大佬教程收集整理的这篇文章主要介绍了[Machine Learning for Trading] {ud501} Lesson 21: 03-01 How Machine Learning is used at a hedge fund | Lesson 22: 03-02 Regression,大佬教程大佬觉得挺不错的,现在分享给大家,也给大家做个参考。
a data-centric way to build preDictive models
The ML problem
Supervised regression learning
Robot navigation example
How it works with stock data
Example at a fintech company
Price forecasTing demo
QuantDesk
factors we are using Now <= choices of these factors are from another @L_489_1@ algorithm
@H_674_29@@H_674_29@ <= roll BACk time,and we look over all this last three months and look forWARD one month,see how accurate all those preDictions were
https://lucenaresearch.com/#register
https://quantdesk.lucenaresearch.com/#login
ML tool in use
orange line => historical value of our portfolio
blue => benchmark (S&P500 herE)
Problems with regression
Problem we will focus on
Parametric regression
K nearest neighbor
How to preDict
Kernel regression
Kernel regression is different from KNN,because it uses kernel to weight the contribution of each nearest point
Parametric vs non parametric
Yes,the cAnnon ball distance can be best estimated using a parametric model,as it follows a well-defined trajectory.
On the other hand,the behavior of honey bees can be hard to model mathematically. Therefore,a non-parametric approach would be more suitable.
typically: Train on older data; test on newer data
look ahead bias occurs if Training reversely
Learning APIs
Example for linear regression
Note: This is intended to be pseudo-code only,although some Python-specific Syntax has been shown.
以上是大佬教程为你收集整理的[Machine Learning for Trading] {ud501} Lesson 21: 03-01 How Machine Learning is used at a hedge fund | Lesson 22: 03-02 Regression全部内容,希望文章能够帮你解决[Machine Learning for Trading] {ud501} Lesson 21: 03-01 How Machine Learning is used at a hedge fund | Lesson 22: 03-02 Regression所遇到的程序开发问题。
如果觉得大佬教程网站内容还不错,欢迎将大佬教程推荐给程序员好友。
本图文内容来源于网友网络收集整理提供,作为学习参考使用,版权属于原作者。
如您有任何意见或建议可联系处理。小编QQ:384754419,请注明来意。