That's interesting - page 24

 
hrenfx:

Why do they call GARCH a model?

Because it's all about terminology. You want to call it a fig.
 
Farnsworth:

Because it's all about terminology. You want to call it a fig.
I ask for methodology, terminology doesn't matter.
 

Sergei, do you need this script or is it over ?

 
hrenfx:
I'm asking the methodology, I don't care about the terminology.

but how does this relate to the question "Why is GARCH called a model?
 
Yurixx:

Sergei, do you need this script or is it over ?


Of course I do! I'm waiting here and while I'm waiting I'm chatting. :о)
 
HideYourRichess:
The intersection model, the bandwidth model, the free fall acceleration formula, simple arithmetic, etc. In the end - a model with long legs, a very adequate model.

The model is built on the analysis of experimental data. Predictions are then made based on the model. And subsequent experiments either confirm or refute the data predicted by the model. But initially the model is built by stringing experimental data onto formulas.

A fundamental explanation for the formulas is sometimes not immediately given. For example, why gravitational forces are inversely proportional to the square of distance could not be explained at once. However, the data collected were fitted to the formulas.

 
Farnsworth:

and how does this relate to the question "Why is GARCH called a model?
I want to understand the fundamental differences in research methods and approaches. I want to understand and feel what is meant. I ask leading (for myself) questions. The answers allow me to form a clear picture for myself. I don't care about general terminology. I also have huge problems with terminology, which are secondary to research methods and approaches.
 
Farnsworth:

TA - doesn't capture any essence of the phenomenon, none at all.

. I don't want to repeat the same thing a second time. So, I'll be brief - it all depends on what is meant by TA. (For example, see the quote from Elder, taking into account the explanations about "psychology". This is just an example of a completely different view of TA, not a call to action)

Farnsworth:

This is exactly the kind of system I am trying to create. Gradually, according to the blueprints there are 7 components in it, I've told you about one so far.

. I'm a leader of the people's movement, "the simpler the better!" ;)

Farnsworth:

PS: the "martingale deposit" has a statistically proven/confirmed trend, and so do the rest of the plots. This is important. And remember - price martingale is not complete.

. You know, personally, I don't like what I saw in the picture. But at the same time, I admit that I have no idea how or what was tested. So, my "like-don't like" shouldn't bother anyone. My favourite rule about "deposit dynamics should not follow the price dynamics" is only my rule. Yes, I was able to prove to myself, with sufficient accuracy for me, that this semi-empirical rule is a reflection of the properties of martingales. So what - all this matters only to me. Others may not give a damn about it all. I wish you do too!

. Not the completeness of the martingale - it's so insidious, so inconstant...

 
hrenfx:

The model is built on the analysis of experimental data. Predictions are then made based on the model. And subsequent experiments either confirm or refute the data predicted by the model. But initially the model is built by stringing experimental data onto formulas.

A fundamental explanation for the formulas is sometimes not immediately given. For example, why gravitational forces are inversely proportional to the square of distance could not be explained at once. However, the data collected were adjusted to the formulas.

. It's not quite like that. But I don't want to discuss the methodology of scientific inquiry, let alone its historical development. Please talk to someone else about it.
 
HideYourRichess:
. It's not exactly like that. But I do not want to discuss the methodology of scientific inquiry, and especially in the context of its historical development.

Do I understand correctly that if a market model is found, it will be formulas that can predict BP probabilistically.

It seems that the weather model (formulas) is no more complex than the market model. Some existing weather models are able to make high probability weather forecasts for small periods of time.

Obviously, the more information a model has, the more likely the forecast. You can't get all the information, of course.