Machine learning in trading: theory, models, practice and algo-trading - page 1894
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The MGUA method assumes sampling and predictors, doesn't it? Or did you just take prices or their derivatives for different ranges, fit them into one line, and then start looking for primitive MGUA models, which resulted in 1/0 functions that became predictors?
Yes, it's supposed to be like all the others ) The idea is to modify features, train the model and see what happens with the new data.
For example, we have a matrix with predictors x1,x2,x3,....x20
let's train the model - get an error in the new data
new predictors are created on the basis of predictors
x1^2, x2^2, x5^2..... x1*x2,x1*x5,x2*x4.....
train the model - get an error in the new data
we leave the n best predictors
on the basis of the n predictors new predictors are created
and so the process repeats until the error drops...
as a result, at the end we will have the following predictors
q1 = x1
q2 = x5*x9 ^ 4
q3 = x10*x20*x5*x2 ^ 8
.....
..... Correct me if I'm wrong, because I'm not a mathematician and I might not understand something...
This is an example for working with functional data, but you can also work with log rules, instead of functions - condition, instead of " . ^ " - ">, < ,=="
And how do we work with regular models? We just feed x1,x2,x3,....x20 and that's the end of it.
What I did in the last script that - 0.82
I took all 31 indicators as predictors
then I took their predictions as predictors of the second order, then I took predictions of the predictions and so on 11 times until the error decreased, i got 0,82 instead of 0,7
I don't know where I screwed up (!)
The Alena attitude.
It is the duty of the tolerant, not the men, to tolerate.
Duty to tolerate failure is the bottom line altogether.
Any man, including a man, owes only what he has received and to whom he has received it.
All other debts are imposed by women and those who want to control you.
Have you ever tried to fight back? With failures, with debts, with manipulating you, with imposing guilt or debt...
Oh, no.
You're the one imposing a sense of duty to tolerate failure. Are you yourself living this way and sincerely advising others of your pattern of thinking or do you want to manage?
Echo brother, what a way to go about it....
I'm more likely to manage people, one time we flipped over on a boat, I was sitting on the sheetrock, when I fell into the water my throat jammed. I started screaming like a bitch in a broken voice, but the amazing thing is that I completely ignored this fact and started stupidly telling the crew what to do, in the end, because of my unskillful commands (I was told that it does not turn over) and pro...Baly the wheel and were unable to put it. Theoretically it is possible to put it, it's an ocean class boat, but we did not succeed :-(
Is it considered that I am manipulative, including bribery. Or my daughter broke her arm :-(((((( With a cry of "Daddy, look how I can do it" so I'm brushing her hair, because she is alone in the hospital, it's just a scare and I buy her apples and yummy things. Does that count? What do you think?
And we're still in the Ob, lucky !!!!!!!!
Echo brother, what a ride....
I'm more of a control freak, one time we flipped over on a boat, I was sitting on the sheetrock, when I fell into the water my throat jammed. I started screaming like a bitch in a broken voice, but the amazing thing is that I completely ignored this fact and started stupidly telling the crew what to do, in the end, because of my unskillful commands (I was told that it does not turn over) and pro...Baly the wheel and were unable to put it. Theoretically it is possible to put it, it's an ocean class boat, but we did not succeed :-(
Is it considered that I am manipulative, including bribery. Or my daughter broke her arm :-(((((( With a cry of "Daddy, look how I can do it" so I'm brushing her hair, because she is alone in the hospital, it's just a scare and I buy her apples and yummy things. Does that count? What do you think?
And we haven't even been out on the Ob yet, lucky !!!!!!!!.
sank beautifully. I went to the Ob to fish and have a picnic.
I went to the Ob River to fish and picnic. I went to the Ob to fish and have a picnic.
I'll tell you more, they took her away from us and gave her to another team. Exactly a year later, she sank in the same place + - 10 meters, but we have it remained afloat, because we are not dumb team and provided her with a reserve of buoyancy, and the other team, she completely drowned, had to call divers and drag it cars on the bottom, 400-500 meters. She went down, and our mast broke when Yaroslavets was pulling her because the rescue Amur wasn't pulling her... sails stuffed underwater at the moment of photo.....
Picture me and the captain :-)
Cook see, the mood is cool. No one died!!!!!
Exit from behind the island from the channel, fatal place for her turns out..... A big wind rush with the sails furiously loaded and she is lying with the sails on the water :-((((( And it is after 10 days of ice, so my squeaky voice was my testicles answer not the water temperature, as many assume, and myself :-))))))
Well, I'm a clear sailor, just not many people know about it.....
I once at a parking lot of fiercely expensive boats and their motors, being alone and on the ropes and rudder, so there twisted. In general, made a couple of turns not real, and then it's time...kuyaril a bunch of boats. Well kuli wind piled up and the helmsman pushed us and stayed on the pantones. So I had to jump in there like a saiga.... but the way I did it was above all praise. Because when you're not dumb, you can do any science, including estimations of optimization, which oh how invented to use, the hands did not come alas :-(
I'll say more, they took her away from us and gave her to another team. Exactly one year later, she sank in the same place + - 10 meters, but we have it remained afloat, because we are not dumb team and provided her with a reserve of buoyancy, and the other team, she sank completely, had to call divers and drag her cars on the bottom, 400-500 meters. She went down, and our mast broke when Yaroslavets was pulling her because the rescue Amur wasn't pulling her... sails stuffed underwater at the moment of photo.....
Picture me and the captain :-)
Cook see, the mood is cool. No one died!!!!!
Exit from behind the island from the channel, fatal place for her turns out..... A sharp wind rush with fiercely stuffed sails and she goes down with the sails on the water :-((((( And this after 10 days as the ice passed, so my squeaky voice was the answer of my testicles not the water temperature, as many assume, and I myself :-))))))
maybe they lost the ballast under the keel somewhere, how she rolls over))
it's a cool kind of recreation
Well, I'm a clear sailor, just not many people know about it.....
I once at a parking lot of fiercely expensive boats and their motors, being alone and on the ropes and rudder, so there twisted. In general, made a couple of turns not real, and then it's time...kuyaril a bunch of boats. Well kuli wind piled up and the helmsman pushed us and stayed on the pantones. So I had to jump in there like a saiga.... but the way I did it was above all praise. Because when you're not stupid, you can do any science, including estimating the optimization, which I've thought of using, but I still have too much time, alas :-(
We were sailing on the ocean, and it seems that in order to keep the sail on the water, everyone fell on the opposite side of the boom...
All right, but the tourists though they were instructed, but did not have time to go to the other side. The end result, as they say.
The trick is in the roll and if the people a lot of people need all to participate, and so it turned out that people do not have time to move, and we have from the island come up.... So that's it. I'm afraid now alas :-(((((
All true, but the tourists, although they were instructed, did not have time to switch to another board. The bottom line, as they say.
I thought that's why
to cross over there is a command "turn!" ;)
If you miss the command, the boom can hit you in the skull or blow you away ;)I thought that's why
to make the transition is the command "turn!" ;)