Machine learning in trading: theory, models, practice and algo-trading - page 816

 
Roffild:

The message of this topic is meaningless, because everyone has his own model. The only thing that unites those who took part in this mess is integration of external tools with MQL5. I have a converter from Spark Random Forest into Alglib (MQL5) format. I don't know what to do with it, I've already introduced it in Russian and it will be useful to all.

P.s. I prefer Git

If you have a look at the descriptions, see the examples.

 
Roffild:

The message of this topic is meaningless, because everyone has his own model. The only thing that unites those who took part in this mess is integration of external tools with MQL5. I have a converter from Spark Random Forest into Alglib (MQL5) format. If you want to make a community dedicated to integration, it will be of use to everyone.

P.s. I prefer Git.

I've looked at the package for python, it doesn't even have import options.

Do you have one just for scikit learn?

 
Vizard_:

Fa, you fuckin' bullshit for years. glm(.~...,family = "binomial") is
logistic.)) Drop the fuck all. Only Doc and Toxic are adequate in this thread...

The most adequate hrenfx, he traded a million bucks from 5k, the dick has outgrown this forum, probably now in the Bilderberg club solves the fate of mankind, and you're all here escalating deposits with $ 100 martin and mashmas

 
Alyosha:
he is now active on this forum )
 
Combinator:
he's active on this forum right now )

What's the name?

 
Vizard_:
No, Alesha. Martin and I don't go to the mashkas anymore. Fa has robbed us of the joys of life.

It doesn't matter if it's a marshmallow with martin, ML on python or R if some guard or clerk will twist rolls based on his "intuition", the result is the same, Fa at least knowingly offers a lame GARCH, whose past price is the best forecast of the future, Fa is not trying to make people hope for nothing, he is more honest in this.

 
Aliosha:

It doesn't matter, whether it's mashki with martin, ML on python or R if some security guard or clerk will twist knobs based on his "intuition", the result is the same, Fa at least knowingly offers a lame GARCH, in which the past price is the best forecast of the future, Fa is not trying to make people hope for nothing, he is more honest about it.

Forecasting with 70% confidence in the interval does not give much. It's not very hard to do, but it's useless.

 

Yes why, let's poke around the topic of probabilities, if no one has any ideas

I just feel that this is the last thing left, and if it does not improve TS, retraining can not overcome in principle

There are already some interesting ideas that I will withhold for now in order not to excite the minds of "sympathizers"

here is just an interesting article

https://habrahabr.ru/post/276355/

Байесовская нейронная сеть — потому что а почему бы и нет, черт возьми (часть 1)
Байесовская нейронная сеть — потому что а почему бы и нет, черт возьми (часть 1)
  • 2029.02.16
  • habrahabr.ru
То, о чем я попытаюсь сейчас рассказать, выглядит как настоящая магия. Если вы что-то знали о нейронных сетях до этого — забудьте это и не вспоминайте, как страшный сон. Если вы не знали ничего — вам же легче, полпути уже пройдено. Если вы на «ты» с байесовской статистикой, читали вот эту и вот эту статьи из Deepmind — не обращайте внимания на...
 
Maxim Dmitrievsky:

here's just an interesting article

https://habrahabr.ru/post/276355/

I don't remember anymore, probably not bad articles. I read it, before everything else, when I was just starting to do NS. I mean almost a year ago.

 
Yuriy Asaulenko:

I don't remember anymore, probably not bad articles. I read, before everything else, when I was just starting to do NS. That is, almost a year ago.

I threw it a long time ago, now returned, because there are interesting points (not even on Bayesian NS itself, but in principle)

Reason: