and wandering around randomly again... - page 49
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So what? The same communications and radar, including interference, are all about non-stationary signal processes. And it does not bother anyone at all.
The spectrum of a radar signal has a regular comb structure and is well filtered by a comb filter. There we know the carrier frequency in advance. And what frequency can be used in forex? Only daily volatility fluctuations?
Actually, it isn't. But it's all about stationarity, not radar spectrum.
But, in general, combing on the market really rules.)
Actually, it isn't. But it's all about stationarity, not radar spectrum.
But, in general, the comb on the market really rules.)
Are you also from a Soviet design bureau?
The spectrum of a radar signal has a regular comb structure and is well filtered by a comb filter. There the carrier frequency and shape of the original signal is known to us in advance. And what frequency can be used in forex? Only daily volatility fluctuations?
If I understand correctly, we are talking about intraday fluctuations. It's like a "nighttime flat".
Actually, it's not just diurnal fluctuations. For example I calculated the sum of 20 max {High-Open, Open-Low} / Open per day (for 20 USD currency pairs) for 229 weeks separately for Mondays, Tuesdays, ...Fridays. It turned out that there is also a correlation with the day of the week. I took average values, thin black line is parabolic approximation using Excel tools:
So there is no stationarity https://ru.wikipedia.org/wiki/%D0%A1%D0%BB%D1%83%D1%87%D0%B0%D0%B9%D0%BD%D1%8B%D0%B9_%D0%BF%D1%80%D0%BE%D1%86%D0%B5%D1%81%D1%81(Random process. Material from Wikipedia - the free encyclopedia):
"A random process is called stationary if all multivariate distribution laws depend only on the mutual arrangement of time moments t1 , t2 , ... , tn, but not on the values of these quantities themselves. In other words, a random process is called stationary if its probability patterns are constant over time. Otherwise, it is called non-stationary.
And, of course, there are other patterns. For example, very accurate correlations between EURGBP, EURUSD and GBPUSD. That's forex too, after all.
A radar signal spectrum has a regular comb structure and is well filtered by a comb filter. There the carrier frequency and the shape of the original signal are known to us beforehand. And what frequency can be used in forex? Only daily volatility fluctuations?
I have been on the forum for 10 years and people who do not understand or are unwilling to understand the seemingly obvious things: in radio or automatic control there is ALWAYS a signal/target. There is no such thing in financial markets.
And this has a methodological basis, which has been hammered into my head and that of thousands and thousands of other ACS developers back on the bench, that in addition to deterministic/stochastic systems and their arbitrary mixtures, there is another type of system - indeterminate systems. These are systems composed of people who can behave deterministically, randomly and generally chaotically at different points in time.
In financial markets, the price is determined by people's opinions. There is nothing like that in radio engineering or automatic control.
They are qualitatively different fields. And the references that mathematical tools are the same, you must think with your head and justify the applicability of this or that mathematical tool, taking into account the specifics of a certain subject field.
I've been on the forum for 10 years and people who don't understand or are unwilling to understand the seemingly obvious things are not translated: in radio or automatic control there is ALWAYS a signal/target. There is no such thing in financial markets.
Then, excuse me, what are you looking for? Why all these predictor-forest-patterns? There is no signal, so there is nothing to look for). And what you are looking for is the signal and nothing else, no matter how much you talk yourself into it. And in this case your mathematical apparatus is no different from any other.
The difference is that I have an idea of what I'm looking for, while you are trying to do it by trying different predictors and so on, and hoping that your scaffolding will find something for you. Your task is formulated as - "go there, I do not know where, bring it, I do not know what. I don't deny the effectiveness of DM methods, but in your execution, it is, how shall I put it, perplexing. Nevertheless, good luck.
I have been on the forum for 10 years and people who do not understand or are unwilling to understand the seemingly obvious things: in radio or automatic control there is ALWAYS a signal/target. There is no such thing in financial markets.
And this has a methodological basis, which has been hammered into my head and that of thousands and thousands of other ACS developers back on the bench, that in addition to deterministic/stochastic systems and their arbitrary mixtures, there is another type of system - indeterminate systems. These are systems composed of people who can behave deterministically, randomly and generally chaotically at different points in time.
In financial markets, the price is determined by people's opinions. There is nothing like that in radio engineering or automatic control.
They are qualitatively different fields. And the references that the mathematical apparatus is one and the same, you must think with your head and justify the applicability of this or that mathematical tool, taking into account the specifics of a certain subject field.
You're talking nonsense again... Stupidity doesn't stop being stupid no matter how many years you've been on this forum...
A false "methodological basis" has been hammered into your head, or rather you have hammered into your own head, a false "methodological basis". And thank God that "thousands and thousands of other ACS developers" did not hammer anything into your head, but taught you to think with your own head.
You do not even have basic knowledge "in radio or automatic control", but nevertheless you make such statements. However, you have only once again demonstrated your incompetence.
Another thing is that you don't know the "mathematical apparatus" and therefore, due to ignorance, you can't apply it.
You don't even have a basic understanding of "radio or automatic control" and yet you make such claims. However, you have only once again demonstrated your incompetence.
Another thing is that you do not know the "mathematical apparatus", and consequently, due to ignorance you cannot apply it.
You have, it may not be obvious from your posts, but let's say. And what, have you applied it successfully? You've drawn a bunch of random tractor furrows over the years and it's no use.
By the way, all your scientific knowledge has already been expressed by Dmitry on the last page. You can only compete with his statement in greater accuracy. But it has already summarized the matter verbatim, so there is nothing to add. It would be fine if they just theorized, but no, they make loud statements, and even troll scientific authorities.
Oleg avtomat:
Yuriy Asaulenko:
You bore me with your smug ignorance of financial markets.
We sit on the bench, corresponding to the financial markets, learn... maybe learn something, work in specialized organizations...
Some people might even become less rude after that, although it is doubtful...