From theory to practice - page 281
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Checked by the mother-matrix - Markovian/non-Markovian
It can be checked. But only if the state vector is set completely. Otherwise it is not checked by any mathematics, by any method, it cannot be detected.
As far as I understand A_K2 method, it couldn't detect Markovian/non-Markovian).
You gave references, they are above
I only gave one link:
https://en.wikipedia.org/wiki/Negentropy
I would like more, but with some abstract philosophy. And if you come across something applicable to the market, that would be great. It should be in synergetics - no time to look for it...
It can be checked. But only if the state vector is fully specified. Otherwise, no mathematics, no way to check it, no way to detect it.
As far as I understand A_K2 method, it couldn't detect markness/non-markness).
like, here it is:
https://ru.wikipedia.org/wiki/%D0%A1%D1%82%D0%BE%D1%85%D0%B0%D1%81%D1%82%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%BE%D0%B5_%D0%B8%D1%81%D1%87%D0%B8%D1%81%D0%BB%D0%B5%D0%BD%D0%B8%D0%B5_%D0%98%D1%82%D0%BE
https://ru.wikipedia.org/wiki/%D0%92%D0%B8%D0%BD%D0%B5%D1%80%D0%BE%D0%B2%D1%81%D0%BA%D0%B8%D0%B9_%D0%BF%D1%80%D0%BE%D1%86%D0%B5%D1%81%D1%81
And if you are specific, you have to check this:
Well, there you go:
Any mathematics can be attached to it. It's what's in the input of that maths that counts. Rubbish on the input is rubbish on the output.
You can strap on any kind of mathematics you like. What matters is what's in the input of that maths. Rubbish on the input is rubbish on the output.
I only gave one link:
https://en.wikipedia.org/wiki/Negentropy
I would like more, but with some abstract philosophy. And if you come across something applicable to the market, that would be great. In synergetics it should be - there is no time to look for it...
https://cyberleninka.ru/search?q=%D0%BD%D0%B5%D0%B3%D1%8D%D0%BD%D1%82%D1%80%D0%BE%D0%BF%D0%B8%D1%8F
As far as I understand the A_K2 method, it could not detect markness/non-markness).
The key to identifying the non-markness of a process is non-gentropy. Unfortunately, I can't get down to analyzing it, I could quit my job... And most of the members of this forum are dumb, they are not good at anything at all... Alas...
So far I've just understood enough that the process in the market is non-Markovian. I have seen it with my own eyes. What you do is this - you take a sliding window and, as each new tick comes in, you count the average variance of the process. I was amazed - it's practically CONSTANT! And then when there is a prolonged flat in the market, it starts to decrease slightly. And then a trend follows and restores this average variance to that constant. The process sort of organizes itself.
Why did I give up on this trend? This is a very resource-intensive task - not for home use. Power failures, connection interruptions, and simply the lack of computing power do their job...
I had to stupidly convert a non-Markovian process to a Markovian one - to work in exponential time intervals. Of course, this method is not enough and I can't manage to kill trends completely, that's why I have 20% of losing trades... But, in general, the mathematics of diffusion processes works. If the asymmetry coefficient is replaced with the nonentropy coefficient, then I think these 20% of trends can be accurately classified and we will obtain the necessary golden Grail.
Until now the Grail is of wood. But - the Grail!
https://cyberleninka.ru/search?q=%D0%BD%D0%B5%D0%B3%D1%8D%D0%BD%D1%82%D1%80%D0%BE%D0%BF%D0%B8%D1%8F
Thank you, Maxim!
Thank you, Maxim!
it seems to be on topic from there, even the word synergy is present )
https://cyberleninka.ru/article/n/sinergeticheskaya-teoriya-informatsii-chast-1-sinergeticheskiy-podhod-k-opredeleniyu-kolichestva-informatsii
but, of course, one has to sift through
There's also a good search enginehttps://scholar.google.com/ - search only for scientific articles, in any language. I always use it.
it depends on how you understand what you're writing and what you should read and what you shouldn't.
OK, let's look at the other end. The state of a material point (which is more primitive) is already described by a 16-dimensional vector (if I haven't forgotten)). One dimension is forgotten, and all our calculations are worthless altogether.
And A_K2 - looked at one dimension - no, says the process is non-Markovian.
And I say that a 4-dimensional vector already describes the process quite well and already allows us to get adequate prediction on a short interval for 70% of the test time interval. My old systems (before 14-15 yrs) used this as one of the entry/exit conditions. And where is this non-marking?