Machine learning in trading: theory, models, practice and algo-trading - page 2188

 
mytarmailS:

I would like to take a normal institute course where they teach neural networks, optimization, creating models of real processes, etc...

But I'm too weak in math (((

Take a math course or something.

 
Maxim Dmitrievsky:

Take a math course or something.

Yes, I'll have to do that, but I'll just have to get my strength together...

 
mytarmailS:

Yes, that's what you'll have to do, but you'll have to get it together...

If you only need to use time series, then econometrics and the math. Trends cycles, autocorrelation noise, and all that. It's relatively uncomplicated.

 
Maxim Dmitrievsky:

..... at once econometrics and its matchmaking. Trends cycles autocorrelation noise and all that. It's not hard.

You forgot integration, cross correlation and all that.

Max, I know econometrics, it's a poor excuse for "DSP" imho...

It's not very useful, I'm convinced that the market is not a time series, that's why all this stuff doesn't work on it ...

I got distracted, I forgot what I wanted to say, I must stop drinking ...

 

We love it, even very much ... but you have to put a stop ))


Hee hee

 
mytarmailS:

You also forgot integration, cross correlation and so on.

Max I know econometrics, it's a pathetic semblance of "DSP" imho...

It's not very useful, I'm convinced that the market is not a time series, that's why all this stuff doesn't work on it ...

I got distracted, I forgot what I wanted to say, I need to stop drinking ...

What is in digital (mathematical) signal processing and what is not in econometrics. First there were analog processing of analog signals, filters, and with the advent of digital signal analogies, its processing was shifted to mathematics. And what don't you know about math if you know econometrics and signal processing)))) Lobachevsky and irrational series not needed))))

 
mytarmailS:

We love it, even very much ... but you have to put a stop ))


Hee - Hee

What do you know, the empty words did the account monitor))). Let's see how his idea of trading, implemented in practice.

 
mytarmailS:

You forgot integration, cross correlation and so on.

Max I know econometrics, it's a pathetic semblance of "DSP" imho...

It's not very useful, I'm convinced that the market is not a time series, that's why all this stuff doesn't work on it ...

I got distracted, I forgot what I was going to say, I should stop drinking...

Here's a simple "digital" filter from MA and increments, with minimal lag. You can build a million of these, if it would make sense.

It's all in econometrics.


 
Valeriy Yastremskiy:

And what is in digital (mathematical) signal processing and is not in econometrics. First there was analog analog signal processing, filters, and with the advent of digital signal analogies, signal processing was shifted to mathematics. And what don't you know about math if you know econometrics and signal processing)))) Lobachevsky and irrational series not needed))))

In econometrics, there is no :

1) signal preprocessing, quantization, thinning, etc. DSP is full of these techniques and everything is proven by theorems and practice.

In DSP there are the whole sections of initial preprocessing of signals

2) There is no theory of filter creation, there are some ready-made solutions but it is not that and there are very few of them...

There are whole sections on filtering in DSP, what to create, what to create for, how to create, how to find filter parameters, how to build adaptive "smart" filters, etc.

all proven by theorems and practice.

3) Spetral analysis has no theory, nothing, but it can be used to count all sorts of seasonality, fluctuations, filtering, correlation coefficients, autocorrelation, cross-correlation, etc., and in general all these concepts are from DSP ...


econometrics is 2-4% of information from DSP .... that's how I see it

there is nothing in it that is not in DSP, DSP has a thousand times more things that are not in econometrics

 
Maxim Dmitrievsky:

Here is a simple "digital" filter from MA and increments, with minimal lag. You can build a million of these, if it makes sense.

It's all in econometrics.

Filters aren't only wands...

TS is a filter , your solution to a problem is also a filter

Reason: