Article: Price forecasting with neural networks - page 16
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Where are the other posts from late 2008 and early 2009?
Most likely the branch has gone into history and hasn't been interested in it for a long time.
Google tells me there are 100 billion neurons in the brain.
I don't want to read Peters, I have a mustache myself :)
I don't have the time, and my head's already full...
Machines have learned how to beat people at chess?
Did they really learn?
Or were they programmed to do so?
The fact that machines can solve stupid combinatorial problems faster than humans comes as no surprise to anyone.
These machines were built for such tasks.
Anyway, no matter how you look at it, NS is just a function of a certain type from a great many parameters.
Training of NS is optimization of some function according to this set of parameters.
Will anyone object?
I got hooked on the subject and was interested in your interpretation. Generally speaking, in life, a person, as a rule, does not solve too complicated problems either. In case you have not forgotten, AI is a MODELLING of thinking, and, by the way, depends primarily on the LPR, that is... Right, a specialist in the subject area. The problem of hitting the target (for example) has long and successfully been solved by man, but with a mathematical model... Praa-blomka.
On behalf of skeptics I want to note:
The market is not a dynamic system.
The market is an OPEN stochastic system.
OPEN means that it is affected by many external factors.
And these external factors are not only uncontrollable (unmeasurable),
but even their multitude is uncertain.
In addition, the system itself is not constant over time.
Its elements (parts) can change their behaviour arbitrarily,
may sometimes succumb to the collective effect, and may not.
Their behaviour in the system is affected by changes in the seasons, weather, solar activity,
even the phases of the moon...
The main parts of this system are human beings.
Hence we can conclude that predicting the SIGNIFICANCE of prices,
not only is not INTERPOLATION of data, but it is also not EXTRAPOLATION of data
(extrapolation implies a dynamic system).
For stochastic systems, we can talk about predicting their
statistical properties - probabilities, distribution functions, expectations, etc.
But again, provided that they (FRs, expectations, ...) exist and are constant over time.
any system evolving in time (t) is a dynamic system. :)
The currency pair quotes that we are all trying to analyze are called TIME RANGE,
which is generated, generated by a dynamic, non-linear, open system
its state is influenced by both internal and external factors and it (the system, FOREX) in turn influences
on these very external factors.
On behalf of the sceptics I would like to point out:
The market is not a dynamic system.
.............................................................................
Hence we can conclude that predicting price SIGNIFICANCE,
is not only not an INTERPOLATION of data, but it is also not an EXTRAPOLATION of data
(extrapolation implies a dynamic system).
................................................................................................
"
Extrapolation, extrapolation (from extra... and lat. polio - smoothing, straightening, modifying) - in mathematics, a special type of approximation (approximation) in which the function is approximated not between given values, but outside a given interval.
"
https://ru.wikipedia.org/wiki/%D0%AD%D0%BA%D1%81%D1%82%D1%80%D0%B0%D0%BF%D0%BE%D0%BB%D1%8F%D1%86%D0%B8%D1%8F
and interpolation is the values of a function between given values of a function and within a given interval.
"
Extrapolation, extrapolation (from extra... and lat. polio - smoothing, straightening, modifying) - in mathematics, a special type of approximation (approximation) in which the function is approximated not between given values, but outside a given interval.
"
https://ru.wikipedia.org/wiki/%D0%AD%D0%BA%D1%81%D1%82%D1%80%D0%B0%D0%BF%D0%BE%D0%BB%D1%8F%D1%86%D0%B8%D1%8F
and interpolation is the values of a function between given values of a function and inside a given interval.
Predicting the values of currency pairs and can be called extrapolation
От лица практиков хочу заметить:
Прогнозирование направления курса валюты на 70-75% - это из области фантастики.
Я долгое время занимался таким прогнозированием, работал через букмекера, который принимал ставки на повышение/понижение курса валюты за фиксированный период времени (интрадей). Совпадение курса в начале и конце периода считалось проигрышем. Сначала комиссии букмекера были столь незначительные, что стратегии всего с 52% правильных прогнозов давали прибыль. Сначала я использовал простую систему, основанную на теханализе, которая давала мне порядка 54-55% выигрышей.
Потом комиссии букмекера возросли, и пришлось заняться усовершенствованием торговой системы. Я взял все используемые индикаторы и загнал их в нейросеть. Процент выигрышей увеличился до 59-60%. Так что есть задачи, в которых нейросети рулят, невзирая на мнения скептиков!
Sorry, I don't play the market and don't know anything about forex. I am a programmer and I am writing my diploma on neural networks. The theme of my diploma is "Forecasting currency rates (euro and dollar) using neural networks", so I visited this site. So, you say that the prediction of currency rates at 70-75% - is from the realm of fantasy, while I want to say that if you learn NS, set parameters, filter inputs to NS, adjust the synaptic weights etc., then you can get the prediction accuracy of 90-97%. You can do it in Excel by installing Neural Package application. I did it :) There is even a manual for working with this application on the Internet, "Neural networks in MS Excel" by Fedotov V. H. The example for prognosis is explained there. It may help you too. Good luckanna123 , why only 90-97%? It could easily be 100%(in-sample). You should try your Neural Package to check for out-of-sample.
anna123 , why only 90-97%? It could easily be 100%(in-sample)...
Well it's clearly written, man "Anna123 is a programmer (1msj)" is writing a diploma, so he knows about grids - everything))
if anything, there is even a tutorial on the given topic ... therefore a person has already succeeded in something, the question is what )))
Eh, I like the student's phrases like "learn the NS", set the parameters (where to plug in ?!)) and most importantly -
filter the inputs with or without weights ... that's it, it's in the bag, you can mortgage the flat in the bank ))))
I use a neural network expert. My result is in the attached file.
I think the result speaks for itself whether it is worth using neural network technologies in trading. I am doing an in-depth study of neural networks and I can say this is not the limit for these intelligent machines of the future :)