Random Flow Theory and FOREX - page 61

 

Hi Alexey ! Are you free already ? Check it out, I've started a new thread.

 
Mathemat >> :

... But you yourself have an idea of the difference between a concept and its interpretation. I do not see anything funny in the lack of definition of the central concept of the field of science. This is a contradiction of all our science (well at least its strictest part - mathematics), because it is built on known axiomatic principles, and no one knows the ways to change the state of affairs.

I suggest that you go no further, or you may come to the Church's thesis and Gödel's theorem. Then it will become clear that you can not define anything, we are in a vicious circle and 80% of readers will run to the Orthodox Church, and 20% - to Krishna. That would be the wrong way to develop a discussion. It's not going to work that way. Something has to be done. We have to do something concrete.

All I wanted to show here so far is that the panelists should be careful, very careful with the concepts of probability theory and matstatistics, because it is easy to see when the process in question STILL stops responding to the model. Actually, there is no "model" yet, there are only attempts to cram a bunch of known statistical methods into description and prediction of price movement.

For me personally, the most surprising thing is that in a thread where I (or someone else) could give a verbal description of price formation, NO ONE QUESTIONS ANYTHING (!) It turns out that everyone is just not interested. This is astonishing, because normally in mathematical modelling a DESCRIPTIONAL WORD MODEL of a process or phenomenon is built in the beginning, and only after that one starts to write formulas.

Even more astonishing is that on the Spider forum, Paul himself has banned me for the second time in six months for timidly trying to tell and explain the mechanics of the large adult currency interbank market, from which (theoretically) a pricing model can be constructed. They are out there discussing who knows what - Mars, Jupiter, Saturn, space, everything but reality. Here is the other extreme - they are discussing ALL the models known to mathematics, without addressing the description of the process itself. You can't treat a Negro from a photograph. No real doctor would do that, only a charlatan. You can't look at a chart alone to build an adequate model of currency price flow.

 
Mathemat писал(а) >>

But you yourself have an idea of the difference between a concept and its interpretation. I do not see anything funny in the lack of definition of the central concept of the field of science. This is a contradiction of all our science (well at least its strictest part - mathematics), as it is constructed according to the known axiomatic principles, and no one knows the ways of changing the state of affairs.

You know that in geometry the notions of point, straight line and plane are undefined, don't you?

And natural numbers, which, according to a well-known expression, were invented by God? Here I am frankly floating: I don't know their strict definition, which seems to have been invented by Peano or someone else. But in the theory of numbers (natural numbers), the natural series itself is not a defined concept. And why define it if it's already an obvious concept? :)

Gödel's incompleteness theorem from general algebra. Direct theorem: If the theory is incomplete (it has unprovable propositions - axioms), then it is not inconsistent. Inverse theorem: If the theory is complete (it has provable propositions - axioms), then it is contradictory. Ultimately the material world is not contradictory because there is Spirit outside it.

 
faa1947 >> :

Gödel's theorem of incompleteness from general algebra. Direct theorem: If the theory is incomplete (it contains unprovable propositions - axioms), then it is not inconsistent. Inverse theorem: If the theory is complete (it has provable propositions - axioms), then it is contradictory. Ultimately the material world is not contradictory because there is Spirit outside it.

faa1947, let's really not go too deep, eh? That's not at all what Gödel was proving.

An example that refutes your "inverse theorem" is classical geometry, augmented with a few new postulates. It is complete and consistent. Moreover, there is an algorithm for proving or disproving any statement that does not go beyond it.

 
AlexEro >> :

For me personally, the most surprising thing is that in a thread where I (or someone else) could give a verbal description of pricing, NO ONE asks ANYTHING (!) It turns out that everyone is just not interested. This is astonishing, because normally in mathematical modelling a DESCRIPTIONAL WORD MODEL of a process or phenomenon is built in the beginning, and only after that one starts to write formulas.

This is typical not only of ours but also of other trading forums. As Nietzsche said, as culture expands into the masses it loses in quality.

 
Mathemat писал(а) >>

faa1947, let's really not go too deep, eh? That's not at all what Gödel was proving.

The example that disproves your "inverse theorem" is classical geometry, augmented by a few new arrivals. It is complete and consistent. Moreover, there is an algorithm for proving or disproving any statement that does not go beyond it.

One might not go into Gödel, were it not for one crucial fact that follows from Gödel: In any theory, even if it is narrowed down to a TS, it makes sense to discuss the initial premises, and algorithms are a matter of learning and qualification. If you take Euclidean geometry, a number of axioms in it are unprovable (parallel lines don't intersect). And everyone has been praying for a couple of thousand years. In the 19th century, a certain Lobachevsky questioned this fact and got another geometry. If you bound the gardens, Euclid, and draw parallel to the poles, there they will intersect.

It could be less detailed, but I'm just trying to push one point on this thread: we need to decide on the BP model. I think the stationary model is a dead end - we should forget about it. We are not the first ones to encounter BPs that do not possess the property of stationarity. Above in the posts I advertised nonlinear dynamical systems, but I do not insist on them, although I think it is more constructive than stationary VR. Dream: there is a thread where the BP model is initially accepted (axiomatically, unprovably). And then there is a discussion of the fit of this model to BP, an assessment of the error resulting from the discrepancy between the model and BP and, perhaps, algorithms derived from the model and their application to BP. And so the flight of thought and the more beer the higher the flight.

 
faa1947 >> :

One would not have to go into Gödel if it were not for one crucial circumstance arising from Gödel: In any theory, even if it is narrowed down to TC, it makes sense to discuss the initial premises, and algorithms are a matter of learning and qualification. If you take Euclidean geometry, a number of axioms are unprovable in it (parallel lines don't intersect). And everyone has been praying for a couple of thousand years. In the 19th century, a certain Lobachevsky questioned this fact and got another geometry. If you bound the gardens, Euclid, and draw parallel to the poles, there they will intersect.

It could be less detailed, but I'm just trying to push one point on this thread: we need to decide on the BP model. I think the stationary model is a dead end - we should forget about it. We are not the first ones to encounter BPs that do not possess the property of stationarity. Above in the posts I advertised nonlinear dynamical systems, but I do not insist on them, although I think it is more constructive than stationary VR. Dream: there is a thread where initially the BP model is accepted (axiomatically, unprovably). And then there is a discussion of the fit of this model to BP, an assessment of the error resulting from the discrepancy between the model and BP and, perhaps, algorithms derived from the model and their application to BP. And so the flight of thought and the more beer the higher the flight.

faa1947, did they really teach Gödel's or e.g. language theory in the vocational school? I thought only in botany.... But don't get all glossy here, not really the point :)

 
Mathemat >> :

This is typical not only of ours but also of other traders' forums. As Nietzsche said, as culture expands into the masses it loses in quality.

Gödel, Nietzsche, who's next? :)

 
Mathemat >> :

faa1947, let's really not go too deep, eh? That's not at all what Gödel was proving.

The example that disproves your "inverse theorem" is classical geometry, augmented with a few new postulates. It is complete and consistent. Moreover, there is an algorithm for proving or disproving any statement that does not go beyond it.

You are wrong. https://en.wikipedia.org/wiki/Principia_Mathematica

 
AlexEro писал(а) >>

For me personally, the most surprising thing is that in a thread where I (or someone else) could give a verbal description of pricing, NO ONE asks anything (!) It turns out that everyone is just not interested. This is astonishing, because in mathematical modelling, a DESCRIPTIONAL WORD MODEL of a process or phenomenon is constructed FIRST, and only then do we begin to write formulas.

Even more astonishing is that on the Spider forum, Paul himself has banned me for the second time in six months for timidly trying to tell and explain the mechanics of the large adult currency interbank market, from which (theoretically) a pricing model can be constructed. They are out there discussing who knows what - Mars, Jupiter, Saturn, space, everything but reality. Here is the other extreme - they are discussing ALL the models known to mathematics, without addressing the description of the process itself. You can't treat a Negro from a photograph. No real doctor would do that, only a charlatan. You can't look at a chart alone to build an adequate model of currency price flow.

Why do you think that you have to give any verbal descriptions in this thread, which was not opened by you and is dedicated to a very specific random flow theory model? Even more incomprehensible, why do you think anyone should ask (or ask) you about it?

Maybe Paul is banning you for doing it on the Spider, not in his, but in completely different threads?

But the question is nevertheless interesting. So I make a concrete suggestion.

Open your own thread and formulate everything you have to say in it. If your knowledge of the "mechanics of the big adult currency interbank market" is of interest to anyone, then those people will certainly gather there and discuss your topic. I think quite a few of the people there will show up as well. But to do it here is to draw the blanket over yourself. It's not very correct.

At the same time it would be a good idea to explain whether you were able to build your own pricing model based on this knowledge, and if not, why not. The fact is that there are many people with knowledge and only a few with models. That's the paradox. :-)))

faa1947 wrote >>

Above in the posts I advertised non-linear dynamical systems, but I don't insist on them, although I think they are more constructive than stationary VR. Dream: there is a thread where the BP model is initially accepted (axiomatically, unprovably). And then there is a discussion of the fit of this model to BP, an assessment of the error resulting from the discrepancy between the model and BP and, perhaps, algorithms derived from the model and their application to BP. And so the flight of thought and the more beer the higher the flight.

Your dream is quite feasible, if you have a model of course. The method is the same: open a branch and go ahead. You just mentioned non-linear dynamical systems. What is there to discuss. If you have something substantial - set it out. For example, what dynamic systems do you think can be applied in the market, how you are going to use them, and so on. You can only discuss specific things. Otherwise it turns into flooding.
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