Market model: constant throughput - page 7
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Yeah, that's weird. I was expecting the opposite effect - the more random the data, the less compressible it should be.
That's the first thing that comes to mind. But when you think about compression algorithms and, consequently, incompressibility conditions, randomness has nothing to do with it.
This is exactly the case I was talking about, where any finite sample of any BPs always has linear relationships. The key concept here is finite.
Of course, it is a pity that the graphs for the three cases considered are not combined, but it seems as if the following is emerging. The plots for different instruments and for the same one with a variable window are quite close and noticeably different from the plots for pseudo-random series.
So we have at least one more hint about the difference between price series and random walk.
As far as I understand the graphs are relative degrees of compression. And in absolute terms, what compresses better: price series or random series?
My understanding of the graphs is the relative degree of compression. And in absolute values, which is better compressed: the price series or the random series?
Random BPs are better compressed. The compressibility seems to be asymptotically bounded from below. The asymptote of price BPs lies above the asymptote of random BPs.
The graph of the compressed window size of price VRs is indeed not the same for random VRs with a normal incremental distribution:
sanyooooook: А ты можешь сказать? Предположительно.
So we at least have another hint of the difference between price series and random rambling.
So far I see a hint that Candid along with hrenfx are moving towards proving that market BPs are not SBs. Well that's at least worth a Fields medal (they don't give a Nobel to mathematicians).
So far I see a hint that Candid along with hrenfx are moving towards proving that market BPs are not SBs. Well, that's at least worth a Fields medal (they don't give Nobel prizes to mathematicians).
I ask to express simply ), at least by deciphering the abbreviations to look it up on the web.
ZZY: Not for mathematicians, but maybe it will work as for financiers.)
ZZZY: deciphered: market time series *) - it's not random walks *)
Can you tell? Presumably.
when a certain input set appears, you can calculate the probability of continuation, or the probabilities of several continuation options
when a certain input set appears, it is possible to calculate the probability of continuation, or the probabilities of several continuation options
i.e. more simply, knowing history can predict the probability of events in the future, or the probability of several events in the future. Am I right?
Like by studying a lot of relevant texts you can go on for example "total f**k" :) If you've seen it a lot.
like by studying a lot of relevant texts you can go on for example "total f**k" :) If you've seen it a lot.
Look, but a bunch of smart men, but how is it possible, periodically gather together and start to tell tales and fool ordinary fellow citizens.
Compression is conventionally a function of distribution, but how do you think you can predict the price of all this?
I'm asking you to put it simply ), at least by deciphering the abbreviations so that you can look it up on the web.
ZS: Not for mathematicians, but it may work for financiers.)