layout: post title: "ML4T 总结" date: "2019-04-29 11:09:49" categories: 计算机科学 excerpt: "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..."
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:
这门课程的所有视频内容在Udacity上都有:machine-learning-for-trading--ud501
课程的Wiki页面,有该课程的所有作业内容:Wiki: > Machine_Learning_for_Trading_Course
- A set of course notes and example code can be found here]
- 用来刷题的题库是在一个叫做quizlet的网站。这个网站有flash card的功能和学习功能。用学习功能学一遍,足可以搞定期末考试。
ML4T 笔记 | 01-03 The power of NumPy
ML4T笔记 | 01-04 Statistical analysis of time series
ML4T笔记 | 01-05 Incomplete data
ML4T笔记 | 01-06 Histograms and scatterplots
ML4T笔记 | 01-07 Sharpe ratio and other portfolio statistics
ML4T笔记 | 01-08 Optimizers: Building a parameterized model
ML4T笔记 | 01-09 Optimizers: How to optimize a portfolio
ML4T笔记 | 03-01 How Machine Learning is used at a hedge fund
ML4T笔记 | 03-03 Assessing a learning algorithm
ML4T笔记 | 03-04 Ensemble learners, bagging and boosting
ML4T笔记 | 02-01 So you want to be a fund manager
ML4T笔记 | 02-02 Market Mechanics
ML4T笔记 | 02-03 What is a company worth?
ML4T笔记 | 02-04 The Capital Asset Pricing Model (CAPM)
ML4T笔记 | 02-05 How hedge funds use the CAPM
ML4T笔记 | 02-06 Technical Analysis
ML4T笔记 | 02-07 Dealing with data
ML4T笔记 | 02-08 The Efficient Markets Hypothesis
ML4T笔记 | 02-09 The Fundamental Law of active portfolio management
ML4T笔记 | 02-10 Portfolio optimization and the efficient frontier
ML4T 笔记 | 03-05 Reinforcement learning
2019-04-27 初稿