Machine learning in trading: theory, models, practice and algo-trading - page 2781

 

It's between two series of random numbers. And it's between a nominal and a random.

What kind of programme is that? I don't need it.

One should take ONLY R, a specialised statistical system - a benchmark in the field of statistics.

 
Evgeni Gavrilovi #:

What's better? This one or the one in scikit-learn?

https://minepy.readthedocs.io/en/latest/python.html

Both of you are fooling around.

Everything is written, in large numbers, thousands of users guarantee workability, excellent reference apparatus including theory.

Get the R packages.

 
СанСаныч Фоменко #:

It's between two rows of random numbers. And it's between a nominal and a random.

What kind of programme is this? I don't need it.

It is necessary to take ONLY R, a specialised system of statistics - a benchmark in the field of statistics.

Sanych, it's already marasmus creeping up unnoticed.
 
Maxim Dmitrievsky #:
Sanych, it's already marasmus creeping up unnoticed.

Don't get personal. Don't.

 
СанСаныч Фоменко #:

Don't get personal. You don't have to.

It's in the order of humour. R-users won't understand )

you cite some specific package, how it is better than the others and so on. There is only one way to calculate entropy and several variations on the theme, so everything works equally well

The letters in the code are similar

especially this is a link to a python package, which millions of users guarantee to work :D

r-users for some reason remind me very much of Scientologists or Jehovah's Witnesses, God forgive me.
 
Maxim Dmitrievsky #:


r-users for some reason remind me very much of Scientologists or Jehovah's Witnesses, God forgive me

Gentlemen? )))

 
Maxim Dmitrievsky #:

It's in the order of humour. R-users will not understand )

you cite some specific package, how it is better than the others and so on. There is only one way to calculate entropy and several variations on the theme, so everything works equally well

The letters in the code are similar

especially this is a link to a python package, which millions of users guarantee to work :D

r-users for some reason remind very much of Scientologists or Jehovah's Witnesses, God forgive me.

Advertising should not be detached from reality, because it is not users in general that are interesting, but users-experts in statistics.


In two clicks I found on entropy

Entropy

  • RTransferEntropy measures information flow between time series with Shannon and Renyi transfer entropy.
  • An entropy measure based on the Bhattacharya-Hellinger-Matusita distance is implemented intseriesEntropy.
  • Various approximate and sample entropies are computed usingTSEntropies.

and here is a package on the use of Information Theory


Earlier I named other packages on calculating teacher-predictor relationships.

RTransferEntropy: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy
RTransferEntropy: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy
  • cran.r-project.org
Measuring information flow between time series with Shannon and Rényi transfer entropy. See also Dimpfl and Peter (2013) < doi:10.1515/snde-2012-0044 > and Dimpfl and Peter (2014) < doi:10.1016/j.intfin.2014.03.004 > for theory and applications to financial time series. Additional references can be found in the theory part of the vignette.
 
Maxim Dmitrievsky #:


r-users for some reason remind me very much of Scientologists or Jehovah's Witnesses, God forgive me

Don't give me emotional labels.

I am not driven by love for R, but by elementary laziness, which allows me to solve my problems at minimal cost at almost the highest possible level. No blah, blah, concrete.

 
СанСаныч Фоменко #:

No need for emotional labelling.

I am not driven by love of R, but by basic laziness, which allows me to solve my problems at the lowest possible cost to almost the highest possible level. No blah blah, specifically.

And I was not lazy and wrote SampEn, ApEn, permEn under metac a long time ago, the calculation is simple. Looked at the libraries, these are standard approaches, there the calculation code in 10 lines. The proposed python libraries will be brighter.

These are not emotional labels, but a sincere wonder why everything is so scarce in our heads
 
Please, tell me, has anyone tried to use neural network from the handbook?

Is it possible to use it in relation to the subject?