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RSS订阅原创 Brinson Model业绩归因 -- 基于R语言
(*-*) github的大佬还是牛逼啊，就是这个Package安起来有点卡library(pa)###单期Brinson Modeldata(jan) #attach data same as attach()View(jan)print(paste('基准组合权重求和=',sum(jan$benchmark)))print(paste('实际组合权重求和=',sum(jan$...
2020-04-27 13:07:07
1223
原创 Black Scholes Package(For Self Usage）
#-*- codeing = utf-8 -*-#@Time : 2020/4/24 20:17#@Author : LIU J#@File : BSM.py#@Software: PyCharm###Test part'''import BSMBSM.main()'''###Black Scholes Packageimport mathimport numpy a...
2020-04-24 20:51:58
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原创 Xgboost算法
#-*- codeing = utf-8 -*-#@Time : 2020/4/17 10:35#@Author : LIU J#@File : Xgboost.py#@Software: PyCharmimport pandas as pdfrom xgboost import XGBClassifierfrom sklearn.model_selection import t...
2020-04-17 10:48:39
114
原创 Spider爬虫个人练习
爬虫练习# -*- codeing = utf-8 -*-# @Time : 2020/4/4 21:14# @Author : LIU J# @File : spider.py# @Software: PyCharmimport bs4 # 网页解析，获取数据from bs4 import BeautifulSoup # 网页解析，获取数据（其实只用到了BeautifulS...
2020-04-05 16:14:32
251
原创 NLP 产品可行性评价--Python\nltk
#!/usr/bin/env python# coding: utf-8# author: LIU, Jing# In[1]:# Pre-Processingimport stringfrom nltk.tokenize import RegexpTokenizerfrom nltk.corpus import stopwordsimport refrom nltk.ste...
2020-03-24 11:04:24
209
原创 基金产品评价Excel-VBA（自动化）
VBA 自用源代码Sub 收益率()Dim i As IntegerDim n As Integern = Application.WorksheetFunction.Count(Range("B:B")) + 3For i = 4 To n Cells(i, "D") = (Cells(i, "B") - Cells(4, "B")) / Cells(4, "B")N...
2020-03-24 10:56:03
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原创 SARIMAX
在这里插入代# -*- coding: utf-8 -*-"""Created on Sun Oct 27 21:18:18 2019@author: LIUJi"""from __future__ import print_functionimport pandas as pdimport matplotlib.pyplot as pltfrom matplotlib.pyl...
2019-11-28 20:18:13
370
原创 GARCH
在这里插入代码片# -*- coding: utf-8 -*-"""Created on Mon Oct 28 13:44:41 2019@author: LIUJi"""import pandas as pdimport numpy as npimport pandas_datareader.data as webimport matplotlib.pyplot as plt...
2019-11-28 20:16:03
242
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