[Archive! - page 185

 

granit77: авторы разработали адекватную математическую модель мировой экономики, позволяющую на 3-5 лет вперед прогнозировать кризисы, независимо от конкретных действий стран и правительств.

It's very similar to the truth. I don't have such a model, but I am slowly becoming convinced that the authors of the article may well have done so.

I have already written about this briefly in the "Phenomena" thread. There are phenomena that cannot be ignored: it is an absolutely unbreakable, ironclad fact of massive and strong non-linear dependencies between bars separated by a thousand bars (on H1).

A few preliminary conclusions in more or less plain language:

1. The market is inefficient already at the level of simple prices, i.e. even without volume. That is, there is a lack of even a weak form of efficiency - not to mention medium and strong.

2. At a depth of hundreds of bars of history, there are still bars with "residual", "unlearned" information, which is passed on into the future. How it is assimilated at bar zero is not yet known to me. Information transferred from a particular bar (say, with index 300) to zero bar is not great (I think it must be about hundredths or tenths of a bit), but if we take and process several hundreds of bars, the total information transferred to zero bar may be several bits. And this is already a lot.

I do not exclude the theoretical possibility of direct forecasting of returns for some tens of bars ahead without decrease of forecast accuracy with the increase of horizon. Calculations here are different from those used in chaotics, so one can escape from exponential branching of trajectories...

So I guess not all forecasting is doomed at all (based on Debugger's thread of the same name).

I don't intend to share my research methods and algorithms yet. Everything is too crude. It is interesting to have a real interaction with an information theory specialist.

 
Mathemat:


1. The market is inefficient already at the level of simple prices, i.e. even without volume. That is, there is a lack of even a weak form of efficiency - let alone a medium or strong one.


This, at the very least, needs to be explained, explained and proven. You don't have to prove it, though, because it's not possible. But at least explain. You cannot just shout in 2011 - the Earth is flat, it stands on three elephants .......
 
Mischek:
"Cantora writes" (c)
You're the office yourself :))
Askar Akayevich defended his doctorate not in Bishkek but in MIFI, and he did not come there with a bundle of cotton money but his mind worked his way up from a poor student to a professor.

Speciality by diploma (LITMO, 1967): engineer-mathematician on computer
The subject of my Candidate's Thesis (1972!):
"A new approximate analytical method for solving multidimensional boundary value problems of heat conduction and its application in engineering practice".
Topic of my doctoral dissertation (1981):
"Theoretical bases and methods of calculation of holographic systems, storage and conversion of digital information".
 
granit77:
You yourself are an office :))
Askar Akayevich defended his doctorate not in Bishkek but in MEPhI, and he didn't come there with a bundle of money, but with his mind he worked his way up from a poor student to a professor.


Diploma speciality (LITMO): Mathematical engineer on computer
Subject of his PhD thesis (1972!):
"A new approximate analytical method for solving multidimensional boundary value problems of heat conduction and its application in engineering practice".
Topic of doctoral dissertation (1981):
"Theoretical bases and methods of calculation of holographic systems, storage and conversion of digital information".


God give health to Askar Akayich and his family, neighbours and mother-in-law.

And then, after the start of the third wave of the crisis, we will gladly read his new work . "The beginning of the third crisis wave is predicted in November 2013, by approximating the dynamics of copper prices for sovereign economies of the eurozone countries by a power function with finite singularity and determination of the parameter describing the critical time for making one copper basin, using the method of least squares".

Too bad there's nothing to read from him now .

 
Mischek:

...It's a pity there's not much to read now.


Look it up, you'll find it, he publishes a lot, with different co-authors. But there is no point, I personally do not believe in this model. More precisely, I believe that it is possible to create a model, but it will never be able to give exact answers, especially with dates. At best it will be a tendency, a reaction of the system to external disturbances.
I am defending Akaev because he is a real mathematician, not an applied chemist who has become addicted to mathematics in his old age.
 
granit77:

Look it up, you'll find it, it's published a lot, with different co-authors. But there is no point, I personally do not believe in this model. More precisely, I believe it is possible to create a model, but it can never provide accurate answers, much less with dates. At best it will be a tendency, a reaction of the system to external disturbances.
I defend Akaev because he is a real mathematician, not an applied chemist who has become interested in mathematics in his old age.


Here it is. So - "I do not believe in this crap myself, but I will defend him because he is (then underline as appropriate)".

- A real man

- A real mathematician

- a real colonel

- in pioneer camp rescued a kitten

- sings well.

 

Good afternoon!

Here is a test to determine your English vocabulary: http://testyourvocab.com/

Judging by the information on the site, the authors have seriously put a lot of research into the problem. I got 8,190 words. Not bad in my situation.

http://testyourvocab.com/blog/2011-07-25-New-results-for-foreign-learners.php#mainchartNonnative here are the statistics compiled by the authors of the site.

 
Mischek:


That's it. So - "I don't believe in this crap myself, but I'll defend him because he's (underline as appropriate)".

- A real man

- A real mathematician

- a real colonel

- in pioneer camp rescued a kitten

- sings well

p.2 A real mathematician. And if mistaken (exaggerates the result), qualified.
 
granit77:

Here we go. He's gone.

He's probably offended. I don't know why I gave up on Akayev.

I'm going too.

 
Mischek:

There you go. He's gone.

He's probably offended. I don't know why I gave up on Akayev.

I'm going too.

"We're not twins, we're triplets! I went to pee!" (c)