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ML4T 总结

2019-04-29
本文 2378 字,阅读全文约需 7 分钟

完成了Machine Learning for Trading 课程的期末考试。考试并不算难,TA给了一个复习的纲要。有人做了一个有241到提的题库。把这题库刷一遍,考试就不会有问题。

我把题库刷了几遍,总共用了五六个小时吧。具体也没有记录准确时间。但是,保证自己每道题做对至少两遍。

考试的形式是35分钟30道选择题。

我用了12分钟就完成了。

这门课,不出意外,将是我学习OMSCS的最后一门课程。如果你有兴趣自学,一些资料记录于此,送与后来者:

下面是我自己看视频时候整理的课程笔记:

[ML4T 笔记 01-03 The power of NumPy](https://www.jianshu.com/p/783a00e143f1)
[ML4T笔记 01-04 Statistical analysis of time series](https://www.jianshu.com/p/a316237a8164)
[ML4T笔记 01-05 Incomplete data](https://www.jianshu.com/p/824e2e4a80f9)
[ML4T笔记 01-06 Histograms and scatterplots](https://www.jianshu.com/p/23e6c1c4d264)
[ML4T笔记 01-07 Sharpe ratio and other portfolio statistics](https://www.jianshu.com/p/6a9f92deb556)
[ML4T笔记 01-08 Optimizers: Building a parameterized model](https://www.jianshu.com/p/32dc74a2f37f)
[ML4T笔记 01-09 Optimizers: How to optimize a portfolio](https://www.jianshu.com/p/13dacee0ec35)
[ML4T笔记 03-01 How Machine Learning is used at a hedge fund](https://www.jianshu.com/p/105cc7fa90d8)
[ML4T笔记 03-02 Regression](https://www.jianshu.com/p/8ce77a53cac8)
[ML4T笔记 03-03 Assessing a learning algorithm](https://www.jianshu.com/p/c63180caffc7)
[ML4T笔记 03-04 Ensemble learners, bagging and boosting](https://www.jianshu.com/p/1a12b840aec8)
[ML4T笔记 02-01 So you want to be a fund manager](https://www.jianshu.com/p/8bdef9606bb4)
[ML4T笔记 02-02 Market Mechanics](https://www.jianshu.com/p/0391fe94232d)
[ML4T笔记 02-03 What is a company worth?](https://www.jianshu.com/p/34890a48f1cc)
[ML4T笔记 02-04 The Capital Asset Pricing Model (CAPM)](https://www.jianshu.com/p/659d59615a42)
[ML4T笔记 02-05 How hedge funds use the CAPM](https://www.jianshu.com/p/3d613e72c68c)
[ML4T笔记 02-06 Technical Analysis](https://www.jianshu.com/p/02d5c3bb8dfa)
[ML4T笔记 02-07 Dealing with data](https://www.jianshu.com/p/8f65c9532c18)
[ML4T笔记 02-08 The Efficient Markets Hypothesis](https://www.jianshu.com/p/5ef8de15a9ee)
[ML4T笔记 02-09 The Fundamental Law of active portfolio management](https://www.jianshu.com/p/31aa9d72890a)
[ML4T笔记 02-10 Portfolio optimization and the efficient frontier](https://www.jianshu.com/p/bf2ad913b43d)
[ML4T 笔记 03-05 Reinforcement learning](https://www.jianshu.com/p/5c9e5aafe016)
[ML4T笔记 03-06 Q-Learning](https://www.jianshu.com/p/e0eb418b68ff)
[ML4T笔记 03-07 Dyna](https://www.jianshu.com/p/141767d72b1d)
2019-04-27 初稿
原文地址 https://conge.livingwithfcs.org/2019/04/29/ML4T-zong-jie/
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