Machine learning in trading: theory, models, practice and algo-trading - page 2815

 
Maxim Dmitrievsky #:
No, you're delusional.

blue is clustering, two clusters, two prototypes, head shoulders/NOT head shoulders.

Red is SMM, the probability is NOT shoulder head.




Already at this point, it's clear that the state has changed, and the state of the GP can be identified much earlier with SMM than with clustering.


Clustering identified the GP on the right shoulder of the GP, and SMM on the left...

Thank you all paka!

 
mytarmailS #:

Already at this point it is clear that the state has changed and the state of the GP can be identified with the help of SMM much earlier than

Where is the boundary of clusters, at what level.

100%? 😀
 
Maxim Dmitrievsky #:
Who understands?)))) where is the boundary of the clusters, at what level

you put a threshold in the form of a line. Do I have to teach you?

 
mytarmailS #:

you put a threshold in the form of a line. Do I have to teach you?

Well, you're pretty good at setting thresholds. Add more patterns and put thresholds in there.

With your threshold, any little spill would be head and shoulders. And 100% certainty is what the clustering showed.
 
Maxim Dmitrievsky #:
Well, you're a good-looking guy, putting in sills. Add more patterns and put thresholds there.

Yeah, let's go from topic to topic, complicate the examples, distort, obtuse....

Maxim Dmitrievsky #:
And 100% full confidence that clustering has shown.

Yeah, post factum ... as it was said before.

 

So SMM is faster than clusters.

To argue with that is to not think.

 
mytarmailS #:

clustering identified the GP on the right shoulder of the GP and the SMM still on the left.

Rather, it is not the beginning of a GP, but just a high value/higher than the others. And after that it can be anything and GP, and just 1 outlier and 2 and upward trend without declines, and many more variants. You have only GP in your examples, the market is more diverse.

 
elibrarius #:

Rather, it is not the beginning of a GP, but just a high value/higher than the others. And after that it can be anything and GP, and just 1 outburst and 2 and trend up without declines, and many more variants. You have only GP in your examples, the market is more diverse.

we're not talking about the market, patterns, diversity, outliers....

We're talking about what determines the state faster, clustering or SMM....

To find out, we take a simple model and compare the two approaches....

That's right, that's fair...


Let's look at the market, diversity, outliers, chmybros, let's jump from topic to topic not wanting to recognise the obvious ?

There will be +100 pages of useless unverifiable chatter and shit....


Come on, have a coffee or something.

 
mytarmailS #:

we're not talking about the market, patterns, diversity, outliers...

We are talking about what determines the state faster, clustering or SMM....

To find out, we take a simple model and compare the two approaches....

That's right, that's fair...


Let's look at the market, the diversity, the emissions, the bogeymen, let's jump from topic to topic without wanting to recognise the obvious ?

There will be +100 pages of useless unverifiable chatter and shit....


Come on, have a coffee or something.

SMM - gives the probability that we will move to such and such a state, it is clear that the forecast will appear before the state - there is nothing to argue about. But the question of the accuracy of this forecast is interesting.

 
Aleksey Vyazmikin #:

SMM - gives the probability that we will move to such and such a state, it is clear that the forecast will appear before the state - there is nothing to argue about. But the question of the accuracy of this forecast is interesting.

Well, as you can see, there are those who do not understand

Reason: