Machine learning in trading: theory, models, practice and algo-trading - page 562

 
elibrarius:

The teacher's methods of markup are in the same articles. Why is this complete uncertainty for you? By looking into the future you can determine exactly which entry will be profitable and which will not.

So, we determine which one is profitable. Nothing. Any entry will either be profitable or not. If you don't have a known strategy, then most of these inputs are about nothing at all. So you're teaching the multiplication table without knowing the answers.
 
Yuriy Asaulenko:
They defined which one is profitable. Nothing. You should determine which one is profitable. If you don't have a known strategy, most of these entries are nothing. That is, you learn the multiplication table without knowing the answers.

Ha! I think I understand what you're thinking there, Yuri. You and I are moving towards the same goal in parallel courses, just a little bit differently.

I'll probably stop typing my theory here soon - I'll take your example. Anyway the vast majority here don't know anything, why shake the air?

 
Yuriy Asaulenko:
Well, they determined which one is profitable, so what? Nothing. Any entry will either be profitable or not. If you don't have a known strategy, most of these inputs are nothing. That is, you're learning the multiplication table without knowing the answers.
Well, if you do have a strategy, it's far from certain that it's solid and worth teaching. And if it is valid, then why do you need NS and other DM?
 
SanSanych Fomenko:

The Random Forest is what Breyman came up with. And you have to prove with people in authority that what is written is exactly the Random Forest. Everything else is a bicycle, from advertising, called "random forest," even in the cloud.

I'm not discussing the subplots.

Good luck!


pfft, the classic implementation is horribly over-engineered and nowhere to be used, there have been plenty of different modifications for a long time now

it's like Rosenblatt's perseptron

 
Yuriy Asaulenko:

Every day I feel more and more disappointed in the forum. Total degradation of people (with few exceptions), capable only with pigeon eyes look at the monitor in search of the healing Signal. Please, Yuri, send me the coordinates of some other gathering in your personal e-mail, I'll go there to make a quantum theories :))))

 
Alexander_K2:

Every day I feel more and more disappointed in the forum. Total degradation of people (with rare exception), capable only with pigeonholes to look at the monitor in search of the healing Signal. Send me, Yuri, please, the coordinates of some other gathering in the personal area, I will go there to make quantum theories :))))

This is the only place I know about trading. I do not know anything else. It's my first time here since New Year.

And what about your altruism and education to the masses? What happened?

 
Yuriy Asaulenko:


Vladimir Perervenko:
Okay.

I have a story. We took an NS (MLP) and want it to find entries into deals. The algorithm of deal tracking is known. I have no idea where and how to enter the market. The task is to make a profit.

Your actions. With what and how will you teach? By the way, what will you enter?

Still, it's a pity that we never got to hear fromVladimir Perervenko, head of the transport department.
 
Yuriy Asaulenko:

I'm only here for trading. I don't know anything else. It's my first time here since New Year.

What about your altruism and educating the masses? Where did it go?

Well, I'll keep my promise, if I say so, but only for one pair. Requirements for the future user is tougher because of his stupidity. The rest of the pairs will have to work on their own.

I simply feel bored - no deals (evidently, I overdid the boundary conditions for entering a deal), I want to communicate, but there is nobody to talk to...

 
Alexander_K2:

No, well, I'll keep my promise to post a working model, since I gave my word, but only for one pair. The requirements for the future user are tougher because of his stupidity. The rest of the pairs will have to work on their own.

I simply feel bored - I have no deals (evidently, I overdid it with boundary conditions of deal opening), I want to communicate, but there is nobody to talk to...

I don't remember any occasion when something from this forum was clearly useful to me. Here indirectly, something really came in handy. I am not interested in implementations and codes, only in principles, or even approaches. So feel free to publish - I guarantee that I won't even look).
 

Whew... read the whole thread from the beginning to my appearance... now I've seen everything. I need a smoke after the stress I've been through.

But I didn't find the grail there... too bad, I'll keep digging mine then.

Reason: