Regression equation - page 11

 
Where have you been, MetaDriver?
 

Yes.... Devoted myself to grinding out ideas. The results are mostly rubbish, although there is a little bit of dry residue.

I've been avoiding the forum almost deliberately.... it's addictive as sunflower seeds.

But I'm always with you in spirit, yeah, I can't help it... :)

 

For anyone who needs ready-made statistical algorithms in C++, this is an invaluable link: http: //econ.duke.edu/webfiles/arg/libscl/

While searching, I broke more than one keyboard :))

 
alsu:

for all those who need ready-made statistical algorithms in C++ - invaluable link: http: //econ.duke.edu/webfiles/arg/libscl/

Thanks, looked at quantreg.cpp...

In general, one should write TC entirely in Matlab-e, devoting time and effort to research, not to implement mathema methods in non-designated environments/languages.

 
hrenfx:

In general, it is a good idea to write TS entirely in Matlab-e, devoting time and effort to research, rather than implementing mathematical methods in non-designated environments/languages.

Yes? And what language is Matlab written in, Matlab or what? :)

MATLAB R2008a
Developer(s) MathWorks
Stable release R2010b / September 3, 2010; 22 days ago (2010-09-03)
Written in C, Java
Operating system Cross-platform[1]
Type Technical computing
License Proprietary
Website MATLAB product page
 

Another problem is that Matlab doesn't integrate with MT too readily - the API is rather awkwardly done - after building it, the DLL is full of links to missing functions, and the terminal doesn't like this: for example, such libs load only once, I don't understand why, although I can guess. Although, maybe it's just Win7 or the new Matlab (previously it was XP and 2007b, I don't had such problems), I'm too lazy to check.

Otherwise, of course, matrices in Matlab are much easier to work with. Although, again, R. Gallant at the link above has fully implemented matrix algebra and it seems to work quite well.

 
joo:

Yes? What language is Matlab written in, Matlab? :)

That's how we get to the machine codes. What about C which is written in C? The development of languages goes from a lower level to a higher level. The one in which it's easier for a person to communicate with the hardware. Matlab is a higher level language compared to C.

alsu

about integrations, there are those who think about it and do it see the links there https://www.mql5.com/ru/forum/2072/page7#comment_21694

 
alsu:

In the course of my research I have tried to present the price time series as...

Stochastic analysis of complex dynamic systems. Forex Market
 


Is there anything else on this subject. Please share the links with us. I have been poking around in this particular area for a long time. it's interesting

https://www.mql5.com/ru/forum/105993/page6#52911

https://www.mql5.com/ru/forum/114148/page19#138432

https://www.mql5.com/ru/forum/105771/page18#53788

 
hrenfx:

In general, it is a good idea to write TS entirely in Matlab-e, devoting time and effort to research, not to implement mathematical methods in non-designated environments/languages.

Shh-shh-shh! Quiet. This is a military secret. Moderators will swoop in and explain popularly that there is nothing cooler than MKL5.

Here's a quantile regression on matlab. And the regression itself is actually one line, the rest iterations and additional information.

http://ideas.repec.org/c/boc/bocode/t741504.html