Machine learning in trading: theory, models, practice and algo-trading - page 2248

 
Oleg avtomat:

It's just a convenient platform for my experiments.

Having a perfect system, you don't look for another ;]

 

Trained on these "filters". It's nothing, it's better on simple muwings

that ' s why

Personally for me the subject of DSP is closed for good

 
Aleksey Nikolayev:

For (meaningful application of) filtering, the signal must be a mixture of some useful raw signal and random noise. Like the above-mentioned sine wave plus noise, or aircraft trajectory with errors of its measurement in radar, etc. It is quite possible when the initial signal is not deterministic, but also random, but in its characteristics very different from the noise superimposed on it (for example smoother) - I saw an article where the spread was modeled as an Ornstein-Uhlenbeck process with added white noise.

The problem here is that having a priori and reliable knowledge of price decomposition into noise and some original signal is itself either a grail claim or an element of schizophrenia.

exactly so. Sometimes it is enough to listen to Alexey and not to make any unnecessary changes.)

 
Maxim Dmitrievsky

How do I add the two variables stop and take profit to the clustering_catboost.py script?

 

Living everyday life, different animals of the same species always consult the "group mind. And if a sufficient number of animals have the same experience, the knowledge acquired through that experience becomes part of the group mind. Hence, we have the famous "hundredth monkey" experience, in which a number of monkeys learned on separate islands, with the islands isolated from each other. The scientists conducting the experiment presented the monkeys with a problem they had never encountered before. They were offered potatoes or rice to eat, but soiled in sand. Some of the monkeys came up with the idea of washing the food in water, washing away the sand. After about 100 monkeys did so, a "critical mass" was reached. Suddenly every monkey on every island stopped being confused by the problem; they all immediately washed the rice or potatoes as if they had always known how to do it, even though they had never been in contact with any of the first 100 monkeys who had solved the problem themselves.

Consequently, once the 100th monkey mastered the skill, a critical threshold was reached and the behavior became automatic. This demonstrates how the new concept of survival fit into the group mind of a particular monkey species.It is a natural system designed for low-level organisms to adapt to their environment and, therefore, to function more automatically. This effect can be seen as one of the most remarkable discoveries of the twentieth century.

 
Oleg avtomat:

Living their daily lives, different animals are one thing .....................

1) Why do you think there is a collective intelligence? So there are 100 isolated people who won't learn anything and millions of others around the world won't learn anything either?

2) Don't you think these millions have learned by themselves, and the chance that millions will learn is a hundred times greater than a hundred, don't you think? YES !

3) What if there weren't 100 monkeys? Would millions of them learn? Of course they would!

4) If collective intelligence exists and the whole planet can sew pants and make computers, why are there still Papuans running around in loincloths or without them, why hasn't this world knowledge been passed on to them?


***this is research, Oleg!

More critical thinking...

 
mytarmailS:

1) Why do you think there is a collective intelligence? It turns out that 100 isolated people won't learn anything, and millions of others around the world won't learn anything?

2) Don't you think these millions have learned by themselves, and the chance that millions will learn is a hundred times greater than a hundred, don't you think? YES !

3) What if there weren't 100 monkeys? Would millions of them learn? Of course they would!

4) If a collective mind exists and the whole planet can sew pants and make computers, why are there Papuans still running around in loincloths or without them, why hasn't this world knowledge been passed on to them?


***this is research, Oleg!

More critical thinking...

wiki imaginary phenomenon)

Эффект сотой обезьяны — Википедия
Эффект сотой обезьяны — Википедия
  • ru.wikipedia.org
Эффект сотой обезьяны  — мнимый феномен, описывающий мгновенное распространение усвоенного поведения на всю популяцию при достижении критического числа индивидуумов, имеющих данный навык. Обобщённо он означает феноменально быстрое распространение идеи или способности по всему населению от группы, которая слышала о новой идее или обладает новой...
 

there are a lot of wiki scientists here

;)))))

 
Oleg avtomat:

there are a lot of wiki scientists here

;)))))

That's okay. In general, the science of development of knowledge, ideas in society is not strictly defined, there are works on formalization of life and acceptance of ideas in society, and their development is like a viral parasitic development, especially those for which life is given. And the logic that a critical mass of acceptors is necessary for the acceptance of an idea is there, and cases are described. So the hundred-monkey effect has taken root in the concepts))))

 

How can we measure the predictability of the series or statynarity without removing the trend?

What measure can be used to measure the stability of a series?

Reason: