Machine learning in trading: theory, models, practice and algo-trading - page 3306

[Aleksey Nikolayev]

Aleksey Vyazmikin #:

It's

Still don't understand, state the question directly if you can.

[Aleksey Nikolayev]

Maxim Dmitrievsky #:

A homeless algorithm is needed that digs through the rubbish

From dirt to princes, you could call this series of articles

For some reason I immediately thought of Renat Akhtyamov)

[Maxim Dmitrievsky]

Aleksey Nikolayev #:
For some reason I immediately thought of Renat Akhtyamov))

:))

[Aleksey Vyazmikin]

Aleksey Nikolayev #:
I still don't understand, formulate the question directly if possible.

How do you propose to prove the statement that"series close to the SBappear to have a period". I asked about the opposite way - if the series have a period, how it can be revealed.

[Aleksey Nikolayev]

mytarmailS #:
Thinking Fourier is all about periodicity is like thinking music is all about rap.

You're not giggling at radio amateurs, you're giggling at your illiteracy.

That's the thing, only those who think that Fourier is about periodicity of prices keep popping up) If anyone was looking for periodicity of volatility or persistence-antipersistence cycles, they would be the first to applaud.

[Aleksey Nikolayev]

Aleksey Vyazmikin #:

How do you propose to prove the statement that"series close to the SBappear to have a period". I asked about the opposite way - if the series have a period, how it can be revealed.

In econometrics, for example, there are many different statistical tests for seasonality.

[Maxim Dmitrievsky]

Probably, we can simplify the understanding by imagining that not only prices, but also volatility are inputted

[Aleksey Vyazmikin]

Aleksey Nikolayev #:
In econometrics, for example, there are many different statistical tests for seasonality.

So no one has thought of doing these tests?

[mytarmailS]

Aleksey Nikolayev #:
That's the thing, only those who think that Fourier is about periodicity of prices keep popping up) If someone was looking for periodicity of volatility or cycles of change from persistence to antipersistence, they would be the first to applaud.

I did )

https://www.mql5.com/ru/forum/86386/page1056#comment_8678465

[Aleksey Nikolayev]

Aleksey Vyazmikin #:

So no one has thought to run these tests?

Why is it assumed that these tests have always existed? Most of all statistical tests were invented (and most importantly - justified) only in the 20th century, after the creation of the theorist. Fourier decomposition, on the other hand, was invented a hundred years earlier.