singnet / reputation

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"Traditional" RS vs "Weighted Liquid Rank" on Realistic markets #121

Closed akolonin closed 5 years ago

akolonin commented 5 years ago

Need to verify the claims:

Cassio wrote: "this flies so much in the face of real world markets that it needs much more serious justification than we've provided. We just studied a tiny set of unrealistic markets." Need to do that after #113 and #110 - for line of few selected market conditions, we need to have 4 runs: A) No reputation system is used
B) Using explicit ratings with neither aggregation nor weighting C) Using explicit ratings with financial weighting D) Using explicit ratings with financial weighting and aggregation Then gather results in individual sheet with LTS, PFS, weighted pearson and confusion matrix by category

akolonin commented 5 years ago

@deborahduong , in the current runs:

We need 5 with default parameters: 1) No RS 2) Plain Vanilla RS (weighting=False) 3) Weighted Liquid Ranks 4) TOM-based 5) SOM-based

And then, we need to explore space for 4) TOM-based 5) SOM-based