The essence of optimisation - page 11

 
J.B:

In this respect it is of course elaborated, if we are talking about simply approximating with a hyperplane, a random (and parameter space) test sample.

Well everything matters little, this is not the "OPTIMIZATION PROPERTY", what you are talking about is just a methodology to reduce machine calculations, it is of course important, but not so essential.


In fact the question is not an easy one and it generally goes into the vacuum of thinking about the essence of market laws, which everyone is over-saturated with because of the extreme noisiness of such considerations. So I won't even try.

I'll say in the style of Nostradamus:):)

THE MODEL MUST CONTAIN RELEVANT A PRIORI DATA ABOUT THE PROCESS.

Comment on what's on the visualisation.

I take it that the point of stochastic optimization is not to scatter tests over a known target function, but to dynamically approximate the unknown function, as shown above in the picture from pantural.

The difference is the same as the difference between retrospective "prediction" and real-time. In hindsight you don't actually need to predict anything, it's the dynamics that makes sense.

 

J.B:

THE MODEL MUST CONTAIN RELEVANT A PRIORI DATA ABOUT THE PROCESS.


She doesn't owe anyone anything. She doesn't give a damn about your claims from a high bell tower.
 
Reshetov:
She doesn't owe anyone anything. She doesn't give a damn about your claims from a high bell tower.
+ 1
 
EvMir:

Comment on the visualisation.

I take it that the point of stochastic optimisation is not to scatter tests over a known target function, but to dynamically approximate the unknown function, as shown above in the picture from pantural.

The difference is the same as the difference between retrospective "prediction" and real-time. You don't actually need to predict anything in hindsight, it's the dynamics that makes sense.

No, you haven't understood anything.


Reshetov:
She doesn't owe anyone anything. She doesn't give a damn about your claims from a high bell tower.

A comment from a psychologist who specializes in blondes.

 
J.B:

No, you don't understand anything.

A lot of red. It's like someone got whacked.

You got it?

Spill it already Nastradamus, what's relevant and metaphysical...

 
J.B:

Psychologist's commentary

Hands off the psychologists! Bill Williams is a psychologist, Uncle Elder is a psychologist, the list goes on and on. And why? Because 80% of market success is psychology.

 
Alex_Bondar:

Hands off the psychologists! Bill Williams is a psychologist, Uncle Elder is a psychologist, the list goes on and on. And why? Because 80% of market success is psychology.

"80% market success is psychology" for one reason only -- you're easily indoctrinated! And psychologists are very good at exploiting that...
 
Alex_Bondar:

Hands off the psychologists! Bill Williams is a psychologist, Uncle Elder is a psychologist, the list goes on and on. And why? Because 80% of market success is psychology.

I hope this is sarcasm. the success of selling unnecessary books is 80% psychology..... psychology of selling bullshit...
 
VNIK:
"80% of market success is psychology" - for one reason only - you're easily suggestible! And psychologists are very good at exploiting that...

Not really.

nowi:
hope that's sarcasm. success selling unnecessary books is 80% psychology..... psychology of selling bullshit...

I was speaking on impulse, really in jest.

But as they say in every joke there is only a part of a joke...

In this case, although everyone here thinks of themselves as "quantum" denying all humanitarianism, but what do these very "quantum" do, if not develop models that give statistically valid short-term forecasts? Eating out the so-called "market inefficiencies" before others. Why would these "inefficiencies" even exist? If we exclude macroeconomic inside information available only to the powerful, other "inefficiencies" may be solely because traders and robots act in accordance with the hope that the MARKET HAS MEMORY, the crowd creates feedbacks and reacts in a certain way to certain market conditions, trying to predict how most will do in the near future. And this is psychology.

The rest is a matter of technique.

As George Soros rightly said about financial success being about "predicting future PREVALUES".

 

Alex_Bondar:

1. THE MARKET HAS A MEMORY, the crowd creates feedback and reacts in a certain way to certain market conditions, trying to predict how the majority will act in the near future.

2. and this is psychology.


On point 1 --- everything is correct and logical, except for the last phrase: "trying to predict how most will act in the near future" - this is the author's own speculation

But on point 2. --- There is no logical connection between point 1 and point 2, as point 1 is pure mathematics and point 2 is pure metaphysics.

All in all, on the subject of logic, there are tensions here.