jamesflynn1 / finitemarketmodel Goto Github PK
View Code? Open in Web Editor NEWEvaluation of discrete-time asset models and parameter estimation techniques
Home Page: https://github.com/GiovanniCrocioni/MA4J5-FiniteMarketModel
Evaluation of discrete-time asset models and parameter estimation techniques
Home Page: https://github.com/GiovanniCrocioni/MA4J5-FiniteMarketModel
Expose the best models for a final evaluation stage. Compare models against the binomial model.
Add more theory and mathematics behind theory
Similar to the binomial part
Select best hyperparameter on the validation set (use Wasserstein distance), for each stock and use this for evaluation stage.
Wasserstein distance might not be the most suitable to compare between the empirical distribution.
Ensure adequate comments and layout parts again
Describe the binomial model in some detail, possibly omit details surround the trading strategies.
Multiply instead of add.
https://eodmetrics.com/query perhaps, match the end data of the validation period.
Likely rolling cross validation.
Within the validation phase, rank order the models in terms of their projected accuracy on the testing data.
Explore the process with one chosen stock
A declarative, efficient, and flexible JavaScript library for building user interfaces.
๐ 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. ๐๐๐
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 โค๏ธ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.