From theory to practice - page 466

 
Maxim Dmitrievsky:

Computer games AI vs human, chess, GO, chatbots. What the hell is nature, who cares. I'm talking about the burgeoning technology at the moment in AI, nothing more sophisticated has been invented yet. Bandits is just an excursion into more complex approaches later.

Regarding market prediction - all more or less experienced algorithmic traders have an agreement that the market is unpredictable. Based on that, and also on "game theory", where the market is treated as an auction, other strategies are chosen whose results are statistically significant.

It's not clear why the term "playing with nature" is getting such a violent reaction from you. It just so happens that virtually all modern matstatistics can be formulated in its terms. At the link you cited are algorithms for solving some statistical problems (bandits are mentioned by me, because they are used by the authors for the name of the site).

I will be very grateful to you for links to works, where speculative markets are treated as auctions.

 

Буду весьма благодарен вам на ссылки на работы, где спекулятивные рынки рассматриваются как аукционы.

I'd appreciate it too, very interesting to see.

 
Aleksey Nikolayev:

It is not clear why the term "playing with nature" evokes such a violent reaction from you. As it happens, virtually all modern matstatistics can be formulated in its terms. At the link you cited are algorithms for solving some statistical problems (bandits are mentioned by me, because they are used by the authors for the name of the site).

I will be very grateful to you for links to works, where speculative markets are treated as auctions.




 
Aleksey Nikolayev:

It is not clear why the term "playing with nature" evokes such a violent reaction from you. As it happens, virtually all modern matstatistics can be formulated in its terms. At the link you cited are algorithms for solving some statistical problems (bandits are mentioned by me, because they are used by the authors for the name of the site).

I will be very grateful to you for links to works, where speculative markets are treated as auctions.

https://www.mql5.com/ru/articles/1825

 
Evgeny Raspaev:

I'd appreciate it too, very interesting to see.

It's all gibberish.

If you want to predict the market, you need to predict supply and demand, seasonality, etc. I.e. the real market, not quotes. They are just theoretical constructions that do not bind in any way.

The whole channel: https://www.youtube.com/playlist?list=PLM5moSCBVwY3yBH0V7pDflLfRjvBAZT4h

 
Maxim Dmitrievsky:

It's all gibberish.

If you want to forecast the market, you need to forecast supply and demand, seasonality, etc. I.e. the real market, not the quotes. So it is just a theoretical and non-binding construction.

supply and demand are made by people (countries) based on their interests. Ok question for example Japan shipped 1000 pcs Toyota cars to USA. USA paid for 1000 cars with US dollar. Japan converted to yen. And let's say the payment and conversion took about 1 minute. The question is will this affect the quotes? (I'm not being facetious, I'm interested in your opinion)

 
Evgeny Raspaev:

Supply and demand are made by people (countries) based on their interests. OK question for example Japan shipped 1000 Toyota cars to USA. USA paid for 1000 cars with US dollar. Japan converted to yen. And let's say the payment and conversion took about 1 minute. The question is will this affect the quotes? (I'm not being facetious, I'm interested in your opinion)

This is a pointless question, do not waste my time or yours :) The currency market is more complicated than the commodity market. It will definitely affect the company's shares. Gone from this discussion about game theory, which is woe betide the mind.

 
Maxim Dmitrievsky:

This is a pointless question, don't waste my time or yours :) The currency market is more complicated than the commodity market. A company's shares will definitely be affected. Gone from this discussion about game theory, which is woe is me.

)))) I am surprised you honestly. Let's not waste any time))) I wanted to reflect. You were talking about supply and demand - who needs money without goods? Or is it just some invisible force that buys and sells currencies back and forth? just like that? )))))

 
Evgeny Raspaev:

)))) I'm surprised at you honestly. Let's not waste any time))) I wanted to reflect. You talked about supply and demand - who needs money without goods? Or is it just some invisible force that buys and sells currencies back and forth? just like that? )))))

Read books, e.g. "Economics". Kindergarten daisy

I graduated in economics long ago, I am not interested in discussing the 1st semester of my first year.
 
Maxim Dmitrievsky:

Read books, e.g. Economics. Kindergarten daisy

I studied Economics long ago, I'm not interested in discussing the first semester of my first year.

as you say

Reason: