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机器学习与因子透视:量化流程思考 (上篇)
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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