Deadlock - page 8

 
Yuriy Asaulenko:

You are confusing climate, seasonal periodic changes and weather. The value of a forecast that it will snow and be cold in January is nil. Most of the time no one can tell you for sure what the weather will be in 5 days. And I would be wary of making any predictions in 1000 years time.) Even climatic and seasonal.

I'm not strong in fractals. But perhaps you are right here. If you take a Wiener random process, and it is self-similar, then the probabilities are indeed equal, regardless of scale. And by the way it is very similar to the market. Even TA can be applied and you can find anything. But, unlike the market, it makes absolutely no sense to play with it. ) However, in the market forecasting plays an essential role.

https://ru.wikipedia.org/wiki/Винеровский_процесс

I'm not confused, the value is not zero :) Tell it to the alien from Mars, who came from Mars and drastically degenerated into an ape after his ship crashed, and now he has to predict the future in order not to die of cold, for example, and learn that it is winter after all :) And if we take a scale of billions of years, then it is not certain that autumn will alternate with winter, i.e. we cannot predict with certainty for billions of years, maybe Earth will stop rotating around its axis, as well as we cannot predict the weather for a month in advance. Although, the more factors we take into account, the more time we can make up.

In fractal theory there is such a notion as initial conditions, i.e. factors, which began some dynamics and predetermined its further outcome. And as long as the influence of these factors remains - some residual effect or vice versa, the system has nothing else but to self-organise into self-similar repeating stuff and becomes rather predictable within the limits of its initial conditions :)

 

In fractal theory there is such a notion as initial conditions, i.e. factors that started some dynamics and predetermined its further outcome. And as long as the influence of these factors remains - residual effect of some kind, or vice versa on an increasing scale - there is nothing else for the system to do but self-organise into self-similar repeating stuff, and become rather predictable within its initial conditions :)......... for this is the truth

 
Forex.Tramp:

In fractal theory there is such a notion as initial conditions, i.e. factors that started some dynamics and predetermined its further outcome. And as long as the influence of these factors remains - residual effect of some kind, or vice versa on an increasing scale - there is nothing else for the system to do but self-organise into self-similar repeating stuff, and become rather predictable within its initial conditions :)......... for this is the truth

Well Benoit Mendelbrot for example "The Fractal Revolution in Finance" I even have the book in paper. Also Peter Bernstein "Against the Gods, Taming Risk" there from what randomness is, Brownian motion, to fractals.
 

I'll read......

 
Maxim Dmitrievsky:
So Benoit Mendelbrot, for example, "The Fractal Revolution in Finance".

It seemed to me to be more of a hypothesis. Something like Elliott waves, in terms of validity.

Brownian motion is a Wiener process.

 
Yuriy Asaulenko:
It seemed to me to be more of a hypothesis. Sort of like Elliott waves in terms of validity.
Oh, it's more of a hypothesis... What about trees, shells, lungs we breathe, circulatory system, fractal antennae... Fratcals are a given and they are everywhere, including the market. When I first heard about them I stared at the bush in front of my window and was amazed :))) When I saw them on the market I felt even more amazed.
 
Maxim Dmitrievsky:
What a hypothesis... What about the trees, the shells, the lungs we breathe, the circulatory system... Fractals are a given and they are everywhere, including the market. When I first heard about them I stared at the bush in front of my window and felt weird :))) When I saw them on the market I felt even more weird.
Apparently, I have no sense of beauty. And Bill Gates' "Blue Screen" evokes much more emotion than Malevich's "Black Square". (с)
 
Yuriy Asaulenko:
I, apparently, have no sense of beauty. And Bill Gates's "Blue Screen" evokes much more emotions than Malevich's "Black Square". (с)

There is also the fractal Weierstrass-Mandelbrot fractal, I have been comparing its patterns with market patterns. That is, I was comparing patterns and further development. Some market patterns can safely be taken and used from the fractal f-i ;).

We used to write a program that would find correlation between the fractal and quotes and obtained interesting forecasting results but it is a very complex subject. For example how to find the right reference point and Pearson's correlation itself did not do a good job of finding a match. Plus there can be large local deviations that are confusing (noise) as it is a chaotic system and there is always an element of childish surprise. But on the whole I personally discovered market prediction with help of fractals (in certain situations), i.e. I can confirm that it exists, but it is difficult to work with it, it needs powerful software and deep understanding of the subject.

 
Yuriy Asaulenko:
I apparently have no sense of beauty. And Bill Gates' "Blue Screen" evokes far more emotion than Malevich's "Black Square". (с)
It's not all that obvious for colourblind people....
 

Maxim Dmitrievsky:

I can confirm that it is there, but it's difficult to work with, you need powerful software.

Well, that's what all inventors lack. Me too. Like, a little more and perpetual motion machine will work. )

C# is your help, and maybe R and SciLab are not bad for modelling. I am in the process of crossing MCL and C#, but very irregularly. The basic idea is outlined in my blog.

Here's the thing about predictions - the energy spectrum over a long interval. If there are ordered structures, it should come out.


What we see is silence. White noise over the entire frequency range - from low frequencies to high frequencies, and nothing more.