Machine learning in trading: theory, models, practice and algo-trading - page 2709

 
mytarmailS #:
Alexei, an event is a rule, any event, pattern, case you have to describe mathematically to separate it from other events, that is to create a rule...

TS is an event or a sequence of events == TS is a rule or a sequence of rules

Only in the case of an event we have an abstract concept that everyone understands differently, but in the case of a rule, everything is crystal clear what is meant....
It is the same with the activation function (it was necessary to invent such a thing)) ) Why use an already used, often used concept in the MO and call something your own with it? And then be surprised that you are not understood or do not want to understand.

An event is a meaningful process of influencing the price in essence, from it the final rules are generated\lists or splits only and they already give the final affiliation to the outcome - "0" or "1". The rules arise after researching the events.

Regarding activation - if we imagine that the market is a series of events, then the selection of an event occurs through the triggering of processes describing it, i.e. through activation. Whether this selection process is random or not is not important. Of course, I know that a similar concept is steadily connected with neural networks, and here in essence the same thing can be presented - there is a network for selecting the nearest Event, which produces a probabilistic outcome classified by the activation function, and then another network generating the Event.

 
Maxim Dmitrievsky #:
Then he would have specified that he was looking at the graph from a tervera perspective. As it is, it's a mess. The object of study is not clear. It is real or fictional.

We are looking for a real event that prompted people to act. Of course there will be fictional ones, but how to identify and remove them is another question.

 
Aleksey Nikolayev #:

It's unlikely he's going to say theorver. Rather, he is just intuitively following a similar path. Kind of like how differential calculus was "discovered" after Newton many times without knowing anything about his works.

This is why teamwork is necessary, when everyone can productively apply their intelligence to a common goal.

Of course, I lack knowledge, but it is compensated by a vigorous imagination, which would flow faster in the right direction if there were people with knowledge.

It is known that knowledge limits people's imagination, so synergy would be productive.

 
Aleksey Vyazmikin #:

There is no doubt that I lack knowledge, but that is compensated for by a vigorous imagination

That's the most important thing)))
 

Terms terms terms terms))))

It is not logical to use an event understood as an event from FA in an environment where there is no accounting for them except for the cramped accounting of news. Searching for events from real on the price chart without their identification is also not clear.

In general, it is better to first give an understanding of your own terms and catch the stones of interlocutors). It is a pity that chelya are organised in such a way that to change the system of terms is for them as a betrayal of itself, but it is the most difficult and not guaranteeing way of the solution, but it is a necessary condition of co-op)))))

 
Valeriy Yastremskiy #:

Terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms)))

It is not logical to use an event understood as an event from FA in an environment where there is no accounting for them except for the cramped accounting of news. Searching for events from real on the price chart without their identification is also not clear.

In general, it is better to first give an understanding of your own terms and catch the stones of interlocutors). It is a pity that chelya are organised in such a way that to change the system of terms is for them as a betrayal of itself, but it is the most difficult and not guaranteeing way of the solution, but it is a necessary condition of co-op))))

Thank you, kind man. Otherwise my strength has already run out.
 
Valeriy Yastremskiy #:

Terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms terms)))

It is not logical to use an event understood as an event from FA in an environment where there is no accounting for them except for the cramped accounting of news. Searching for events from real on the price chart without their identification is also not clear.

In general, it is better to first give an understanding of your own terms and catch the stones of interlocutors). It is a pity that chelya are organised in such a way that to change the system of terms is for them as a betrayal of itself, but it is the most difficult and not guaranteeing way of the solution, but it is a necessary condition of co-op)))))

I think I understand what people don't understand, here is the scheme, it should become clearer.

Regarding terminology - I haven't heard an analogue of the name yet, and earlier I explained why it is not a search for "Rules" in the accepted sense of understanding. Otherwise it would be two different rules, one exact and one probabilistic.

An event can be represented as a decision tree, but we don't know it, we would have to try to construct it. However, it is too costly to build the whole tree, so I suggest to look for stumps - 2-3 splits, and then try to build the whole tree.
 
Aleksey Vyazmikin #:

We are looking for a real event that prompted people to take action. At the same time, of course, there will be fictitious ones, but how to identify and remove them is another question.

There are no events among the components of the time series, much less real ones

In your case, it is easier to remove everything and identify nothing.
 
Maxim Dmitrievsky #:
There are no events among the components of the time series, much less real ones

In your case, it is easier to remove everything and identify nothing

So let's leave it for now, let's not use time series as they are used.

 
Aleksey Vyazmikin #:

So let's leave it for now, let's not use time series as they are used.

I don't have anything else to use, so I'm going to use them. Time series classification hasn't gone anywhere. It uses its own terminology for that, such as attributes rather than events.
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