Machine learning in trading: theory, models, practice and algo-trading - page 3028

 
Maxim Dmitrievsky #:

convolutions, convolutional nuclei

convolutional kernel transform

Got it. But something in imagination does not draw how they can be connected with quantisation at all to be mutually substituted. The history is rather pulled up by them. I plan to try them later.

 
mytarmailS #:
You should have said so right away.

Instead of three understandable words, you have 100 incomprehensible concepts.

You're sitting there wondering what the hell you're talking about.

I don't know how to be more specific - I think Maxim understood.

" In binary form. The column is the number of the rule, and the value is "1" - the rule worked and "0" - the rule did not work. Well, and the target as on the main sample. "

 
Aleksey Vyazmikin #:

Got it. But something in imagination does not draw how they can be connected with quantisation at all, that would be mutually replaced. It's more like history is being pulled up by them. I plan to try them later.

study

https://www.arxiv-vanity.com/papers/1910.13051/

https://www.youtube.com/watch?v=1BRYrnvMhyI


The article contains many references to other state-of-the-art methods of time series classification, methods of signal and pattern extraction.

There is nothing about inefficiencies, but this is, as they say, homework

ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels
ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels
  • www.arxiv-vanity.com
Most methods for time series classification that attain state-of-the-art accuracy have high computational complexity, requiring significant training time even for smaller datasets, and are intractable for larger datasets. Additionally, many existing methods focus on a single type of feature such as shape or frequency. Building on the recent...
 
Aleksey Nikolayev #:

Well, I can't yet figure out how to implement profit maximisation into the same bousting, for example.

I am doing something, of course, but I would like to hear other informative opinions on the topic.

how are you doing with boosting and profit maximisation?

 
Maxim Dmitrievsky #:

study

https://www.arxiv-vanity.com/papers/1910.13051/

https://www.youtube.com/watch?v=1BRYrnvMhyI


The article contains many references to other state-of-the-art methods of time series classification, methods of signal and pattern extraction.

There is nothing about inefficiencies, but this is, as they say, homework

Yes, the theory of creation is clear. There is a question of rationality in my mind, and generation of different variants. The plan is to make a generator and a tester with quantisation to evaluate the efficiency of each instance of the convolution kernel. Later - the first priority task - prediction of data drift in a particular predictor. Without solving this task, my interest in everything drops.

 
Aleksey Vyazmikin #:

The theory of creation is clear enough. It's a question of rationality for me, and generation of different variants. According to the plan, I will make a generator and a tester with quantisation to evaluate the efficiency of each instance of convolution kernel. Later - the first priority task - prediction of data drift in a particular predictor. Without solving this problem, my interest in everything drops.

"Quantisation" highlights some of the properties of the fiche, as I understand it. The convolution does the same thing. It turns out to be buttery buttery.
 
Maxim Dmitrievsky #:
"Quantisation" highlights some of the properties of the fiche, as I understand it. A convolution does the same thing. It turns out to be buttery buttery.

Reconciliation on time series aggregates information about past values of predictors (it is possible to take those that were in the sample and those that were not), and quantisation evaluates the success of this action.

 
Aleksey Vyazmikin #:

Time series convolution aggregates information about the past values of predictors (it is possible to take those that were in the sample and those that were not), and quantisation evaluates the success of this action.

What is quantisation?)
 
Maxim Dmitrievsky #:
What is quantisation?)

In the context I'm referring to, it is a piecemeal evaluation of a range of data in order to identify a piece (quantum segment) whose probability of belonging to one of the classes is x per cent greater than the average over the whole range.

 
Aleksey Vyazmikin #:

In the context I'm referring to - a piecewise evaluation of a range of data in order to identify a chunk (quantum segment) whose probability of belonging to one of the classes is x per cent greater than the average over the whole range.

Range of data or range of fiche values?
Can you use the rsi indicator as an example?