ytzzzzz / barra_cne5 Goto Github PK
View Code? Open in Web Editor NEWProvide risk forecasts by Barra China Equity Model
Provide risk forecasts by Barra China Equity Model
看你正在实现barra的结构化风险模型,代码质量很高啊,
期待与你的交流,我们互换个联系方式吧?
我很欣赏你在RSTR函数中注意到了计算结果和时间对应,所以rstr向量赋值的时候使用了t-1.但是相同的原理适用于DASTD,CMRA等函数,为什么在这些函数里你没有使用t-1进行赋值呢?
计算最终结果的时候不应该再log了吧,直接max(Z)-min(Z)
您好,首先感谢您无私奉献了Barra的计算框架,但是我仍有一些问题想要请教您,就是在regression.py的文件中,我不太明白pridict_data是什么,应该放哪个参数进去,还希望您可以帮我解答这个问题,万分感谢!
Hi thanks very much for selfless contribution, on learning ur code I found a package
named final is missing in UIconnect.py, could you please give me to see or could you please show me where I can find it?thx a lot!!!
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.