From theory to practice - page 1064

 
Alexander_K:

Physics? Everywhere. In increments as instantaneous velocities - first of all, if you imagine price as an image of a particle. And in Einstein's theory for Brownian motion.

So why do you thin out the instantaneous velocities? What do you want to get? As a physicist.

 
Aleksey Ivanov:

Alexander_K will come and scold us. "What have you turned this thread into?", he'll say. Let's make up some kind of diffusion in the space of prices, or it is not a trend of thought?

Here's a better idea of diffusion in some force fields of "financial and economic forces" that create directional drifts of Brownian price spikes.

No, I will not scold :)

I'm still looking for the cat - it ran away, the devil... I still can't install Win7 - I'll try it this weekend, yet without activation. I don't know - maybe the computer will stop working...

And you should read books like this:

http://sci.alnam.ru/book_dsp.php?id=155

 
Aleksey Nikolayev:

Have radio amateurs learned the ergodic theorem, which is in the next paragraph?

Radio amateurs learned it all in school. Then they learned it a little bit as the play progressed.

 
Alexander_K:

No, I won't scold you :)

I'm still looking for the cat - it ran away, the devil... I can't install Win7 yet - I'll try it at the weekend, no activation yet. I don't know - maybe the computer will stop working altogether...

I've got some books like this to read:

http://sci.alnam.ru/book_dsp.php?id=155

Oh, it turns out it's Friday and I didn't know. I have all days off. And I still remember these distributions of yours (the recommended book).

 

Yes!

To be honest, my fervour has waned, of course... But it hasn't completely gone away. Do you know why?

Because there are people like Vizard_ and Wisard_2018, secret and CheGevara etc. on this forum. They really manage to cheat the market and I have no reason not to believe them.

That means there is a grail! We just need to find it..... Seek it out, so to speak.

 
Alexander_K:

Yes!

To be honest, my fervour has waned, of course... But it hasn't completely gone away. Do you know why?

Because there are people like Vizard_ and Wisard_2018, secret and CheGevara etc. on this forum. They really manage to cheat the market and I have no reason not to believe them.

That means there is a grail! We just need to find it..... To find it, so to speak.

So, what is the current thinking trend? What are we nibbling on?

I think the key to the problem or the key word should be cheat

 

if you calculate the productivity of this "branch" you get about 1.5 - 3 useless pages per hour XD

which is pretty good for achieving nothing =DDDDXDXDXD

 
Aleksey Ivanov:
So what is the trend of thought nowadays? What are we "nibbling" on?

After the Windows upgrade, the first thing I will do is to revisit the issue of thinning the time series. The second point is to use the thinned data to determine the measure of the central tendency of the process. This is a tricky, very tricky average :)))

 
Alexander_K:

After the Windows upgrade, the first thing I will do is to revisit the issue of thinning the time series. The second point is to use the thinned data to determine the measure of the central tendency of the process. This is a tricky, very tricky average :)))

What is thinning? Throwing out uncharacteristic points or what? (robust approach) Or something else?
 
Alexander_K:

It's a tricky, very tricky middle one :)))


So you've come up with something theoretical? Intrigued.

Reason: