Machine learning in trading: theory, models, practice and algo-trading - page 922

 
Maxim Dmitrievsky:

Maxim, still, what do you use as predictors? If it is not a secret, of course.
 
Olga Shelemey:
Maxim, what do you use as predictors? If it is not a secret, of course.

Now just price series, not transformed in any way for RF

for NS you can take normalized increments

But I don't have the Grail, I'm not an authority here. Aleshenka here has
 
Aleksey Vyazmikin:

Can you briefly state the essence of the binge? The language barrier prevents me from understanding...

When I get to the scaffolding according to your article, I'll ask a lot of questions.


the gist of the hilarity in a nutshell. The Chinese always cheat, and this is all my ideas from the articles.

removes noise from predictors via fuzzy rules, then outputs are fed to inputs of recurrent network, which is trained via reinforcement

but, The financial problem is highly complicated and it is hard to manually set up the fuzzy membership functions
Fig. 2. Overview of fuzzy DRNNs for robust feature learning and self-taught trading.
We prefer to learn the fuzzy membership functions directly from the experiences.Therefore, we prefer to directly learn the membership functions and this idea will be detailed in Section IV.

 
Maxim Dmitrievsky:

In a nutshell, the gist of it. The Chinese always lambast everything, and here I have all my ideas from the articles

removes noise from predictors through fuzzy rules, then outputs are fed to inputs of recurrent network, which is trained through reinforcement

But, The financial problem is highly complicated and it is hard to manually set up the fuzzy membership functions
Fig. 2. Overview of fuzzy DRNNs for robust feature learning and self-taught trading.
We prefer to learn the fuzzy membership functions directly from the experiences.Therefore, we prefer to directly learn the membership functions and this idea will be detailed in Section IV.

So the idea is really good!

 
Aleksey Vyazmikin:

So the idea is really good!

It's a common idea, an everyday idea. Every housewife every now and then is thinking about such neural network architectures

I'm interested in details, but you can't find them anywhere until you think them up yourself.

 

https://github.com/Roffild/RoffildLibrary

Discussion (I hope they don't kill the thread again):

https://www.mql5.com/ru/forum/245373

 
Yuriy Asaulenko:
never mind :)
 
Maxim Dmitrievsky:
Never mind :)
Now I do myvps on google... At your suggestion. Micro. It seems to be fine, but I have not yet reached the mode.
Yes, the database isSQLite. Great stuff
 
Yuriy Asaulenko:
Now vps on google... At your suggestion. Micro. It seems to be fine, but I have not yet reached the mode.

Some other freebies on Microsoft's azure) - have not check it out yet, since I do not need it.

 
Maxim Dmitrievsky:

Microsoft also has free stuff like that on azure) I haven't looked at it yet, because I don't need it.

On. MS freebies are smaller and worse))
Reason: