Machine learning in trading: theory, models, practice and algo-trading - page 2548
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I have already read a lot of books.
A more specific question, what kernel length h and g from the screen, since you give an example about filters?
It says
It says.
This is different, I am interested in the filter core
This is different, I am interested in the core of the filter.
Most likely the length of the main window does not play any role.
What range of signal is needed, that's what is processed.
Since they write that they just take the signal, without specifying the length.
And the output is a decomposition of N+1
Let me add my own ideas.
Knowing that each set of detail coefficients is twice as short as the previous set,
we can assume that the length of the window should be even.
up
Somewhere I met that the length should be equal to a degree of two.
I don't know if that makes sense.
Found a clear example, it seems they take a wavelet for the whole length of the signal and do not bother, it's a long time to be counted
I found a clear example, it looks like they take a wavelet for the whole length of the signal and don't bother, it will take a long time to be counted.
Note N=256
i.e. degree of two
And if the number is odd, there will be parasitic detail coefficients.
Shapelet searches are like clustering row segments. Probably useful for signals like cardiograms, but not sure about usefulness for price studies.
By the way, did you manage to figure out how to use the LGBM model? If you trained in R, you could try to use the library of San Sanych).
And what is the problem with lightgbm?
What is the problem with lightgbm?
The question was about using in mql lgbm model trained in python.
It seems that the question was about using in mql lgbm model trained in python.
Why do you need all this trouble? Train it in R and use it in mql expert via mt-R library. Try the forester library. This is AutoML with 4 wooden models. Although you can use each one separately.
Good luck
Why would you go to all this trouble. Train in R and use the mt-R library in µl expert. Try the forester library. This is AutoML with 4 wooden models. Although you can use each one separately.
Good luck
That's exactly what I advised Maxim. But only as a joke, because for some reason he can't stand R)
That's exactly what I advised Maxim. But only as a joke, because for some reason he can't stand R)
Probably because he knows python.
Everyone adapts to the language he knows.
I, for example, am a fan of C. And it's hard as hell to transfer everything from another language.
Especially from a language you don't know ideally.
I have proprietary problems in Matlab, which I would like to transfer to C, aka mql.
But not knowing Matlab makes the task harder.