Machine learning in trading: theory, models, practice and algo-trading - page 2673

 
mytarmailS #:
The field of application is wider than neural networks... For example, automatic creation of data, including target data.

You should read at least something written by normal engineers who solve real problems, because on blogs about python written by 11th graders you will not get far.
I haven't met any engineers at Forex, only blogs and books. No, there were a couple of scientists here, they knew about sinusoid not by hearsay, but the result of their labours remained unclear.
 
Maxim Dmitrievsky #:
I have not met any engineers at Forex, only blogs and books. And no, there were a couple of scientists, who knew about sinusoid not by hearsay, but the result of their labours remained unclear.
Like neural networks, it all depends on the author.
 
mytarmailS #:
Like neural nets, it's up to the author.
I don't understand what you are trying to model. I sent you the transformation, it's better than a sine wave, I checked it.
 
Maxim Dmitrievsky #:
I don't understand what you're trying to model. I sent you the conversion, it's better than a sine wave, I checked it out.

Decomposition is another way of course, but the potential is there. A discrete price function of course only with fairly crude assumptions gives the possibility of decomposition into continuous functions, but if the assumptions that impulses generate waves are correct and if they can be tracked and understand the behaviour of the rate of decay the emergence of new ones .... the potential is there. Although this is a different way of looking for patterns through increments or other derivatives of the price function.

 
Valeriy Yastremskiy #:

Decomposition is another way of course, but the potential is there. A discrete price function of course only with rather crude assumptions gives the possibility of decomposition into continuous functions, but if the assumptions that impulses generate waves are correct and if they can be tracked and the behaviour of the rate of decay the emergence of new ones can be understood.... the potential is there. Although this is a different way of looking for patterns through increments or other derivatives of the price function.

So there was all this already, from Fourier to caterpillar to spectral analysis

 
Maxim Dmitrievsky #:

So there was all this already, from Fourier to caterpillar to spectral analysis

Go ahead.
 
Maxim Dmitrievsky #:

So there was all this already, from Fourier to caterpillar to spectral analysis

There functions are not discrete and quite stationary though with noise). Of course, we can determine the boundaries and conditions for stationary flow for the configuration of flow, pressure, velocity, but the point of turbulence appearance is also determined probabilistically. And this is a simpler or we can say more definite problem than for discrete series, even with SB .)))))) No one has yet proved that price series have waves in the sense of physical waves and the rules for them work there. Decomposition of any function into simplest ones does not mean that the same sinusoids are there from certain factors. This is not always a valid assumption either. Only when it is correct, the problem is solved.

 
Valeriy Yastremskiy #:

No one has yet proved that there are waves in price series in the sense of physical waves and the rules for them work there. Decomposition of any function into simplest ones does not mean that the same sinusoids are there from certain factors. That's not always a valid assumption either.

But it's a fact that you need to filter awareness.
And it means that we need to filter by spectrum, and spectrum is amplitude, phases, frequencies, and amplitude, phases, frequencies are - oh how unzhynda it is Sinusoids)))).
 
mytarmailS #:
But it's a fact that you need to filter your awareness.
And it means filtering by spectrum, and spectrum is amplitude, phases, frequencies, and amplitude, phases, frequencies are - oh, how strange - sinusoids)))).
There is one (un)big hitch in your flawless logic: the market is not a wave and filtering there means something else entirely

The nature of the process is different, you know? 😁 just like quantum physics and Newtonian mechanics don't work here either.

Waves are formed in a homogeneous medium, that's why there are simple processing methods there
 
Maxim Dmitrievsky #:
There is one (un)big hitch in your flawless logic: the market is not a wave and filtering there means something different
.

The nature of the process is different, you know? 😁 just like quantum physics and Newtonian mechanics don't work here either.

Waves are formed in a homogeneous medium, so there are simple processing methods there

It is possible to calculate waves in inhomogeneous, knowing the topology of the medium))))))

The nature of the process is of course different, but it looks similar) So apparently some methods of physicists work, badly, but they work).
Reason: