Machine learning in trading: theory, models, practice and algo-trading - page 1717

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mytarmailS:

And this is what scientists are already doing ....

Partitioning by Principal Component Analysis (PCA)

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there are 8 components

The algorithm sorts the components into slowly changing and rapidly changing ones, into those that contribute significantly and those that are weak, and sorts them

The strongest property of decomposition (any Fourier, wavelet, pca) is additivity

i.e. if I add all components pc1+pc2+...+pc8 together I get the same price back, this property is called additivity

And now think if we use the same indicators instead of components and add them together, what do we get? Exactly what we get at the output of the neural network when training it on a stochastic)

The indicators can already be used on top of the components - just imagine how many features can be generated by that decomposition

You can filter data, find and extract unnecessary (bad components)

You can change components and put them back or leave only them

You can speed up components, slow them down, or change their amplitude.

You can analyze each component relative to the other, or two or three of them.

You can forecast components separately to sum up in the general forecast (they are additive)

It is possible to forecast one components relative to other components

It is possible...

It is possible...

It is possible...

You can...

You can...

That's what scientists do when they want to understand something.

What are you talking about, what scientists? It's first grade econometrics.

Trend + cycles + seasonality + noise.

 
Maxim Dmitrievsky:

What are you talking about, what scientists? It's 1st grade econometrics.

Trend + cycles + seasonality + noise.

And what exactly do you disagree with what I said?

 
mytarmailS:

And what exactly do you disagree with what I said?

Is it so hard to read at least one book on econometrics(wrong, it's the 1st or 2nd year of university), to stop suffering from bullshit forever?


This whole construction of yours will exist as long as the trend is a constant and cycles are a constant, etc. Any decomposition.

In the same Prophet or google trends or amazon predictor all this has been automated for a long time, i.e. there is no magic there.

 
Maxim Dmitrievsky:

Is it so hard to read at least one book on econometrics(wrong, it is the 1st or 2nd year of university) to stop suffering from bullshit forever?


This whole construction of yours will exist as long as the trend is a constant and cycles are a constant, etc. Any decomposition.

this construction works in real time and it also works with non-stationary series. it has no restrictions in the form of loops as a necessary condition

unlike the standard econometric decompositions you're talking about...

I've been chugging that econometric bullshit of yours for a long time, along with the garbage and arithm...

Don't give me that crap.

 
mytarmailS:

this construction works in real time and it also works with non-stationary series. it has no restrictions in the form of loops as a prerequisite

unlike the standard econometric decompositions you're talking about...

I've been chugging that econometric bullshit of yours for a long time, along with the garbage and arithm...

so don't give me that bullshit.

you must have coughed it up with your brains.

 
Maxim Dmitrievsky:

You've been coughing it up with your brains.

Read what spectral analysis is and how to use it, you're a walking econometrician.)

 
mytarmailS:

Read what spectral analysis is and how to use it. You're a walking econometrician.)

Find one stable component in the series and profit from it.

but you won't find it

 
Maxim Dmitrievsky:

So you find at least one stable component of a row, and cut the profit from it

but you won't find it.

There is no proof, so the trial is logical))) It is logical when it is not proved otherwise) without guarantees of course.

 
Maxim Dmitrievsky:

So you find at least one stable component of a row, and cut the profit from it

but you won't find it

let me tell you a secret))

they're all stable ))))

but the point is :)) the point is different ))

but you wouldn't understand it because you need to broaden your horizons ....

And you look at everything from the position of a know-it-all and so you're closed to the new ...

 
mytarmailS:

I'll tell you a secret))

they're all steady ))))

except the point is )) the point is different ))

but you wouldn't understand it because you need to broaden your horizons ....

But you see everything from a know-it-all point of view and that's why you're closed to new things...

I read your Kant and Hegel. You show me the cycles in these rows and that they are preserved on new data
1...171017111712171317141715171617171718171917201721172217231724...3495
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