Machine learning in trading: theory, models, practice and algo-trading - page 2986

 
Rashid Umarov #:

Why not? We should be publishing such an example soon.

That's great!

 
Aleksey Nikolayev #:

Easy to implement and easy to retrain/self-learn when you can just add new lines and delete old ones.

It also has some disadvantages - it does not work well with a large number of attributes, for example. But as a way of initial assessment of the usefulness of attributes it is quite good.

The interest in having some local analogue of trees comes from the fact that they are more suitable for discontinuous patterns, while KNN and LWLR are more suitable for continuous ones. One would like a more complete set of tools, so to speak.

So far, the idea of using such models instead of predictors comes to mind. In this case, the models should not contain a lot of examples, but rather some clustered areas. A dozen of such models may give something....

 
Please help in finding a book in Russian "Spectral analysis of time series in economics" by K. Granger and M. Hatanaka

The only thing I found in the Russian-speaking space is only an announcement about the sale of this book in St. Petersburg, but as you understand in Ukraine I can not send it now in the context of current events

* You are all smart people in this branch of the forum, probably some of you have read it - maybe someone has a pdf of this book in Russian? :)
 
Alexandr Sokolov #:
Please help in finding a book in Russian "Spectral analysis of time series in economics" by K. Granger and M. Hatanaka

The only thing I found in the Russian-speaking space is only an announcement about the sale of this book in St. Petersburg, but as you understand in Ukraine I can not send it now in the context of current events

* You are all smart people in this branch of the forum, probably some of you have read it - maybe someone has a pdf of this book in Russian? :)

I couldn't find this book specifically, but... :

"Spectral Analysis of Time Series" download for free. Digital Library. LibCats Book Search

"Спектральный анализ временных рядов" скачать бесплатно. Электронная библиотека. Поиск книг LibCats
  • libcats.org
"Спектральный анализ временных рядов" скачать бесплатно. Электронная библиотека. Поиск книг LibCats | Books Catalog - Download books for free. Find books
 
Renat Akhtyamov #:

I couldn't find this particular book

And I need this book - my teacher recommended it to me

But thanks for the link, I didn't know about this site.

 
Alexandr Sokolov #:

And I need this very book - my teacher recommended it to me

But thanks for the link, I didn't know about this site

I've already found one.

Spectral analysis of economic time series : Granger, C. W. J. (Clive William John), 1934-2009 : Free Download, Borrow, and Streaming : Internet Archive

 
Spectral Analysis of Economic Time Series. (PSME-1)
Spectral Analysis of Economic Time Series. (PSME-1)
  • books.google.ru
The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data.Originally published in 1964.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original...
 

It's a severely trimmed down version, even without a full table of contents. You'd be better off on Google Books.

Or the full version, but for money (or free access through some university) here.

But it's quite a difficult matan, judging by the table of contents.

 
Aleksey Nikolayev #:

It's a severely trimmed down version, even without a full table of contents. I'd rather google books.

Or the full version, but for money (or free access through some university) here.

But it's quite a difficult matan, judging by the table of contents.

The integrals are cumulative totals over a period.

The formulas are simple, don't be intimidated by them.

DSP is a good thing in the right hands: