Machine learning in trading: theory, models, practice and algo-trading - page 606

 
elibrarius:
That's why overestimating the number of neurons is also harmful. It won't be generalizing, it will be remembering along with the noise.

Well, either regularization/early stop... but you can't do that by yourself :))) and I feel that even the packages will be a pain...

here's an article I found... here's a summary of everything http://ai-news.ru/2016/05/tehnologii_fondovogo_rynka_10_zabluzhdenij_o_nejronnyh_setyah_578372.html

Технологии фондового рынка: 10 заблуждений о нейронных сетях
Технологии фондового рынка: 10 заблуждений о нейронных сетях
  • ai-news.ru
Нейронные сети - один из самых популярных классов алгоритмов для машинного обучения. В финансовом анализе они чаще всего применяются для прогнозирования, создания собственных индикаторов, алгоритмического трейдинга и моделирования рисков. Несмотря на все это, репутация у нейронных сетей подпорчена, поскольку результаты их применения можно...
 

Machine Learning in Trading: Theory and Practice (Trading and Not Only)

Theorists !!!

When will be the practice?

Not to repeat myself, I hope that Nikolai does not mind quoting. I completely agree with him.

Can't you cope with a simple approximator? ))

От теории к практике
От теории к практике
  • 2018.01.22
  • www.mql5.com
Добрый вечер, уважаемые трейдеры! Решил было на какое-то время покинуть форум, и сразу как-то скучно стало:)))) А просто читать, увы - неинтересно...
 
Maxim Dmitrievsky:

...

The NS does not retrieve any signs, signs are fed to the input. It either downsamples or memorizes all combinations (as the number of neurons increases).

I see, you extract the signs yourself and then give them to the input of the NS. If you already have signs, why do you need NS?

Apparently we read different books, and in different ways.)

 
Yuriy Asaulenko:
Apparently we read different books, and in different ways.)

What is there to read, more neurons - more overtraining. Fewer neurons - worse approximation. Norm neurons - all normal, but it still does not work in the market in general due to non-stationarity.

 
Yuriy Asaulenko:

I see, you extract the signs yourself, and then you feed them to the NS input. If you already have the signs, why do you need NS?

Apparently we read different books, and in different ways.)


Well, describe in more detail what and how you feed it, draw a schematic diagram... otherwise it's hard to guess

I did the classic method, as usual... I fed the garbage at the input and got garbage at the output.

 
Vizard_:

Package learningCurve, R, Learning Curve.


Yeah, ok, thanks ) maybe I'll use it later

 
Maxim Dmitrievsky:

Well, describe in more detail what and how you feed, draw a schematic diagram... otherwise it's hard to guess

I did the classical way, as usual... I fed the trash at the input and got the trash at the output

You're the one with the schemes). (Heikin has all this. Do you want me to rewrite the textbook?)
 
Yuriy Asaulenko:
(You are from the schemes.) (Heikin has all this. Do you want me to rewrite it?)

What do you mean by convolution or what? He has a lot of things, as much as a thousand pages :D

If you don't learn NS, it means you have convolution, i.e., data compression... Number of inputs and outputs in NS is about the same... There can only be this option

but MLP is a supervised method, and it's strange to use it as a convolution

 
Maxim Dmitrievsky:

You mean convolution or what? He has a lot of things, as much as 1000 pages :D

If you don't learn NS, it means you have convolution, i.e., data compression... Number of inputs and outputs in NS is about the same... There can only be this option.

We started with layers.)

What about what I have and how I learn, so I told you in detail, and even more than once.

 
Yuriy Asaulenko:

We started with layers).

As for what I have and how I teach, I told you about it in detail, and even more than once.


15-20 inputs of whatever, + monte carlo added to it in whatever way... and the price is still being fed

that's not detailed :)

All in all, everything is clear with layers

Reason: