Bayesian regression - Has anyone made an EA using this algorithm? - page 9

 

you should go hang yourself then, why whine, i do not get it? ...... losers? can not trade profitably? What are you doing here on the forum????? Go sharpen nuts in a factory or something...

If I didn't believe in trading (not necessarily Forex, in general), I would never visit this forum again! ...... what for?

but i can... and i'm earning.... wow.... consistently and steadily...for years...the % isn't great (because I'm a realist) but I do it... well... so? any questions?

 
Yuri Evseenkov:
You got a little carried away. Calling you names plus heroin. That's not the profile of this forum. What's life for? It's written in the first books of mankind. The other books are just talk.
true believers are here)) ...... isn't that about the torah and the new ze? if anything, they're not the first books, and they're certainly not the most important.... and they're certainly not the most interesting or intelligent... the bible sucks.....
 
nowi:
the true believers are here)) ...... aren't we talking about torah and the new covenant? if anything, they're not the first books, and they're certainly not the most important.... and they're certainly not the most interesting or intelligent... the bible sucks.....
They'll delete everything, starting with the white one at the very least.
 
Alexey Burnakov:

This is interesting stuff.

One important note: the author writes that for linear regression and ANOVA a normal distribution of the data is assumed. This is a very lengthy and incorrect statement that many people repeat without thinking. It is, in fact, about assuming a normal distribution of model errors. The data itself may not be normal.

There are still conditions of applicability for linear regression ...


and for price series as well as increments, conditions 3a,3b are not met - variance is different every day, errors are correlated ...
 
Yuri Evseenkov:

In the first post of the author of the thread there is a description with formulas in pdf format. Find an adequate translation. h ttps://www.mql5.com/go?http://arxiv.org/pdf/1410.1231.pdf

What's the problem? Google translates well... :)

 
I will translate the original work as soon as I have some free time (which is a little less than none at the moment) - I will try in the next two weeks
 
nowi:

Bayesian regression, linear regression, neural networks, evolutionary algorithms..... eh how rich is the market sucker community.... and how happy professionals are that there are fools who believe in theirscientific models............)

how amazing that it is still not clear that the market is a simple thing... complex algorithms -- screw up because they are just not relevant...
but no - go ahead, so much the better for those who don't jack off to maths, but draw resistance levels, watch for false breaks, build up a position and ..... the rest is unknown to most of the forum (it's getting banknotes at the ATM)


we fly and you crawl fools you fools...........

Strong statement. :)
Remains to be presented to the equity community.
Maybe you really are a good intuitive trader ...
 
Alexey Burnakov:
As one professor said: "You have to be very stupid to do fundamental theory". If it is interesting and promises profits in the long run, why not?
One of the great physicists said: "There's nothing more practical than a good theory." :)
 
Mike: What is the problem? Google is a good translator... :)

Google then translates:

RU Strategy is capable of almost doubling investments in less than a 60-day period when running against the real data trail.
I. Bayes regression problem.
Consider the regression problem: we are given p training labeled data points (Xi, Yi) over 1 ^ y ^ n with Xi ∈ Rd, y ∈ R for some fixed e ≥ 1. The goal is to use this data training to predict unknown labels y ∈ R for a given x ∈ Rd. Classical approach. Thestandard approach from nonparametric statistics (cf. [3], for instance) is to assume the following kind of model: labeled data are generated according to the relation y = F (x) +? where ? is an independent random variable representing noise, generally assumed to be Gaussian with mean 0 and (normalized) variance 1. The regression boilsdownto estimate pH from n observations (x1, y1), ..., (Xn, yup) andusingitforfuture prediction. For example, if P (x) = xTθ *, i.e. F is assumed to be a linear function, then classical least squares estimation is used to estimate in * or p: θLS ∈argmin θ∈Rd n X i = 1 ( Yi -xt i Q) 2 (1) [...]

This is from the first post of the author of the thread. By the way, does anybody know how to insert text from pdf format into translator without typing it in manually?

P.S. F In general, I would like to have a translator who is familiar with the subject and dialect of the MQL community.

 
Yuri Evseenkov:

Google then translates:

RU Strategy is capable of almost doubling investments in less than a 60-day period when running against the real data trail.
I. Bayes regression problem.
Consider the regression problem: we are given p training labeled data points (Xi, Yi) over 1 ^ y ^ n with Xi ∈ Rd, y ∈ R for some fixed e ≥ 1. The goal is to use this data training to predict unknown labels y ∈ R for a given x ∈ Rd. Classical approach. Thestandard approach from nonparametric statistics (cf. [3], for instance) is to assume the following kind of model: labeled data are generated according to the relation y = F (x) +? where ? is an independent random variable representing noise, generally assumed to be Gaussian with mean 0 and (normalized) variance 1. The regression boilsdownto estimate pH from n observations (x1, y1), ..., (Xn, yup) andusingitforfuture prediction. For example, if P (x) = xTθ *, i.e. F is assumed to be a linear function, then classical least squares estimation is used to estimate in * or p: θLS ∈argmin θ∈Rd n X i = 1 ( Yi -xt i Q) 2 (1) [...]

This is from the first post of the author of the thread. By the way, does anybody know how to insert text from pdf format into translator without typing it in manually?

P.S. F In general, I would like to have a translation by someone familiar with the topic and dialect of this MQL community.

Formulas cannot be copied into a txt file.