The market is a controlled dynamic system. - page 340
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On the subject of stationarity/non-stationarity.
Many people here on the forum for a long time (some for years) have been trying to get to "stationarity", which supposedly must be in quotations, saying that we only need to find it, and then everything will be easy and simple. At the same time they admit that the process (BP) is non-stationary. But they do not understand the essence of the phenomenon. They do not understand the difference between a stationary process and a nonstationary process.
I shall show this distinction on a simple example.
Description of the process in the most general form :
.
1) Stationary process :
.
2) Unsteady process :
.
Only in sections where the transition matrix is constant (or nearly constant)
the non-stationary process degenerates into a stationary process.
No tricks (differences of first, second, ..., hundredths) eliminate the existing non-stationarity.
However, this does not mean that the nonstationary process cannot be controlled. You can. But for this purpose first of all it is necessary to understand the essence of the phenomenon.
I wish success in getting such understanding to all local searchers.
Convert the price in the entropy index and analyze it with your attractors ... otherwise, even a box of cognac can bet that even after 10 years you'll never get anything in Forex ... unfortunately ... and if you do, it can be done without attractors.
It's not all so gloomy on the path to finding the truth. ;)
Far from all that gloomy in the quest for truth. ;)
Ehhh... really hope your talent doesn't go to waste)good luck in your endeavours!
Thank you for your kind words.
I wish you every success!
Apparently, I need to explain more clearly (visually and in pictures) what is talked about here#3382
(I see that the meaning of what is being said is simply incomprehensible to some citizens and there is no understanding, and their banging their heads against the wall continues...)
Apparently, I need to explain more clearly (visually and in pictures) what is meant here#3382
(I see that the meaning of what is being said is simply incomprehensible to some citizens and there is no understanding, and their banging their heads against the wall continues...)
It won't do you or anyone else any good. It will only increase the entropy of the Universe.
"And I gave my heart to know wisdom, and to know folly and foolishness: and I found out that these also are languor of the spirit: for in much wisdom is much sorrow; and he who multiplies knowledge multiplies sorrow.
Solomon. Bible.
Are you recommending a return to the Stone Age? Or, "None of your... business"?
Would you use a telescope to hammer in nails?
Oleg avtomat, sorry for the offftop.
Подробнее:http://cyclowiki.org/wiki/%D0%9C%D0%BD%D0%BE%D0%B3%D0%B8%D0%B5_%D0%B7%D0%BD%D0%B0%D0%BD%D0%B8%D1%8F_%E2%80%94_%D0%BC%D0%BD%D0%BE%D0%B3%D0%B8%D0%B5_%D0%BF%D0%B5%D1%87%D0%B0%D0%BB%D0%B8
Apparently, I need to explain more clearly (visually and in pictures) what is meant here#3382
(I see that the meaning of what is said is simply incomprehensible to some citizens and there was no understanding, and their banging their heads against the wall continues...)
There is some confusion here about what is called a "stationary process". You have a variant from physics, in mathematics it rather corresponds to "autonomous system of dif. urces". Usually (mathematics, economics) it is a"stationary random process".
There is some confusion about what is called a "stationary process". You have a variant from physics, but in mathematics it corresponds to an "autonomous system of dif. urces". Usually (mathematics, economics) it is a"stationary random process".
This does not change the essence of the matter.