Machine learning in trading: theory, models, practice and algo-trading - page 3031

 
Aleksey Vyazmikin #:

I tell you - the translation issue is all synonymous. Here are the CatBoost settings.

quantisons forexus naturale

 
Aleksey Vyazmikin #:

We don't know it. To be more precise, the real density of distribution is not known, and we observe only excerpts - that's why such fluctuations....

I don't live by concepts.)

So tell me how such a phenomenon is called, which we cannot observe, because we are in the process of it, and it was completed long ago in the far reaches of space....

Still, there are some observations and patterns worth following( increasing dispersion and so on)...

 
mytarmailS #:
I wonder if it is possible to train the neuron with genetics, but update not all the weights at once, but in small random chunks, and so gradually reduce the error

You should ;-)

 
Mikhail Mishanin #:

Need ;-)

?? Any experience?
 
mytarmailS #:
?? Any experience?

of course, I build my architectures exclusively in MQL5, and in my own FFs I train neuronics using both built-in (MQL5) and my own genetics,
weights are updated randomly selecting 10-20% of the total. that's it in a nutshell.
only in my own FFs - not error reduction.

 
Mikhail Mishanin #:

only with its own FF - no error reduction.

What's that supposed to mean?
Clearly there's an error somewhere
 
mytarmailS #:
How do you figure that?
.
There's obviously a mistake somewhere

Not at all, its own functions of adaptability, and not a mistake or gain at all. "Sustainability."

 
Mikhail Mishanin #:

Not at all, its own functions of adaptability, and not at all error or profit. "Sustainability."

How do you measure sustainability? I'm thinking about it now, too. So far, it seems appropriate:
(sum of deviations of balance points from a straight line between the 1st and last balance points) * balance

or average deviation * balance, ie:

(sum of deviations of balance points from a straight line between the 1st and last balance points)/number of points * balance

 
Mikhail Mishanin #:

Not at all,

Not at all? I'm saying it's misspelled, I'm not clear on the meaning, write it correctly.

 
Forester #:
How do you measure stability? I'm thinking about this right now too. So far, this seems to fit:
(sum of deviations of balance points from a straight line between the 1st and last balance point) * balance

who cares how to maximise the balance, there are 100 ways to do it...

it is important to realise that this criterion is not enough, or not suitable at all.

Reason: