Aprendizado de máquina no trading: teoria, prática, negociação e não só - página 1565

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Mihail Marchukajtes:
Eu estou deflacionado :-(
Todos estão deflacionados. Não se preocupe.
O mercado é o SB.
 
elibrarius:
O mercado é o SB.

não exatamente

Исследование сезонных характеристик финансовых временных рядов при помощи диаграмм Boxplot
Исследование сезонных характеристик финансовых временных рядов при помощи диаграмм Boxplot
  • www.mql5.com
В 2013 году Юджин Фама стал лауреатом нобелевской премии по экономике, разработавший гипотезу эффективного рынка. Данная гипотеза подразумевает, что вся существенная информация сразу и полностью отражается на рынках ценных бумаг. В этом случае ни один из участников рынка не имеет преимуществ над другими.  Впрочем, эта гипотеза имеет некоторые...
 

Previsão de séries cronológicas financeiras com MLP em Keras
Прогнозирование финансовых временных рядов с MLP в Keras
Прогнозирование финансовых временных рядов с MLP в Keras
  • habr.com
Всем привет! В этой статье я хочу рассказать про базовый пайплайн в прогнозировании временных рядов с помощью нейронных сетей, в данном случае, наверное, с самыми сложными временными рядами для анализа — финансовыми данными, которые имеют случайную природу, и, казалось бы, непредсказуемые. Или все-таки нет? Вступление Я сейчас учусь на...
 
se alguém ainda não viu este livro de códigos (python, tspp)https://www.quantstart.com/successful-algorithmic-trading-ebook-and-source/final-release/ef18d3c9aa
Successful Algorithmic Trading - Download the ebook and source code | QuantStart
  • www.quantstart.com
Algorithmic trading strategies, backtesting and implementation with C++, Python and pandas.
 
Maxim Dmitrievsky:

Eu tenho mais seguidores do que um especialista em estocástica.

É um hodgepodge.

aqui está um bom manual de econometria

https://otexts.com/fpp2/

Forecasting: Principles and Practice
Forecasting: Principles and Practice
  • otexts.com
Welcome to our online textbook on forecasting. This textbook is intended to provide a comprehensive introduction to forecasting methods and to present enough information about each method for readers to be able to use them sensibly. We don’t attempt to give a thorough discussion of the theoretical details behind each method, although the...
 
Maxim Dmitrievsky:

É um monte de coisas.

aqui está um bom manual de econometria

https://otexts.com/fpp2/

Outro bom livro sobre econometria. Também com R e também feito com o pacote Rbookdown

Introduction to Econometrics with R
Introduction to Econometrics with R
  • Christoph Hanck, Martin Arnold, Alexander Gerber and Martin Schmelzer
  • www.econometrics-with-r.org
Beginners with little background in statistics and econometrics often have a hard time understanding the benefits of having programming skills for learning and applying Econometrics. ‘Introduction to Econometrics with R’ is an interactive companion to the well-received textbook ‘Introduction to Econometrics’ by James H. Stock and Mark W. Watson (2015). It gives a gentle introduction to the essentials of R programming and guides students in implementing the empirical applications presented throughout the textbook using the newly aquired skills. This is supported by interactive programming exercises generated with DataCamp Light and integration of interactive visualizations of central concepts which are based on the flexible JavaScript library D3.js.
 
Aleksey Nikolayev:

Outro bom livro sobre econometria. Também usando R e também feito através do pacote R bookdown.

Sim, é bom. Há também uma libra especial para pythonhttps://www.statsmodels.org/devel/index.html

Introduction¶
  • www.statsmodels.org
is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration. An extensive list of result statistics are available for each estimator. The results are tested against existing statistical packages to ensure that they...
 
O que é que o Reshetov fez?
 
ensino à descendência
Arquivos anexados:
v5m74qhd_9._-_efvhdfo6q1_0_84p07x_-_2018.zip  9884 kb
 
Se alguém se lembra, algures neste tópico havia um código para P que tornava normal a distribuição de BPs instáveis.
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