Machine learning in trading: theory, models, practice and algo-trading - page 947
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I see, thank you. it's just that it didn't coincide with arrSell everywhere by logic, that confused me
information only on the arr_Buy column
I see, thank you. it's just that with arrSell did not coincide with the logic, it confused me
I was just as tense, but then I realized that there is a filter on arr_Sell. I just copied only the target ones into the old file.
I was just as tense, but then I realized that there is a filter on arr_Sell. I just copied only the targets in the old file.
In words, please.
I do not understand why you do not have a guessing unit?
In words, please.
I don't understand why you don't have a guessing unit at all?
It's not me - it's rpart.
It's very strange: only -1 is good.
"0" isn't very good either: 13986/(13986+7896+613) =62% guessed or 37.82% error
It's not me - it's rpart.
Everything is very strange: only -1 is good.
"0" is not good either: 13986/(13986+7896+613) =62% guessed or 37.82% error
Pretty weird, but if you take the 2015 file, will it guess 1?
Generally speaking, a target of 3 classes is not a good thing. Better to split into two targets: (-1,0) and (0.1), and then combine them when deciding on a position.
So I was asked to bring it together.
I've been asked to do the opposite.
Maybe it's a matter of taste...
By the way, the answer to your question:
Variables actually used in tree construction: [1] arr_Sell
only one variable was used for some reason.
I didn't wait for the other models. I will put a random forest. If I wait, I will post it.
Maybe it's a matter of taste...
By the way, the answer to your question:
Only one variable was used for some reason.
Didn't wait for the other models. I will put a random forest. If I do, I'll post it.
So I do not understand, he used a different array, or offered to use another array with the target?
Just the result is a good show, I need to understand what and how to reproduce it :)