Machine learning in trading: theory, models, practice and algo-trading - page 3659

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Umap + dbscan is a modern top...
Yumap is a modern non-linear PCA
I comparedit here.
Is there any "unconventional" ways of using UMAP, or only for reducing the number of features?
I would like to read somewhere...
or just to reduce the number of signs?
To reduce
They say that for clustering you can use
It is written that you can use for clustering
Well there just showed a bunch of yumap + different clusters and showed how badly kmins clusters and how coolly dbscan clusters.
No, at first hdbscan was even worse than kmins, and then after dimensionality reduction with yumap they made dbscan, but forgot about kmins :)
We can figure out how to create TCs with this engineering marvel.To reduce
Reduction should be done by throwing out predictors, not burying noise.
You can figure out how to create TCs with this engineering marvel.
https:// dzen.ru/a/Yq3r326lRUNnWscY
collect all the materials that are presented in this article.
o From the first study - "Speculative Skill - Deutero-Traders' Outcomes" - it appears that less than 1% of deutero-traders were able to earn consistently in the long term (a year or more), 0.11% could earn super profits (higher than average salaries).
o From the second study -"Can you live from deutrading?" - it appears that only 0.24% were able to earn in the long term (again, a year or more). Only 0.09% were able to earn super profits.
Notice how the two papers have similar numbers. Recall that the first study was from 1992 to 2006, the second from 2013 to 2015.
Several tens of thousands of backtests by our team (can't find the
Well, and the main thesis of this paper:
If you come to the market for profit and with rational intentions, action trading and scalping will not bring you that very profit in the long term. The probability is about 99%.
Well the same works for k-mins )