🧵 Adaptive Filtering
Anonymous at Thu, 27 Mar 2025 06:57:15 UTC No. 16629630
Are there any online statistical learning algorithms that capture long-term dependencies? I combined model predictive control with least squares but it performed better without least squares. Any suggestions?
Anonymous at Fri, 28 Mar 2025 04:43:39 UTC No. 16630536
How are you expecting results from an orthogonal vector?
Anonymous at Fri, 28 Mar 2025 15:03:54 UTC No. 16630908
>>16629630
This comes down to FE and applied ML
Nobody is going to help you model the stock market lmfao
Anonymous at Fri, 28 Mar 2025 16:03:02 UTC No. 16630958
>>16630908
You've already helped me by typing "FE". Thanks.
Anonymous at Fri, 28 Mar 2025 16:52:17 UTC No. 16631002
>>16630908
This seems pretty promising.
Anonymous at Fri, 28 Mar 2025 17:32:01 UTC No. 16631038
>>16631002
Innovation is acyclic to any root model, though if you want to recreate a promise series...
Anonymous at Fri, 28 Mar 2025 18:22:30 UTC No. 16631094
just use the RSI
Anonymous at Fri, 28 Mar 2025 18:54:50 UTC No. 16631145
>>16631094
This is not an adaptive filter, but even rudimentary models can have good predictive power in the short term.
Anonymous at Fri, 28 Mar 2025 23:22:37 UTC No. 16631380
>>16630958
wtf
Anonymous at Fri, 28 Mar 2025 23:23:38 UTC No. 16631382
>>16631094
Lmfaoooo
raphael at Mon, 31 Mar 2025 09:02:13 UTC No. 16633574
>>16631094
rsi barely works lol unless you have adaptive filtering through denoising with a kalman filter or sma lol (some alpha for the bois)
better yet shove all that shit into a GA and let it rip
Anonymous at Mon, 31 Mar 2025 09:29:25 UTC No. 16633596
>>16631380
based confused subjective linearist
raphael at Mon, 31 Mar 2025 09:47:03 UTC No. 16633609
>>16633596
were you predicting raw volatility? with smoothed garch? thats why anon was confused this image looks fine for prediction on price
Anonymous at Wed, 2 Apr 2025 15:54:26 UTC No. 16635172
>>16631380
fixed effect model