Machine learning in trading: theory, models, practice and algo-trading - page 3158

 
Aleksey Vyazmikin #:

Pseudocode refers to formulas :)

As for the R code - thanks - I missed it. I understand that there as function code, but the code itself, such as reading from a file, is commented out?

Haven't figured out how to make it work yet. Did you get it to work?

As far as I understand, the commands for working with R in an interactive session are commented out. First you load the whole script to define the functions, and then the commands line by line, pressing enter after each one. It's probably something like a standard in scientific publications - to rely only on the command line and avoid environments like Rstudio.

Aleksey Vyazmikin #:

I haven't implemented tree building in MQL5 before - Forester has more experience here.

However, I think I would use vectors and matrices in addition to arrays - the code is faster with them. Also, as I understand, since it requires a complete enumeration, it will be possible to use OpenCL.

But I don't know what "templates" are in this context :(

Since there is code in R, it's reasonable to understand at the beginning whether all this makes sense or not.

The sample from the article uses a small number of predictors, I have an order of magnitude more of them and of course they are less informative individually.

In general, I'm interested in using it not just to compare two samples, but to detect anomaly in the data - I think this is the way to go.

The idea is that we have groups of leaves, even if they are similar, and if we see anomalous behaviour of one predictor, we simply disable all leaves that use it, while checking for correlation with leaves from the group. Ideally, if detected in time, this will allow the model to continue to run, albeit with less confidence.

For the sake of brevity, I called the CTree tree from the data collection and the class templates, which seem to be unavoidable.

Anomaly detection is included in the goals there - we are looking for where fires are anomalously frequent.


PS. Some time ago I wrote to you about the use of Poisson distribution, and here it is developed to the working code.

 
Maxim Dmitrievsky #:
It turns out to be like the one about the elephant and the wise men. Everything is in the book, but they require a retelling on their fingers on the forum to understand that it is an elephant.

It is necessary to explain at a "high level" what it is all for, then just point by point actions, but you immediately started with details at a "low level", with terms, without any structure. with terms, without any structure.

No one really understood or could understand anything.

It's like going on stage and saying "abra-cadabra" 10 times and then saying, "If you don't understand, read a book.

of course nobody understood anything, of course nobody will read anything ...


There are 100 packagesin R , I don't know where to look. What kind of cluster of algorithms should it be?

CRAN Task View: Causal Inference
CRAN Task View: Causal Inference
  • cran.r-project.org
Overview
 
mytarmailS #:

It is necessary to explain at a normal "high level" what it is all for, then just point by point actions, but you immediately started with details at a "low level", with terms, without any structure. with terms, without any structure...

Nobody understood anything and nobody could understand anything...

It's like going on stage and saying "abra-cadabra" 10 times and then saying, "If you don't understand, read a book.

of course nobody understood anything, of course nobody will read anything ...


There are 100 packagesin R here , I don't know where to look at all... what kind of algorithm cluster should it be?

I wrote at once that I would discuss the material because it is interesting to me. And I wrote my thoughts on the topic. I have no desire to engage in eyewash at all.
 
Maxim Dmitrievsky #:
I wrote straight away that I would discuss the material as it was interesting to me. And I wrote my thoughts on the topic. I don't want to engage in any of that nonsense.

I would call it the ability to articulate your thoughts and be consistent

 
mytarmailS #:

I would call it being articulate and consistent.

I'm extremely consistent. You have to read to see the elephant. And asking what to put where is pointless.

And the book is consistent. Starting with why correlation is not causation. And what is the difference. And how to be and what to do.

Why predictive models are associative, no matter how you train them and what features you do not search for.
 
Maxim Dmitrievsky #:
I am extremely consistent. To see the elephant, you have to read it. And asking what to put where is pointless.

Yes, it is pointless!

The book does not say how you applied it to the market, but here you can understand it in several points and test it in 20 minutes, instead of reading a week of incomprehensible things with incomprehensible results.

 
Discussion is when you've read it and now you want to discuss it. It's not like I'm asking you to explain to me your mumbo jumbo you're doing.

If you only want to spew your indignation like Sanych, then it's wasted effort :) as if for him it's some kind of irritant that doesn't fit into his picture of the world. He spewed it this way and that way, and it all passed him by :)
 
Maxim Dmitrievsky #:
Discussion is when you've read it and now you want to discuss it. It's not like I'm asking you to explain to me your rubbish you're doing.

You can only discuss with someone who is also in this thread, there are no such people here


I suggest you explain how to use it so that I can run it on my own and test it...

If it works, then it makes sense to read the book and get into it, then we can discuss further....

But for now, this topic has the same status as the others...

 
mytarmailS #:

You can only discuss with someone who is also in this thread, there are no such people here


I suggest to explain normally how to use it, so that I can run it on my own and test it....

If it works, then it makes sense to read the book and get into it, then we can discuss it further....

But for now, this topic has the same status as the others..

Well, it's up to you to decide what you can and can't do. I never insisted. I'm interested in people who have experience in this. If it didn't work, we wouldn't have a whole section.
 
Maxim Dmitrievsky #:

And the book says it all in a consistent way.

Is there a Russian translation of the book?