Thunderdog, there are some decent models based on marked point processes that explain a surprising amount of real-life trading processes. You are...
Nitro, I'm not being facetious here. But I'd be curious to know what types of math you studied, and whether you got a degree in mathematics, or...
Yeah, I was just using it as an example of something complicated that the general public kind of 'knows about', but which is very complex so they...
Funny you mention that, there are 'optimal' ways to design controllers for race-cars that are optimized via simulation where the driver races...
Of course it is, who in their right mind would want to discuss the real details of their system? Basic questions need basic answers, it helps...
Hmm, I get most of my stuff from journals.. and none of the papers really jumped out at me. It was more of a cumulative understanding of hundreds...
Huh? Lack of rigor... thats funny I'm far more rigorous than most, where did I say I wasn't rigorous? All the rigor in the world isn't going...
That's a pretty amazing feat nonsense, I believe you are the first person ever to exist without making assumptions. Maybe you should let...
Have you ever considered that these two "types" are not types at all, and they can be estimated or 'grown' simultaenously? Perhaps your apriori...
Yes.. your optimization criteria is just as important as the data that goes in to your model. When defining the function, the sky is the limit as...
Great post.. any time you make apriori assumptions about the data, you are introducing what is known as bias into the model, your model will be...
I'm not worried about it, and that is precisely my point, and humans in general CAN be good at overfitting if they think about what they are...
Yes, of course it is incredibly hard to reverse this process, some of the worlds brightest minds have been working on this problem intensely, with...
Commissions are ok but the API limits your message rate to 50 per sec so you can lag in fast markets, also, it requires TWS to be running in the...
Lime Java API, not tied to any specific software or platform, fast.
Many degress of freedom and overfitting do not mean the same thing. Think of it, the human brain is the best curve-fitting machine known to exist...
Lime has an excellent feed + java api, not arbitrarily limited.
Very good points, man. It basically comes down to two extremes: hacker and theoretician. The hacker 'just does', and this is the easier...
The military and space industry use neural nets for all sources of very difficult nonlinear control problems. A coworker of mine used to work for...
lol, nonsense, you're a character. but in principle I guess in the future machines will be able to judge people to be lacking mental...
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