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:
下面是我自己看视频时候整理的课程笔记:
[ML4T 笔记 |
01-03 The power of NumPy](https://www.jianshu.com/p/783a00e143f1) |
[ML4T笔记 |
01-04 Statistical analysis of time series](https://www.jianshu.com/p/a316237a8164) |
[ML4T笔记 |
01-05 Incomplete data](https://www.jianshu.com/p/824e2e4a80f9) |
[ML4T笔记 |
01-06 Histograms and scatterplots](https://www.jianshu.com/p/23e6c1c4d264) |
[ML4T笔记 |
01-07 Sharpe ratio and other portfolio statistics](https://www.jianshu.com/p/6a9f92deb556) |
[ML4T笔记 |
01-08 Optimizers: Building a parameterized model](https://www.jianshu.com/p/32dc74a2f37f) |
[ML4T笔记 |
01-09 Optimizers: How to optimize a portfolio](https://www.jianshu.com/p/13dacee0ec35) |
[ML4T笔记 |
03-01 How Machine Learning is used at a hedge fund](https://www.jianshu.com/p/105cc7fa90d8) |
[ML4T笔记 |
03-02 Regression](https://www.jianshu.com/p/8ce77a53cac8) |
[ML4T笔记 |
03-03 Assessing a learning algorithm](https://www.jianshu.com/p/c63180caffc7) |
[ML4T笔记 |
03-04 Ensemble learners, bagging and boosting](https://www.jianshu.com/p/1a12b840aec8) |
[ML4T笔记 |
02-01 So you want to be a fund manager](https://www.jianshu.com/p/8bdef9606bb4) |
[ML4T笔记 |
02-02 Market Mechanics](https://www.jianshu.com/p/0391fe94232d) |
[ML4T笔记 |
02-03 What is a company worth?](https://www.jianshu.com/p/34890a48f1cc) |
[ML4T笔记 |
02-04 The Capital Asset Pricing Model (CAPM)](https://www.jianshu.com/p/659d59615a42) |
[ML4T笔记 |
02-05 How hedge funds use the CAPM](https://www.jianshu.com/p/3d613e72c68c) |
[ML4T笔记 |
02-06 Technical Analysis](https://www.jianshu.com/p/02d5c3bb8dfa) |
[ML4T笔记 |
02-07 Dealing with data](https://www.jianshu.com/p/8f65c9532c18) |
[ML4T笔记 |
02-08 The Efficient Markets Hypothesis](https://www.jianshu.com/p/5ef8de15a9ee) |
[ML4T笔记 |
02-09 The Fundamental Law of active portfolio management](https://www.jianshu.com/p/31aa9d72890a) |
[ML4T笔记 |
02-10 Portfolio optimization and the efficient frontier](https://www.jianshu.com/p/bf2ad913b43d) |
[ML4T 笔记 |
03-05 Reinforcement learning](https://www.jianshu.com/p/5c9e5aafe016) |
[ML4T笔记 |
03-06 Q-Learning](https://www.jianshu.com/p/e0eb418b68ff) |
[ML4T笔记 |
03-07 Dyna](https://www.jianshu.com/p/141767d72b1d) |