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| | Holdings from <math>T</math> against <math>\overline{\mathbb P}</math> (a <math>\mathbb Q</math>-combination)|| <math>T(\overline{\mathbb P})</math> || <math>\mathcal S \cup \{0,1\} \to \mathbb Q</math> || || | | | Holdings from <math>T</math> against <math>\overline{\mathbb P}</math> (a <math>\mathbb Q</math>-combination)|| <math>T(\overline{\mathbb P})</math> || <math>\mathcal S \cup \{0,1\} \to \mathbb Q</math> || || |
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| | | Trading strategy || <math>T</math> || <math>\mathcal S \cup \{1\} \to \mathcal{EF}</math> || || |
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Revision as of 02:39, 3 August 2018
This is in user space because it's not really about machine learning.
Term |
Notation |
Type |
Definition |
Notes
|
-combination |
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Function application of an -combination uses square brackets instead of parentheses. Why? As far as I can tell, this is because each coefficient is in so is itself a function. This means we have two senses of "application": we can pick out the specific coefficient we want (square brackets), or we can apply each coefficient to return something (parentheses).
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Holdings from against (a -combination) |
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Trading strategy |
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Example of a 5-strategy given on p. 18 of the paper:
![{\displaystyle \left[(\neg \neg \phi )^{*5}-\phi ^{*5}\right]\cdot (\phi -\phi ^{*5})+\left[\phi ^{*5}-(\neg \neg \phi )^{*5}\right]\cdot \left(\neg \neg \phi -(\neg \neg \phi )^{*5}\right)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/977caf32d4c09617db6aac2f0879a462323d514e)
Since the coefficients are in
, this is an
-combination. Let's call this 5-strategy
. We can pick out the coefficient for the
term like
. But since each coefficient is a feature (which is a function), we can also apply each coefficient to some valuation sequence
, like this:
![{\displaystyle T_{5}({\overline {\mathbb {V} }})=\left[(\neg \neg \phi )^{*5}({\overline {\mathbb {V} }})-\phi ^{*5}({\overline {\mathbb {V} }})\right]\cdot (\phi -\phi ^{*5}({\overline {\mathbb {V} }}))+\left[\phi ^{*5}({\overline {\mathbb {V} }})-(\neg \neg \phi )^{*5}({\overline {\mathbb {V} }})\right]\cdot \left(\neg \neg \phi -(\neg \neg \phi )^{*5}({\overline {\mathbb {V} }})\right)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/3d594f8de75b2faf3b3386495415c7f234eeccd7)
Now each coefficient is a real number, so
is an
-combination. Note that since
is a function that takes a sentence or the number
and
is a valuation sequence (not a sentence or number), there appears to be a type error in writing
. What is going on is that we aren't evaluating
at
; rather, we are evaluating each coefficient of
, to convert the range of
from
to
.
External links