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原创 【“前任点评”】:2021年招商银行Fintech精英训练营产品赛道初赛复盘
这是参加2021年招商银行fintech精英训练营比赛产品赛道的成果。官网介绍链接在此 https://career.cloud.cmbchina.com/index.html#fintech我最终成绩为37名。证据在此:[外链图片转存失败,源站可能有防盗链机制,建议将图片保存下来直接上传(img-NkNEJOBg-1622688785485)(https://github.com/JennyCCDD/2021_product_track_for_cmbchina/blob/main/%E6%8B%9B
2021-06-08 20:40:39
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原创 幂律分布:all you need to know about power law distribution
For power law distributionpk=ν−1kmin(kkmin)−νp_k=\frac{\nu-1}{k_{min}}(\frac{k}{k_{min}})^{-\nu}pk=kminν−1(kmink)−νTo estimate ν\nuν by moment estimation methodFor method of m...
2020-05-01 11:55:14
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原创 Covid19:传染病模型模拟Agent based simulation for SIR/SEIR models
ContentScale-free Network SimulationSimulation for SIR modelCodes for SIR simulationSimulation for SIR modelCodes for SEIR simulationReferenceScale-free Network SimulationSimulation for SIR modelWe...
2020-04-24 09:49:44
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原创 Covid19:传染病模型SIR/SEIR on Network
ContentSIR model on NetworkSEIR model on NetworkReferenceSIR model on NetworkWe here reconsider the SIR model in network where kkk is the number of neighbor and v(t)v(t)v(t) is the average number of...
2020-04-24 09:48:53
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原创 Covid19:基于网络的传染病模型Virus spread on network
ContentDisease Spreading on NetworkConsidering Transmissibility for Outbreak AnalysisScale-free NetworkReferenceDisease Spreading on NetworkWe consider the number of connection in a network and buil...
2020-04-24 09:47:53
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原创 Covid19:传染病模型SIR/SEIR的估计与拟合
ContentDeterministic Model for Disease SpreadingSIR modelSEIR modelExperiments for Deterministic Model based on Real DataSIR model fittingSEIR model fittingReferenceDeterministic Model for Disease Sp...
2020-04-24 09:46:24
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原创 偏微分方程复习总结|Review for Partial Differential Equations
This is the review part of partial differential equations
2020-04-09 15:17:42
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原创 波偏微分方程的求解(2)
t = 0 :0.1:1;x = 0:0.1:1;L = 1a = 1for xi = xu= sin(pi * xi / L) * cos(pi * a * t / L) + 0.5 *sin(3 * pi * xi / L) * cos(3 * pi * a * t / L);plot (t, u);hold on;endt = 0 :0.1:2;x = 0:0.1...
2020-04-01 16:04:23
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原创 离散均匀分布的估计| Serial Number Estimation
Serial Number EstimationContentSerial Number EstimationParameter descriptionMethod 1: Probability of each sampleMethod 2: Probability of maximum samplePoint EstimateEstimators intuited from discrete ...
2020-03-28 21:48:30
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原创 热传导偏微分方程的求解
heat-flow problem solution ∂T‾∂t‾=∂2T‾∂x‾2\frac{\partial \overline{T}}{\partial\overline{t}}=\frac{\partial^2 \overline{T}}{\partial\overline{x}^2}∂t∂T=∂x2∂2TBy seperation law, assumeu(x,t)=X(t)T...
2020-03-12 23:13:49
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原创 热传导偏微分方程的推导
Deduce the parabolic equation: ∂T‾∂t‾=∂2T‾∂x‾2\frac{\partial \overline{T}}{\partial\overline{t}}=\frac{\partial^2 \overline{T}}{\partial\overline{x}^2}∂t∂T=∂x2∂2TYour deduction can be based on heat...
2020-03-12 22:54:04
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原创 【论文精读】A New Predictive Measure Using Agent-Based Behavioral Finance
A New Predictive Measure Using Agent-Based Behavioral FinanceTodd Feldman · Shuming Liu这篇论文2018年发表在Computational Economics,据摘要介绍其主要是对 Friedman, Abraham, 2009年发表 Journal of Economic Dynamics and Con...
2020-02-02 15:38:38
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原创 【论文精读】Introductory tutorial agent-based modeling and simulation
Introductory tutorial: agent-based modeling and simulationCharles M. Macal Michael J. NorthWhat’s ABMS? 什么是ABMS?Agent-based modeling and simulation (ABMS) is an approach to modeling systems compr...
2020-02-01 10:58:44
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原创 资产配置研究框架(附代码)
资产配置研究框架(附代码)大类资产配置是全球化视野下投资组合管理的重要议题之一。风险和收益是衡量投资组合管理绩效的天枰两边的两个筹码,如何有效均衡风险和收益的关系一直是学界和业界探讨的问题。本文旨在将目标风险函数和收益风险函数这两大类目标函数引入资产配置研究框架中,同时对比分析综合宏观观点的Black Litterman模型,并在中国市场上进行实证分析。资产配置理论介绍广义风险平价模型(风...
2020-01-27 19:37:10
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原创 ML step by step|20200103
Machine Learning problem discussionProof that min of the regularized error function is equivalent to minimizing the unregularized sum-of-squares error(2 points) Using the technique of Lagrange multi...
2020-01-05 10:12:32
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原创 被动型FOF产品规划方案(附代码)
被动型FOF产品规划方案(附代码)前言按照基本的投资策略,基金可以被分类为被动型基金和主动性基金。被动型基金主要投资于指数产品,主动性基金则会采取更加灵活多变的策略来选择标的资产池。但是,两者都需要对标的资产的权重进行优化。本文将介绍了笔者设计的一个用于被动型FOF(“ Fund of Fund” ,中文 “基金中的基金” )投资的产品方案设计思路,涉及到的调仓权重优化方法包括马科维兹优化、...
2020-01-04 19:44:58
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