Using neural networks in trading - page 32
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Errrrrr.... You're kind of baffling me - I thought that only stationary processes are dealt with in modern econometrics.
They say cognition can be historical or logical.
Historical. Until 1987 I completely agree with you. Stationarity. The dominance of Nobels with their efficient market and random wandering.
1987 - crisis in the markets. Thoughtful, but the Nobels continued to persevere. I think Black and Scholes set up a fund to demonstrate efficient markets. It burst by 1998.
After 1998, even more thought was given to the dubiousness of the idea of stationarity.
After the 2008 crisis, I don't come across any publications at all that refer to econometrics that consider stationary processes - only non-stationary ones. More theoretical publications are ready-made software code in R. A colleague called this code.
thanks for the historical reference, but we are talking about something else - non-stationary series lead to a stationary or pseudo-stationary form for analysis
P.S. How long have you been able to kamlava on R?
Thanks for the historical reference, but we are talking about something else - non-stationary series lead to a stationary or pseudo-stationary form for analysis
P.S. how much more can we camel on R?
I wish someone would show me why that damn R is so good. Somebody show me !!!! It's starting to feel like trolling.
You have been told - GARCH works with fixed rows.
FARIMA - don't know. Ready-made code - maybe. It works with stationary rows.
So?
I wish someone would show me what makes this bloody R so good. Somebody at least show me !!!! It's starting to feel like trolling.
I was taught otherwise. If there are references, please do. But your opinion contradicts everything I know.
Not at all. You will be less happy. And so to each his own. Do not worry.
I'm not worried.
Actually, I was wondering what you found so good there, but in view of your mysterious answers to sit for 5 years and so on, I got contradictory impressions.
What I don't understand is what successful, cool econometricians are doing on this godforsaken forum. There are no futures on MT4 and there cannot be.
..... econometricians......fuchs no
where is the connection?
I'm not worried.
Actually, I was wondering what you found so good there, but in view of your mysterious answers to sit for 5 years and so on, I got contradictory impressions.
Handsome is beautiful.
My comrade-in-arms had this inscription on his shoulder... :-)
I think the subject is not covered, at least in terms of organization and preparation of input data to the network...
You have to start from the beginning
You have to start here. Start with a simple one.
Stationary series = Mo and variance is a constant. With ARCH the variance is not only not a constant, but also depends on previous values.
When building models, a check for ARCH residual from models is mandatory, because MOC cannot be applied in the presence of ARCH.