【课程简介】
陈宣斌《用机器学习模型和推特数据预测金融时间序列》
1.Whatshouldwetrytomodel?
2.FinancialTimeSeriesofReturns
3.Whatisthedistributionofstockreturns?
4.Assumelog–normaldistribution
5.Weakstationarity(atleast)
6.Generalmodelforafinancialtimeseries
7.Nonlinearmodels
8.NeuralNetworks(feed-forward)
9.SupportVectorMachines
10.Modeltrainingandtesting
11.Sometechnicaldifficulties
12.Howwedidit
13.Twittersocialindicatorsimplemented
14.SentimentAnalysis
15.FinancialTimeSeries
16.Experimentalsetup
17.ExperimentalResults
具体组合课程,请咨询在线客服