Machine learning in trading: theory, models, practice and algo-trading - page 2023

 
Maxim Dmitrievsky:

English... it's closed access on the medium, you need a paid subscription

I'm making another bot right now... this one's just in testing...

Add lstm or gru and some backing... and then continue working on new NS architectures for time series

Max, slow down, use your head...

1) The algorithm works only because of the intricate layers of the type ,

2) He's clearly a man with special education, and obviously not a fool.

3) His code is from 2020, which means that he knows for sure and touched lstm and gru, but did not apply them, and wrote his

So naive to think that you read two manuals and turn the world around) Each algorithm has its own problem and its own application!

So I would recommend you to slow down and think more logically, to better understand why it works, rather than chasing trendy algorithm names

 
mytarmailS:

Max, slow down your ardor, think with your head a little bit...

1) The algorithm works solely because of the intricate layers of the type,

2) He's obviously a man with special education, and he's not stupid.

3) His code is from 2020, which means that he knows for sure and touched lstm and gru, but did not apply them, and wrote his

So naive to think that you read two manuals and turn the world around) every algorithm has its own task and its own application!

So I would recommend to slow down and think more logically, to better understand why it works, rather than chasing trendy algorithm names

They use very old models, I've already written. Nothing super cool. I think that such labs are now written by students

no long memory, the model itself is slow

some deep q-learning will work just as well

You don't know what to say.) I haven't read 2 manuals, I've read several books on NS and reinforcement. I just didn't use grids.

 
Maxim Dmitrievsky:

They use very old models, I've already written. There's nothing super cool. I think this is the kind of lab that students write nowadays.

no long memory, the model itself is slow

Yes, the models are old, but he doesn't use the model as it is, he makes a neuron out of each model, and the neuron into layers...

And the old model was used as is, the model is old, but it's just a neuron in the new architecture.


As for memory, he just implemented long memory, and with a noise filter. Where he wrote "make coffee," where he wrote "to make coffee", that's exactly the memory that suits the market, I'm working on a similar problem myself ..... I doubt that modern "pop" architectures can do that, they have other tasks...

But try it, let's hope I'm wrong, if so it's much simpler, everyone will be better off for it.

 
mytarmailS:

Yes, the models are old, but it doesn't use the model as is, it makes each model into a neuron, and the neuron into layers...

And the old model was used as is, the model is old, but it's just a neuron in the new architecture.


Regarding memory, he just implemented a long memory, and with a noise filter. Where he wrote "make coffee," where he wrote "to make coffee", that's exactly the memory that suits the market, I'm working on a similar problem myself ..... I doubt that modern "pop" architectures can do that, they have other tasks...

But try it, let's hope I'm wrong, if so it's much simpler, everyone will only be better off.

about "making coffee" is a textbook example from rl books, about Markov chains :D The basics.

Read about problems of vanilla recurrent networks and how they are solved in lstm. Vanilla's are not capable of long memory, so don't argue.

 
Maxim Dmitrievsky:

About "making coffee" is a textbook example from rl books, about Markov chains :D Fundamentals.

Read about problems of vanilla recurrent networks and how they are solved in lstm etc. Vanilla's aren't capable of long memory, so don't argue.

Ok, I won't argue anymore))

Do it in gru , and you'll see the results.

 
mytarmailS:

Okay, no more))

Do it in gru , and then show the result

No one is saying that the architecture will be pop. Just more advanced bricks.

 
Maxim Dmitrievsky:

ready-made, in python mostly

Can you give me a link?)
 
Alexander Alexeyevich:
Can you throw me a link)))?

https://pytorch.org/

PyTorch
PyTorch
  • pytorch.org
Select your preferences and run the install command. Stable represents the most currently tested and supported version of PyTorch. This should be suitable for many users. Preview is available if you want the latest, not fully tested and supported, 1.7 builds that are generated nightly. Please ensure that...
 

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As a result, an object of intellectual property (program, invention, etc.) must be registered
https://ит-гранты.рф/

Only on accountability, coordination, evaluation, business plan, etc. paper will have to spend a bunch, if not one)

Priority areas:
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Reason: