Machine learning in trading: theory, models, practice and algo-trading - page 2506
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The most accurate I've come across based on wavelets
Wavelets are practically indispensable when calculating multifractal spectra, but they do not give much accuracy.
The sad thing is that even serious papers, like Pastukhov's dissertation on H-volatility, do not provide tools for interval estimation of the studied quantities. Usually they are limited to point estimation, which is absolutely insufficient.
Wavelets are practically indispensable for calculating multifractal spectra, but they do not give much accuracy.
The sad fact is that even serious works, like Pastukhov's dissertation on H-volatility, do not provide tools for interval estimation of the studied quantities. Usually they are limited to point estimation, which is completely insufficient.
There is hardly anything that can be done here. When interviewing people, the same problems will occur. You can only simulate, but there are already problems with the reliability of the model. Although you can still come up with a time machine, but there are problems like in "Back to the Future". But if we all get together on this forum, and make a time machine before the damn banksters, we have a chance to eat dumplings from the table for a while! Or bigdata, but we can't compete with the banksters.
I'm going crazy.
I won't get into formulas) The ACF SB is not stationary.
Briefly on the subject
I won't get into formulas) The ACF SB is not stationary.
Briefly on the subject.
Rather, there's this case on page 26 "...meaning a 'tweaked' version of SB that is a stationary process."
The question has long plagued me, how legitimate is it to use econometrics to the stock markets? Did the original paper say anything about that? Mostly for educational purposes like to show air flights
Most likely there is this case on page 26 "...meaning a 'tweaked' version of the SB, which is a stationary process."
I've been wondering for a long time, how legitimate is it to use econometrics to stock markets? Did the original paper say anything about that? Mostly for teaching purposes, they like to show air travel.
To me it does. One of the textbooks on R starts with its application in a huge company at a level where conventional math can no longer handle it. Stock markets are after all a reflection of the real economy and the rules of reasonableness for profit work there. And the large non-accounting number of participants makes static research and analysis necessary.
i.e., to show off again and bring destructiveness to the topic and its logic and take up someone else's time... matrix modeling for deterministic processes, but not stochastic ones... random wandering is our main asset (that's where you end up, apparently), and derivatives have their distributions... which is why you are wandering around the thread, dreaming of saying something clever... ...and you're smartly doodling your crossword puzzles... preventing people from approaching the topic by burying them in your off-topic libel...
(after all, the question of other people's lives is somehow very pointedly raised in this thread... on someone else's hump?)
p.s.
And the mispricing of derivative assets can already declare an investor's risk-aversion... this is where the price of the underlying goes to look for a new balance - NOT randomly, but logically! goes...... there is only a question of timing... well, in addition to the eternal question of cheap/expensive and in what conditions...
About timing - you shouldn't be afraid to invest your time in learning new things. This investment will pay off a hundredfold.
The rest is the usual swearing I'm used to(
Um... Have you tried the equation of a two-sided auction? I have a suspicion that everyone here is doing the wrong thing. It's kind of like seeing the bottom line. Just small talk.
The subject of applying game theory to our field has long been of interest. However, so far I see only philosophical benefit and no theoretical one (I will not even shout about practical benefit).
I won't get into formulas) The ACF SB is not stationary.
Briefly on the subject.
(Again I did not see the ACF SB) In my head all sorts of conspiracy theories why the authors of textbooks avoid these elementary calculations)
The subject of application of game theory to our field has been of interest for a long time. However, so far I see only philosophical benefit and no theoretical one (I will not even mention practical benefit).
You are an economist, you were once touted as the most sensible of the alternative American economists. Can you at least explain why there is no sensible textbook on market economics, and all of this is bullshit? Or do we have any?
Andrei
About ten years ago I decided to write a good textbook on market economics. I wondered why no one had written one yet. I decided, as a mathematician should, to strictly follow models, and not draw crosses, as all textbook authors do. I honestly built a model of Bem-Bawerk's bargaining, a model of market price formation in general. I began to prove the convergence of processes, ergodicity...
And then I discovered that the processes of this class are in the general case irreducible. That is, in the general case the market price simply does not exist. It follows that market regulation is possible only in a very limited class of sectors. In the rest, it inevitably entails imbalance, and therefore must be subject to external forced adjustment.
Then I also discovered the impossibility of forming a universal equivalent in a natural way. The price matrix turned out to be asymmetrical in the general case. Consequently, all the theories of the natural origin of money have no ground.
It is the same with the case law market models. As soon as I began to solve them analytically instead of drawing crosses, it turned out that there is no equilibrium in the markets, a generally divergent process, like Friedman's Universe: no equilibrium can be fitted without a cosmological term. So the whole Keynesian theory, generally speaking, turned out to be a bluff.
And there were many such anecdotes. After which I gave up the idea of writing a textbook on market economics. For the lack of a realistic description of the subject.
Andrei
About ten years ago I decided to write a good textbook on market economics. I kept wondering why no one had yet written one. I decided, as a mathematician should, to rigorously model, but not to draw crosses, as all textbook authors do. I honestly built a model of Bem-Bawerk's bargaining, a model of market price formation in general. I began to prove the convergence of processes, ergodicity...
And then I discovered that the processes of this class are in the general case irreducible. That is, in the general case the market price simply does not exist. It follows that market regulation is possible only in a very limited class of sectors. In the rest, it inevitably entails imbalance, and therefore must be subject to external forced adjustment.
Then I also discovered the impossibility of forming a universal equivalent in a natural way. The price matrix turned out to be asymmetrical in the general case. Consequently, all the theories of the natural origin of money have no ground.
It is the same with the case law market models. As soon as I began to solve them analytically instead of drawing crosses, it turned out that there is no equilibrium in the markets, a generally divergent process, like Friedman's Universe: no equilibrium can be fitted without a cosmological term. So the whole Keynesian theory generally speaking turned out to be a bluff.
And there were many such anecdotes. After which I gave up the idea of writing a textbook on market economics. For the lack of a real subject of description.
A meaningless collection of gibberish.
It is clear that economics is more about the psychology of human behavior, and only some of its elements can be formalized mathematically.
Everything in the text is a bunch of meaningless symbols.
Well, first of all, what isthe Bem-Bevereck bargaining model? The Bem-Bawerk theory of interest is a PSYCHOLOGICAL theory - what math...