Machine learning in trading: theory, models, practice and algo-trading - page 2516
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Hi. On the list? Oh, yes!!! I really missed that. However, it's kind of irrelevant to the DOD. What are you doing here?
Trying to ban JeySu
Why? Madame really wants to see the Truth. True, there were smart women before her too - Nova, ... Ehhh..... Sadness... If Madame gets through to the Wizards with her fiery heart, everything will work out, otherwise, no.
Why? Madame wants very much to see the Truth. True, there were smart women before her, too - Nova, ... Ehhh..... Sadness... If Madame gets through to the Wizards with her fiery heart, everything will work out, otherwise, no.
The main problem is that all data presented to it is perceived by the neural network as random with the corresponding result. No matter what you do, the input data are indistinguishable. But there is a difference! It lies in Time. The wizards can tell you how to take it into account.
Hey, buddy! Hope all suffering, you really missed on the forum, it got boring.
I hope that everything worked out for you? The model is the same - the sum of the increments, with 'time correction' ?
Hey buddy! Hope all sufferers, you were really missed on the forum, got bored.
I hope everything worked out for you? The model is the same - the sum of the increments, with 'time correction' ?
Hi! What about me? Nothing... I've been sick, working, playing chess... And the account is alive, even with a profit.
The model with the sum of increments, alas, does not apply to the market, because the market is a non-Markovian process.
By non-markovian, we mean a certain "memory". How to interpret it is up to everyone. But it is there. I use it as a "return to the mean" in a specific time reference system.
The model with the sum of increments, alas, does not apply to the market, because the market is a non-Markovian process.
By non-markovian, we mean a certain "memory". How to interpret it is up to everyone. But it is there. I use it as a "return to the average" in a particular time reference frame.
And the average, most likely, is the memory of the market.
And the average is most likely the memory of the market.
Exactly.
Although traders do not like the average, but it plays an essential role in the market.
And since we are on the topic of MO, it would not be out of place to think about it - well, okay, there is Kolmogorov's work, which creates the preconditions for the applicability of MO. But, Kolmogorov didn't take everything into account, namely this formula
Here is the first part under the integral, and this is the coveted average.