Machine learning in trading: theory, models, practice and algo-trading - page 2306
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In the left column, two classes (blue and red)
I get it, I asked WHAT the classes are, not WHERE)
What is the target?
I get it, I asked WHAT the classes are, not WHERE)
What's the target?
didn't get into it.
didn't get into it.
So this is an example, I thought it was something real...
For 1024 samples of the original series, the period of 64 will be in 1024/64+1=17 points, in the 1st point there is a constant component. The frequencies will mirror relative to 1024/2, that is, there will be two peaks (at the beginning and end)
I don't. There's just a Fourier transform and that's it. I generated the sequence, made the transformation and plotted it.
I did not check the code:
Well, I realized that bpf. I need to analyze it further, try TS.
Consider that you have the basic dependencies at your fingertips.
So far I've been messing around with Fourier,
It occurred to me that traders with a high level of understanding (for example, Ataman or Neo) did not seem to write anything about spectra. There was something about CPT or Bayesian, but I don't remember about Fourier.
But I remember an amusing thread on cyberpaw on the subject.)
It occurred to me that traders with a high level of understanding (for example, Ataman or Neo) did not seem to write anything about spectra. There was something about CPT or Bayesian, but I don't remember Fourier.
But I remember an amusing thread on cyberpaw on the subject)
master of all sports
I don't know how many times I've read this forum - the impression of jerkishness never leaves me.
It occurred to me that traders with a high level of understanding (for example, Ataman or Neo) did not seem to write anything about spectra. There was something about CPT or Bayesian, but I don't remember Fourier.
But I remembered an amusing thread on cyberpaw on the subject.)
I read it and smiled, people don't change)))) I mean not certain people, but human types))))
I will repeat your words, it probably will not be of much use.)
master of sports in all sports
Well, there this "Mr. Sportsman" ten years ago said everything that can be said on this subject and pretty quickly everything rolls down to PNH)
As long as I have not read this forum - the impression of jerkishness did not leave me.
Sometimes it was interesting (but a long time ago), again, you could download books on the subject.
Now it is almost dead - from fresh there is only a showdown between Saber and Rannev with their opponents - almost like on Smart)
Well, there this "Mr. Sportsman" ten years ago says everything that can be said on this subject and pretty quickly everything rolls down to PNH)
In some places it was interesting (but a long time ago), again you could download books on the subject.
Now it is almost dead - from the fresh there is only a showdown between Saber and Rannev with his opponents - almost like on the Smart)
It's more about human psychology. For example, for all time I did not see in the thread any brought to any conclusion TC, just snot
Although I've already thrown a bunch of options myself
For example, I haven't seen any completion of any Fourier, at least of the article or TS.
But you have to do it, not drink it.It's more human psychology that's at play here. For example, for all this time I have not seen a single completed TC in the topic, only snot
although I've already thrown out a bunch of variants myself
On the same Fourier, you can make some great reserach and write at least an article or a TS.
But you have to DO it, not drink it.A couple of articles on related topics still found - the first and second.
Although, they were not very impressive, but that's my problem)