft. There's also R for building industrial systems. Somehow I saw a list of very famous companies which use R development in production mode.

Well, this is just saying, because we don't need industrial systems in Microsoft's understanding.


But I woke up, scratched my head and here's a thought... And immediately you put it into rattle and you see... nonsense again. That's how we live.


And we don't need all these countless new-fangled models, because the whole problem is predictors, which have predictive power for the teacher, and this predictive power should not change. This is where you need a rattle, which is a quick, one-two and ... everything is clear. And it is possible to try not only six models, and, the main thing, to play with predictors and always receive a sensible estimation of result.


This is the scheme of working with MI.

 
SanSanych Fomenko:

Thisrattle is bullshit, except to train Fisher's irises

 
SanSanych Fomenko:

Actually Microsoft bought R and it is now part of Microsoft. There is also R for building industrial systems. Somehow I saw a list of very famous companies which use R development in production mode.

Well, this is just saying, because we don't need industrial systems in Microsoft's understanding.


But I woke up, scratched my head and here's a thought... And immediately you put it into rattle and you see... nonsense again. That's how we live.


And we don't need all these countless newfangled models, because the whole problem is predictors, which have predictive power for the teacher, and this predictive power should not change. This is where you need a rattle, which is a quick, one-two and ... everything is clear. And it is possible to try not only six models, and, the main thing, to play with predictors and always receive a sensible estimation of result.


This is the scheme of work with MI.

You cast your pearls in front of unworthy

mytarmailS:

Thisrattle is bullshit, unless you want to train Fisher's irises.

Shush kid, you are not an authority.

 
govich:

In decent society, people are punched in the face for that. In general, the topic that you can predict the SB and even 100% is much more absurd than talk about profitable martin. They were right to kill Alyosha, I would spit on his grave (tomb).

Spitting is probably not worth it. But that Aleshka is a pi... Balabalov, it has long been known. Everyone except A_K2)).

 
Evgeny Raspaev:

What is the percentage of profitable trends? I wonder for myself

 
Kesha Rutov:

You're just throwing pennies in front of the undeserving.

mytarmailS:

Thisrattleis bullshit, except to train Fisher's irises.

Shush kid, you're no authority.

What is not an authority is true, but this time he is right). But, in terms of authority, you're even lower, somewhere near the plinth.))

 
Yuriy Asaulenko:

What is not an authority is true, but this time he is right.) But, in terms of authority, you're even lower, somewhere near the plinth.))

Ahahaha)) Thanks for that, too.)

Reason: