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[Machine Learning for Trading] {ud501} Lesson 23: 03-03 Assessing a learning algorithm | Lesson 24: 03-04 Ensemble learners, bagging and boosting
A closer look at KNN solutions What happens as K varies What happens as D varies Metric 1 RMS Error In Sample vs out of sample Which is worse? Cross v ...
分类:系统相关   时间:2019-06-05 09:55:41    阅读次数:138
[Machine Learning for Trading] {ud501} Lesson 21: 03-01 How Machine Learning is used at a hedge fund | Lesson 22: 03-02 Regression
a data-centric way to build predictive models The ML problem Supervised regression learning Robot navigation example How it works with stock data Exam ...
分类:系统相关   时间:2019-06-05 09:42:34    阅读次数:137
[Machine Learning for Trading] {ud501} Lesson 19: 02-09 The Fundamental Law of active portfolio management | Lesson 20: 02-10 Portfolio optimization and the efficient frontier
this lesson => Buffet said two things => (1) investor skill => (2) breadth / the number of investments Grinold's Fundamental Law breadth => more oppor ...
分类:系统相关   时间:2019-06-05 09:39:21    阅读次数:148
[Machine Learning for Trading] {ud501} Lesson 25: 03-05 Reinforcement learning | Lesson 26: 03-06 Q-Learning | Lesson 27: 03-07 Dyna
The RL problem Trading as an RL problem Mapping trading to RL Markov decision problems Unknown transitions and rewards What to optimize? Learning Proc ...
分类:系统相关   时间:2019-06-05 09:32:19    阅读次数:174
[Machine Learning for Trading] {ud501} Lesson 9: 01-08 Optimizers: Building a parameterized model | Lesson 10: 01-09 Optimizers: How to optimize a portfolio
What is an optimizer? Minimization example How to defeat a minimizer Convex problems Building a parameterized model Minimizer finds coefficients What ...
分类:系统相关   时间:2019-06-04 12:53:45    阅读次数:141
[Machine Learning for Trading] {ud501} Lesson 7: 01-06 Histograms and scatter plots
A closer look at daily returns Histogram of daily returns gaussian => kurtosis = 0 How to plot a histogram Computing histogram statistics Select the o ...
分类:系统相关   时间:2019-06-04 11:06:36    阅读次数:138
[Machine Learning for Trading] {ud501} Lesson 3: 01-02 Working with multiple stocks
Lesson outline Lesson outline Here's an overview of what you'll learn to do in this lesson. Documentation links are for reference. Read in multiple st ...
分类:系统相关   时间:2019-06-04 09:47:39    阅读次数:183
OSPF基本配置实践
OSPF(OpenShortestPathFirst),目前IGP中应用最广、性能最优的一个协议,具有如下特点:1.可适应大规模网络2.路由变化收敛速度快3.无路由自环4.支持变长子网掩码VLSM5.支持等值路由6.支持区域划分7.提供路由分级管理8.支持验证9.支持以组播地址发送协议一.配置步骤(1)配置各接口的IP地址(略)例SwitchA:<H3C>sys[H3C]hostnam
分类:其他好文   时间:2019-06-03 15:59:12    阅读次数:150
组建基本的OSPF
组建基本的OSPF
分类:其他好文   时间:2019-06-03 15:50:57    阅读次数:115
OSPF
OSPF基本概念:链路状态OSPF路由器收集其所在网络区域上各路由器的连接状态信息,即链路状态信息(Link-State),生成链路状态数据库(Link-StateDatabase)。路由器掌握了该区域上所有路由器的链路状态信息,也就等于了解了整个网络的拓扑状况。OSPF路由器利用“最短路径优先算法(ShortestPathFirst,SPF)”,独立地计算出到达任意目的地的路由。OSPF协议引入
分类:其他好文   时间:2019-06-03 14:07:20    阅读次数:105
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