Tag：factor

Time：202152
Link to the original text:http://tecdat.cn/?p=21892 introduction In multivariate statistical analysis, interaction refers to the fact that the effect of a factor varies with the level of other factors. The simultaneous effect of two factors is not equal to the sum (additive interaction) or product (multiplicative interaction) of the two factors. Generally speaking, when two or […]

Time：202151
The architecture of business intelligence research has been built around “value”. The value of business intelligence to the enterprise and the path and process of generating value are constantly applied in the field of practice, which has an important impact on the organization’s competitive advantage and organizational performance. So what is the research framework of […]

Time：2021414
In the second part of this series（Multi factor alpha strategy backtesting）In this paper, we test the four quantitative factors of the U.S. stock market. Here, we’ll use the builtinquadprogFunction to optimize the mean variance of each factor weight to determine the best factor weight. After the script provided in the second part of this series […]

Time：2021412
We all know what C + + doesvectorThe capacity of will increase automatically with the added elements, but how much does it increase each time? Twice the original? triple? Or how much? Next, let’s study how the growth factor is determined. First of all, I want to elaborate a problemvectorRealization related facts:vectoruseallocatorInstead ofreallocSo, no matter […]

Time：202148
Link to the original text:http://tecdat.cn/?p=20360 This paper will explain the R language in financial mathematics to optimize the portfolio, the implementation and use of factor model. Macroeconomic factor model with single market factor We’ll start with a simple example of a single known factor, the market index. The model is The explicit factor ft […]

Time：2021325
readDraven’s blogas well asThis articleFeel to understand a lot of golang to map some of the underlying implementation, hereby record Substructure The bottom layer of map is implemented by array and linked list in most languages, so is go Hash conflict resolution In fact, the underlying linked list of map itself is to solve hash […]

Time：2021315
Chap 04 recommendation engine based on spark Amazon, Netflix, youtube, twitter, LinkedIn and Facebook recommendation are among the core functions behind these websites The idea behind the recommendation engine is to predict the items people might like and assist the process by exploring the connections between the items.Different from search engines, the content that recommendation […]

Time：202117
Previously, I shared an article “how to play with the native interface current limiting of spring cloud gateway”. The core is to rely on the current limiting filter provided by spring cloud gateway by default Deficiencies of native requestratelimiter collocation method spring: cloud: gateway: routes: – id: requestratelimiter_route uri: lb://pigxupms order: 10000 predicates: – Path=/admin/** […]

Time：20201229
AVL balanced binary tree Balanced binary search treeBalanced binary tree for short. Mathematicians from the former Soviet UnionAdelseVElskil andLThe highly balanced binary tree proposed by andis in 1962 is also called AVL tree according to scientists’ English name. It has the following properties It could be an empty tree. If it is not an empty […]

Time：2020127
Suppose m and N are integers,m\neq 0。 If n is a multiple of M, there exists an integer k such thatn= mk。 If M is divisible by N, we write it asmn; ifmDo not dividen, we remember asm\nmid n。 For example, because6=3·2, so36。6The factor of is1,2,3。 Because there is no5A multiple of is equal to7, […]

Time：20201127
Up to now, only memory, file system and rocksdb are available for the status backend of Flink jobs, and rocksdb is the only choice when the amount of state data is large (from GB to TB). The performance of rocksdb depends on tuning. If the default configuration is adopted, the readwrite performance may be very […]

Time：20201120
A non sequential data structure — tree. Tree is an abstract model of hierarchical data. A tree structure contains a series of nodes with parentchild relationship. Each node has a parent node (except the first node at the top) and zero or more child nodes. The node at the top of the tree is called […]