Machine learning in trading: theory, models, practice and algo-trading - page 1736

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R do not know. For CSSA I found only that it is worse than SSA and overdraws a little.
R do not know. The only thing I found about CSSA is that it is worse than SSA and overdraws a bit.
Let's go clustering... set up 3 clusters, i.e. partition the cloud of points (chips) and determine which cluster each belongs to
A simple two-dimensional example for a trace sabbet:
For the test:
We take these clusters on the trayn and non-test and construct a cumulative sum of the increments over all clusters.
On the trayne:
On the test:
Curious.
Lamba or Bentley ?))
Don't be stupid.
lamba or bentley ?))
go choose...
went to choose...
Why KNN?
he could have plugged in a dbscan or something.
Why KNN?
Could've been a dbscan or something.
decipher
decipher
well to the eye you can see that clustered the nearest neighbor knn
right?
you can see that you clustered the nearest neighbor knn
right?
k-means, the simplest