Machine learning in trading: theory, models, practice and algo-trading - page 1856

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You'll be surprised if you do it right
is this on oos? ok, but it could be higher
is it on oos? ok, but it could be higher
yes oos
with two classes / clusters is better
Data - two hours 5 mins from opening, diffused and then into cumulative sum
clustered with kohonen - Data - rows for 2 hours and 5 minutes
clustering by forest - Data - rowsfor first hour and 5 min.
yes oos
with two classes / clusters is better
Data - two hours 5 mins from opening , diffused and then into cumulative sum
clustered with kohonen - Data - rows for 2 hours and 5 minutes
clustered by forest - Data - rowsfor the first hour and 5 minutes
there you go, and you were yelling.
There you go, and you were yelling.
how did you get 100%? what are your signs?
how did you get 100%? what are the signs you have?
on the trail 100, I wrote, on the oos 0.84, the same approximately (3 clusters)
signs themselves prices relative to the first. The video says it all from minute 25
From here on, you can use it without forest, just predict the cluster by clustering algorithm. The forest was used to make it easier to transfer it to the metaque. Then in the tester to race different strata on clusters.on the trail 100, I wrote, on the oos 0.84, the same approximately (3 clusters)
signs themselves prices relative to the first. The video says everything from minute 25
I can use it further without forest, just predict the cluster by the clustering algorithm. The forest was used to make it easier to transfer it to the metaqueYes , I agree , you can do everything by clustering .
Proclustered Kmeans , the result is better than kohonen by +- 10%
Kmeans
kohonen
But it is not clear how clusters are distributed, I see from the matrix that the cluster algorithms see quite differently
Yes, I agree, you can do everything by clustering.
I clustered Kmeans, the result is better than Kohonen by +- 10%.
Kmeans
kohonen
But it is not clear how clusters are distributed, I can see from the matrix that the cluster algorithms see quite differently
I have a kameans as well. It is usually better and faster than others. Apparently the problem is simple.
I've tried Gaussian mixtures - they show shit, worse. Although I haven't tried them for this task yet.
Visualize the clusters and look at the statistics for different methods, you'll see which is better. I like kamins for boxplots.
I have a Kamins too. It is usually better and faster than others. Apparently the challenge is simple.
Tried the Gaussian mixes - it's not as good, it's worse. Haven't tried it for this task yet though.
Visualize the clusters and look at the statistics for different methods, you'll see which is better. I like kamins for boxplots, in principle.
I do not like kamins, some very bad balance does
"2" is a flute
kohonen like funnier
I don't like kamins, it's a very bad balance of classes
"2" is a flute.
kohonen more fun
show me pictures of clusters on kamins and kohoos, so it is not clear