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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
Online Classification
Another challenging trend in Internet evolution is the tremendous growth of the infrastructure in every dimension, including bandwidth capacity of lin ...
分类:其他好文   时间:2019-06-03 17:15:10    阅读次数:126
Windows 7安装Apache FtpServer 1.0.0
参考:Windows XP安装Apache FtpServer 1.0.0bin\service install ftpd res\conf\ftpd-typical.xml 服务安装完成后,注册表信息如下:HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Apache ...
分类:Windows程序   时间:2019-06-02 01:32:10    阅读次数:175
JAVA JPS 命令详解
https://www.cnblogs.com/tulianghui/p/5914535.html JPS 名称: jps - Java Virtual Machine Process Status Tool 命令用法: jps [options] [hostid] options:命令选项,用来对 ...
分类:编程语言   时间:2019-06-01 21:50:54    阅读次数:179
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