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datayes2015
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机器学习与因子透视:量化流程思考 (上篇)

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  •   datayes2015 · Dec 15, 2016 · 2623 views
    This topic created in 3426 days ago, the information mentioned may be changed or developed.
    跟大家分享一个长篇帖子,关于机器学习与因子透视分析:)

    PS :为保证代码质量,原帖请移步传送门: https://uqer.io/community/share/5850c09f6baac8005093da14

    正文:







    代码传送门: https://uqer.io/community/share/5850c09f6baac8005093da14

    The Heatmap and distribution plots



    Distribution of pairwise correlations in sample raw data



    代码传送门: https://uqer.io/community/share/5850c09f6baac8005093da14


    3.Select Best factor with scikit-learn



    returns:classification







    代码传送门: https://uqer.io/community/share/5850c09f6baac8005093da14

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