Machine learning in trading: theory, models, practice and algo-trading - page 2404
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For example, some simple model retraining where one new example is added and obsolete ones are thrown out.
Vorontsov's presentation as an illustration of the idea of the approach.
Vorontsov's presentation as an illustration of the idea of the approach.
On-the-fly expert optimization using machine learning: logit regression
Or all sorts of one-armed bandits and reinforcement learning for time series that updates states over time
doesn't work in the market, but you hang in there.
Or all sorts of one-armed bandits and reinforcement learning for time series that updates states over time
Doesn't work in the market, but you hang in there.
Well, there's all sorts of stuff out there, including change point detection.
It's not hard to find something that doesn't work in the market - it's hard to find something that does work.)
Well, there's all sorts of stuff, including change point detection.
Anything that doesn't work on the market isn't hard to find - it's hard to find anything that works)
ha,
anything
there is only one option
;)
reinforcement learning for time series that updates states over time does not work in the market
Then what are the most promising methods in MO?
Then what are the most promising methods in MO?
it depends on what tasks, I think generative and contextualized, in general
they are constantly evolving, you never know what will happen nextWell, there's all sorts of stuff, including change point detection.
Meaning something like what is described in this article (the article itself is not very useful).
Meaning something like what is outlined in this article (the article itself is not particularly useful).
the idea is correct in general, but it does not necessarily require online training in real life, it can be done only at the stage of basic training / retraining, and then used as it is