The market is a controlled dynamic system. - page 16
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And if you persist, I'll post a follow-up picture):
By and large, econometrics involves the use of economic indicators, and there are problems with them for obvious reasons (mostly for complete historical analysis)... but that's not the point...
i'm not against any method in general ... as long as it works ... so i'd like to see the real market application ... do you have a model? - show me...
just for fun...
I don't have a model...
What I can do is for everyone to write models in EViews and analyse them. But for that we will have to wait for the next article, as the results will not be clear.
I love confident people - somehow you believe them immediately! I would believe you too, if I had not generated this data myself. Believe me, it is the sum of sinusoids, and the number of these sinusoids is small - less than a dozen. And if you persist, I'll post a continuation of the picture):
You can take one sinusoid, which initially would not lag and would precisely show the inflection point of your graph and simply add to it other sinusoids and get the original chart you posted - everyone understands this, but how not knowing the mechanism of expansion to know that here is that sinusoid from which we must dance? It's like a signal and impossibility to see it in one frequency band, you should probably take all frequencies and cut off at equal intervals... And in the context of multivolume analysis you have to separate this signal and isolate it in all index pairs (which are interrupted by other harmonics in different ways)... how to do it?
the market is not a sine wave ... ... The market is not a sine wave ... and any signal, even a very complex one, created from repeating oscillations, can not be turned on ... or, rather, it can be turned on, but the efficiency will be low ...
Think of it as no model.
What I can do is for everyone who wants to write models in EViews and analyze them. But for that you'll have to wait for the next article, as the results won't be clear.
I see ... that's a pity ... it would be interesting to have a look ... but my guess is that in terms of efficiency it won't be better than a neural network for example ...
the market is not a sine wave... I don't know, the market is not a sine wave... and any signal, even a very complex one, created from repeating oscillations, cannot be applied to the market... or rather, it can be applied, but the efficiency will be low...
Pardon me. I'm a bit slow. I'll rephrase. The fact that you can get all sine waves from a sum of sine waves is clear to everyone. In the example of Nafany he knows initially - because he himself has generated - which of his 10 sinusoids should be added together (and at different intervals - summed up different sinusoids) to get a smooth smooth smooth curve - inflection point which precisely coincide with the inflection points of the graph
1- how to decompose its picture, laid out again on a sinusoid - because the sinusoid will probably become more than 10
2- how to obtain such a curve (I wrote about it above) having the sine products
3- how to get it into a cluster
If all pairs in a cluster decompose into spectra and find some common spectra... I don't know.
Pardon me. I'm a bit slow. I'll rephrase. The fact that you can get all sine waves from a sum of sine waves is clear to everyone. In the example of Nafany he knows initially - because he himself has generated - which of his 10 sinusoids should be added together (and at different intervals - summing up the different sinusoids) to get a smooth smooth smooth curve - inflection point which precisely coincide with the inflection points of the graph
1- how to decompose its picture, laid out again on a sinusoid - because the sinusoid will probably become more than 10
2- how to obtain such a curve (I wrote about it above) having the sine products
2-how to make it into a cluster
they don't need to be decomposed...
I.e. we have 10-100-1000 sine waves... no matter how many... of course we can go on up to 3000 years... we can generate a signal from them and use it... i.e. we get artificial quotients up to 3000 years )))
like fractals etc...
i.e. the task is to get some kind of formula for the generator...which is impossible for the market unfortunately...
I see ... sorry ... it would be interesting to see ... but my guess is that it won't be any better in efficiency than a neural network for example ...
NS is nothing more than a smoothing algorithm, and is completely black and poorly controlled. NS does not solve the problem of model stability, which is the main thing. There are many steps involved in getting a stable model (or at least estimating it) (see my article). It's like building a building: first get the excavation right, then the foundation, then the walls, etc. You correct and correct the model, and in the end it turns out that the foundation is not good enough for the result. It is a process. That's why your "clearly... pity" to what does it refer?
I have models with a prediction error of up to 10 pips. But a very narrow range of model formulation ideas. EViews (as well as other packages) is a toolkit, and a huge one, but it's not a textbook on how to build econometric models. One guy here built a sensible econometric model and became a Nobel Prize winner.
they don't need to decompose...
i.e. we have 10-100-1000 sine waves... the number does not matter... of course we can go on up to 3000 years... we generate a signal from them and use it... i.e. we obtain artificial quotes up to 3000 years )))
like fractals etc...
i.e. the task is to get some kind of formula for the generator...which is impossible for the market unfortunately...
the market is not a sine wave... And any, even very complex at first sight generated signal - created from repeating oscillations cannot be screwed to the market... or rather, it can be screwed, but the efficiency will be low...