Theorem on the presence of memory in random sequences - page 2

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Integer:
Shall I throw the cube for you?
throw it for you, then follow this linkas simply
 
there is definitely a catch with this generator
 

Memory is definitely there, but that does not at all imply the repetitiveness of situations... it's a self-deception... Imho...

It's like thinking in your second marriage that you live with your first wife...... naive...

 
IvanIvanov:

Memory is definitely there, but that does not at all imply repeatability of situations... it's a self-deception... Imho...

It's like thinking in your second marriage that you live with your first wife...... naive...

Greetings Ivan.

Respect the author's work. He wrote a theorem. And maybe the theorem is right. And you, I'm sorry, are giving some dead examples))))

 

It's a type of martingale.

What do numbers have to do with it? What if events are labelled as: red, loud, salty, smelly, soft, heavy?

 
Reshetov:


Simply put, to prove the existence of memory in a random sequence, you need to analyse it to its full depth.



... but stock market speculation is allowed. However, if stock quotes are represented as an equal probability Bernoulli scheme with some missing data (holes in history), the theorem again proves that the expectation at the same conditional probabilities will be positive.

The highlighted phrase is a false premise.

Exchange quotes are not a random sequence. They cannot be"represented as an equal probability Bernoulli scheme".

The existence of memory in stock quotes is obvious. However, by no means as a memory of a random sequence.

 
avtomat:

The existence of a memory in stock quotes is obvious. However, by no means like a random sequence memory.

It is not obvious to me, for example. There is no memory there, past values mean absolutely nothing. All technical analysis is inherently anti-scientific.
 
Stasikusssss: There is no memory there, the past values mean absolutely nothing. All technical analysis is inherently unscientific.

Come on - past values do, at least intraday values do, as an example - after a level breakout, then a pullback and in more than half of the cases the price will return to the broken level after the pullback. Another question is when the price returns and how strong the pullback will be - it is a matter of chance.

RW: on daily timeframes the system of price reversal to the previous value also works: 2-4 days the price goes in one direction, then it reverses to the initial value, how long will the price behave like that? - Probably, it is a random value relative to long term trends.

 

The human mind is designed to look for patterns (in everything), and it does so well.

But don't look for patterns where there are none. It does not take it into account, and it makes mistakes. All from lack of knowledge about the subject. Why do you think forecasting of financial quotes etc. is of no scientific interest (i.e. this area is of no interest to science and it has a clear answer to what it thinks about it).

 
Beale also proved that the market has a memory because it is driven by people. The crisis is now 2015 and we are looking for a way out in 2008. Thousands of programs have been invented that work on the basis of technology or news - so everything turns out almost logically. One thing I do not understand: why do I always lose?)
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