(共26页PPT)Lecture09课堂标注版.pptx

机器学习与量化交第九课

1603.08604v1.pdfTheoveralltrainingdatasetconsistsoftheaggregateoffeaturetrainingsetsforeachofthesymbols.Thetrainingsetofeachsymbolconsistsofpricedifferencesandengineeredfeaturesincludinglaggedpricesdi?erencesfrom1to100,movingpriceerageswithwindow

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