http://index.cslt.org/mediawiki/index.php?action=history&feed=atom&title=Rong_Liu_2015-11-23Rong Liu 2015-11-23 - 版本历史2026-04-14T16:22:43Z本wiki的该页面的版本历史MediaWiki 1.23.3http://index.cslt.org/mediawiki/index.php?title=Rong_Liu_2015-11-23&diff=17684&oldid=prevLr：以“==accomplish week== * multi-factors model :* code the data api in our server for tonglian server is too slow :* test the lasso method. the standardize method is not...”为内容创建页面2015-11-24T01:36:13Z<p>以“==accomplish week== * multi-factors model :* code the data api in our server for tonglian server is too slow :* test the lasso method. the standardize method is not...”为内容创建页面</p>
<p><b>新页面</b></p><div>==accomplish week==<br />
* multi-factors model<br />
:* code the data api in our server for tonglian server is too slow<br />
:* test the lasso method. the standardize method is not useful<br />
:* test the different factors(10,50,133) and different history(30,60,100). not useful<br />
:* add the Kelly Formula to control the cash, not useful<br />
==next week==<br />
* check the code of multi-factor<br />
* test the lasso method<br />
:* using Cross-validation to find the best alpha<br />
:* check the factors, it is same class and the meaning？<br />
:* add the quadratic programming to control the profit and risk</div>Lr