Tag：variance
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Time：2021-7-23
Today, let’s talk about heteroscedasticity. Before heteroscedasticity, let’s talk about another concept similar to heteroscedasticity: homovariance. What is homovariance? The same variance = the same + variance, as the name suggests, is the same variance. What is the variance? Variance is used to reflect the fluctuation of data. The same variance means that the fluctuation […]
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Time：2021-6-9
Link to the original text:http://tecdat.cn/?p=21444 Logistic regression is a common method in research, which can screen influencing factors, predict probability and classify. For example, the data obtained by high pass sequencing technology in medical research challenges the selection of high-dimensional variables. Penalized logistic regression can select variables and estimate coefficients for high-dimensional data, and its […]
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Time：2021-5-7
Link to the original text:http://tecdat.cn/?p=12174 – introduce This paper compares several time series models to predict the daily growth of the SP500 indexReal volatility. The benchmark is arma-egarch model of SPX daily return series. It is compared with GARCH model 。 Finally, the ensemble prediction algorithm is proposed. Assumptions The actual volatility is invisible, […]
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Time：2021-4-19
preface What is called principal component analysis? Let’s first look at a graph of an ellipse. If you were asked to find a line so that all the points on the ellipse mapped on the line were the most scattered and the most information remained, how would you choose this line? In the figure below, […]
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Time：2021-4-14
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 built-inquadprogFunction 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 […]
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Time：2021-4-1
sketch The basic idea of normalization is actually quite intuitive: because the distribution of the active input value (that is, x = Wu + B, u is the input) of the deep neural network before the nonlinear transformation gradually shifts or changes with the deepening of the network or during the training process,The reason why […]
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Time：2021-3-2
The last one talked about hypothesis testing, and this one about analysis of variance. 1. Background: If you have proposed three strategies a, B and C to increase the unit price of customers, how can we know the difference in the effect of these three strategies? The simplest way is to do an experiment. We […]
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Time：2021-2-24
The text and pictures of this article are from the Internet, only for learning and communication, and do not have any commercial use. If you have any questions, please contact us in time. The following article comes from the data theory, author: wpc7113 Introduction to Python data analysis https://www.bilibili.com/video/BV18f4y1i7q9/ 1. Standardization: to remove […]
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Time：2021-2-20
Today, we will talk about the weighted least squares (WLS), which is based on the ordinary least squares regression (OLS), and is mainly used to solve the heteroscedasticity problem. The general form of OLS is as follows: As we mentioned earlier, OLS has several basic assumptions. One of them is that UI is a random […]
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Time：2021-2-19
We mentioned the concept of degree of freedom in the previous analysis of variance. In the previous article, we gave a calculation of degree of freedom = number of samples – 1. This article will talk about what is freedom. Let’s take a look at the explanation of Baidu Encyclopedia Degree of freedom (DF) refers […]
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Time：2021-2-18
We talked about heteroscedasticity and how to use graphical method to judge whether there is heteroscedasticity. This article talks about how to use statistical method to judge whether there is heteroscedasticity. There are many statistical methods to test heteroscedasticity. In this section, we only talk about the white test which is more common and commonly […]
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Time：2021-2-15
1. Preface We have said in the analysis of variance that a very important premise of the analysis of variance is called homogeneity of variance. This article is about how to test the homogeneity of variance. First of all, what is homogeneity of variance? Homogeneity of variance means that the total variance among different groups […]
