Machine learning in trading: theory, models, practice and algo-trading - page 2376

[Maxim Dmitrievsky]

Aleksey Nikolayev:

I don't really understand where and what works there on the command line. At first glance, the basis of the approach lies in describing the behavior of the price over a sufficiently long time interval as a dynamic system (stochastic diffusion). I think such approaches are not quite adequate due to the essential non-stationarity of the price - I mean for our main task of searching for alpha.

This is to generate synthetic data for training

[Alexander_K2]

Aleksey Nikolayev:

At first sight, the basis of the approach lies in the description of price behavior over a sufficiently long time interval as a dynamic system (stochastic diffusion). I think such approaches are not quite adequate due to the essential non-stationarity of the price - I mean for our main task of searching for an alpha.

Non-stationary on the market is solely and only the intensity of the tickwise flow of quotations. The tick increments of the price are stationary. But not only all of them can see it.

[Evgeniy Chumakov]

Alexander_K2:

Only not only everyone can see it...

And today the stationary price increments, not everyone can see. Or rather, not only everybody can see it, not everybody can do it.

[Aleksey Vyazmikin]

mytarmailS:

Here you go my lazy friend.

Just do not ask me about the model, I did not use it and I'm not going to use it, I have grown out of that mentality to believe in miracle models)

Oh, thank you!

Now let's try to run it :)

I can't install the glmnet package - I can't find it in the R-Studio repository :(

> #install.packages(c("glmnet"),  dependencies=TRUE)
> library(glmnet)
Error in library(glmnet) : нет пакета под названием ‘glmnet’

What to do?

[Maxim Dmitrievsky]

welcome to R :)

[mytarmailS]

Aleksey Vyazmikin:

What to do?

It all installs.

try againhttp://prntscr.com/110raip

[mytarmailS]

Maxim Dmitrievsky:
welcome to R :)

Ahahahah, expert comparator)))

Go on, talk about DSP :))

Need more facepalms )))))))))))

[Aleksey Vyazmikin]

mytarmailS:

It works for me.

try againhttp://prntscr.com/110raip

I found the link in the Help, installed it, it took two more tabs to find it, and then bam, it says that the R version is outdated - now I install the new one and reinstall all the packages under it....

Found it here...

[mytarmailS]

Aleksey Vyazmikin:

I found the link in the Help, installed it, it took two more bibbles, and then bam and says that the version R is already outdated - now I put the new one and reinstall all the packages under it....

It is quite possible, I have

R version 3.6.3 (2020-02-29)

[Aleksey Vyazmikin]

mytarmailS:

It is possible that I have

I have a 4.0.4 request for this bible!