漫步量化

OverviewStreaming computation can be either stateless or stateful.A stateless program looks at each individual event and creates some output based on that last event;A stateful program creates output based on multiple events taken together.stateful 用..

DecileFrom wikipedia, in descriptive statistics, a decile is any of the nine values that divide the sorted data into ten equal parts, so that each part represents 1/10 of the sample or population.A decile is one possible form of a quantile, others incl..

异常值检测Detect OutliersIn statistics, outliers are data points that don’t belong to a certain population. It is an abnormal observation that lies far away from other values. An outlier is an observation that diverges from othervise well-structured data.Th..

variabilityIn statistics, dispersion (also called variability, scatter, or spread) is the extent to which a distribution is stretched or squeezed.Common examples of measures of statistical dispersion are the variance, standard deviation, and interquart..

Statistical Hypothesis TestingA statistical hypothesis is a hypothesis that is testable on the basis of observed data modeled as the realised value taken by a collection of random variables.A statistical hypothesis test is a method of statistical infer..

Risk aversionFrom wikipedia, in economics and finance, risk aversion is the behavior of humans (especially consumers and investors), who, when exposed to uncertainty, attempt to lower that uncertainty.It is the hesitation(犹豫) of a person to agree to as..

Expected utility hypothesisFrom wikipedia, in economics, game theory, and decision theory, the expected utility hypothesis- concerning people’s preferences with regard to choices that have uncertain outcomes (gambles) - states that the subjective value(..

COSO ERM FrameworkERM means Enterprise Risk Management.From COSO ERM Framework, it defined risk appetite as ‘the amount of risk, on a broad level, an organization is willing to accept in pursuit of stakeholder value’In their Strngthening Enterprise Ri..

UtilityFrom wikipedia, the concept of utility is used to model worth or value. Its usage has evolved significantly over time.The term was introduced initially as a measure of pleasure or satisfaction within the theory of utilitarianism by moral philoso..

1 - IntroductionFusion is an object oriented API specifically designed to build conic optimizaition models in a simple and expressive mannar, using mainstream programming languages: Python || C++ || Java || .NET .With focus on usability and compactne..

凸优化有一天，机器学习、数学规划、运筹学、最优化…各种门类聚在一起开会，几经讨论，大家一致统一思想，先解决掉“凸优化”，然后大家的日子就都好过了。参考资料知乎问题 : 如何从零开始学习凸优化？我的凸优化学习之路看完上面两个综述就会有大概路线，提到的相关资料：《Optimization Model》《Convex Optimization: Algorithms and Complexity》《Optimization Methods for Large-Scale Machine..

二次规划（Quadratic programming）二次规划，是运筹学中一种特殊类型的最优化问题。Quadratic programming(QP)Quadratic programming is the process of solving a special type of mathematical opetimization problem - sepcially, a (linearly constrained) quadratic optimization problem, tha..

前言把投资组合问题写成一个二次规划，它的目标函数不是线性函数，是二次函数，所有的约束也都是线性的。【观点/报道】运筹学教授叶荫宇：作为 AI 基石，优化算法如何在实际中应用？Markowitz投资组合优化可以理解成运筹学中一个决策问题：在一定约束情况下，如给定风险、或给定收益情况下，如何构建投资组合。解决方案：Markowitz投资组合模型 => 二次规划、二次锥、鲁棒优化等。本质是通过收益和风险的tradeoff，构建最优投资组合的优化问题。二次规划Quadratic P..

入门导读知乎问题 : 运筹学（最优化理论）如何入门？知乎专栏 : 『运筹帷幄』人工智能|数据科学|运筹学交叉维基百科 : 运筹学运筹学发展的回顾与展望【观点/报道】运筹学教授叶荫宇：作为 AI 基石，优化算法如何在实际中应用？人工智能、数据科学、机器人、物联网等，最终都可以归结为求解一个优化问题，而研究优化问题的学科，就是***运筹学***。运筹学子方向多，数学要求高，不过问题的解决可以通过软件，GAMS等。运筹学、优化理论、数学规划、最短路径、优化器等概念彼此关联，纵深交错。运..

MosekCompanyWikipediaPyPi - Mosek 9.2.14杉树科技（中国唯一的Mosek官方授权经销商）DECISION TREE FOR OPTIMIZATION SOFTWARE (Site aims at helping you identify ready to use solutions for your optimization problems)问题类型Short NameNameChineseLPLinear Progr..

LP(Linear Programming)线性规划，指目标函数和约束条件解为线性的最优化问题。约束 Constraint数学中，约束是一个最最优化问题的解需要符合的条件。分为等式约束（束缚拘束）和不等式约束（非束缚拘束）。符合所有约束的解的集合称为可行集（feasible set）或是候选解（candidate solution）线性数学函数L(x)L(x)L(x)从直观角度，如果某数学函数或数量关系的函数图形呈现未一条直线或线段，那么这种关系就是一种线性的关系。用数学语..