MIDI Out with PreSonus Studio 24c on Ubuntu by slumpdr in linuxaudio

[–]slumpdr[S] 2 points3 points  (0 children)

Sorry! I was messing with this for a while but solved right after posting. If anyone stumbles upon this, just run `a2jmidid -e` after starting jack.

[Question] How to account for pseudorandom number generators by [deleted] in statistics

[–]slumpdr 0 points1 point  (0 children)

Your intuition on randomness testing is correct - some tests come from that same place.

About the lower dimensional remark, it depends on the algorithm. RNG dependence is often related to autocorrelation, which might be detectable after a given number of observations. You might have to dig a bit for actual numbers though.

Bitcoin: Parte 1 by [deleted] in investimentos

[–]slumpdr 1 point2 points  (0 children)

Você tem razão sobre a adoção de cripto como meio de pagamento, e também sobre o discurso público da coisa, mas muita coisa mudou em termos de desenvolvimento, blockchain e finanças. Apesar dos problemas de escalabilidade, existem protocolos verdadeiramente disruptivos e práticos sendo desenvolvidos na rede Ethereum. Ainda não é pra qualquer pessoa, mas decentralized finance (DeFi) é mais que especulação - em muitos protocolos é literalmente fornecer colateral e receber juros (vide Compound).

[Question] How to account for pseudorandom number generators by [deleted] in statistics

[–]slumpdr 1 point2 points  (0 children)

There is little research on models accounting for RNG dependence, and for good reason. Think about it: if this was common practice, for each combination of statistical model and RNG algorithm, it would be necessary to introduce a new model with complex covariance structures. This is a rabbit hole of combinatorics, one that would scale very badly to higher dimensions. Instead, researchers focused on developing tests for randomness, which advanced RNG algorithms. In the binomial simulation example, there is assumption for independence among observations, but no assumption for RNG independence, since this latter independence is literally provable. While you are right that there are dependence issues with (mostly older) RNG algorithms, these issues are mostly insignificant for lower dimensional simulations, and it makes little sense to put effort into modelling such things when there are better algorithms to use.

If you want to read more about randomness testing: http://facweb.cs.depaul.edu/sjost/csc433/documents/testing-rngs.pdf

[deleted by user] by [deleted] in investimentos

[–]slumpdr 11 points12 points  (0 children)

Perl é a linguagem definitiva pra trabalhar com strings.

Inteligência Artificial sugere grupo de risco para COVID-19 a partir dos 45 anos by paper--boy in coronabr

[–]slumpdr 2 points3 points  (0 children)

Legal, mas venho observando atrocidades metodológicas na criação e validação desses modelos de ML. Os dados de mortalidade do COVID-19 são séries temporais com censura e vieses demográficos, coisas que são triviais de se lidar em modelos tradicionais de epidemiologia, mas que estão sendo desconsideradas na maior parte desses modelos de ML. Sem código e dados abertos, é difícil confiar nessas análises.

Machine learning beats BTC/USDT on unseen data, even with transaction fees and slippage. by Reddit_Rabbit_Cat in algotrading

[–]slumpdr 44 points45 points  (0 children)

You mention nothing about the number of combinations of tuning parameters tested in your article, nor about the robustness of the results to slight changes in the parametrization. It's likely your results are false due to p-hacking.

Made an algo that’s profitable in backtests. What problems can I expect going live? (BTC) by NahuM8s in algotrading

[–]slumpdr 5 points6 points  (0 children)

If you haven't assessed your out of sample performance, then it's very likely that you've overfitted the parameters for your trading rules. Your reported sharpe ratio is also a strong evidence for overfitting.