Machine learning in trading: theory, models, practice and algo-trading - page 3458
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Busting looks for patterns, i.e. some sequences that have some generalisability. Nothing like mytarmailS does.
transformation of the original series to a stationary one with the least loss of information.
The increments contain exactly as much information as the initial prices. Since the two series are derived unambiguously from each other.
Strangely, it is better for the MO to feed someone (not the MO itself) the increments transformed from prices as input.
The increments contain exactly as much information as the initial prices. Because these two series are obtained unambiguously from each other.
Not the same amount if you subtract the trend from the original series
You're inputting data that is convenient for MO. A lousy MO then, or notions of it.
A human being is always given prices as input. And he has to help the MO with some transformations.
You're inputting data that is convenient for the MoD. A lousy MO then, or ideas about it.
A human being is always given prices as input. And he has to help the MO with some transformations.
It's about loss of information during transformations. There was even an article about fractional differentiation.
The point is that you invent transformations specifically for the MO. And not the MO creates convenient for itself transformations from the initial data.
The point is that you come up with the transformations specifically for the MoD. It is not the MoD that creates convenient for itself transformations from the source data.
No, it's about conversions removing price level information from quotes.
You do transformations for some reason. And obviously you are not doing it to look at them yourself. You're converting them to feed them to the IO.
You are forced to invent stationary transformations with information loss, because you know that the MO copes better with stationary data.You're doing the conversions for a reason. And obviously you're not doing it to look at them yourself. You're converting it to feed it to the MoD.