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RSS订阅原创 Credit Spread Prediction : Data Preparing
读取数据+数据预处理import numpy as npimport pandas as pdimport osPart One : 处理宏观指标表格Step 1 : 读入Excel 并阅读前五行data_Macro = pd.read_excel('data_Macro.xlsx')data_Macro.head() Date ...
2019-02-25 21:35:30
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原创 Credit Spread Prediction : Benchmark
Module One : Feature SelectionImport Moduleimport numpy as npimport pandas as pdimport sklearn as skimport matplotlib.pyplot as pltPart One : Data PreparationStep one : Import datadata_Macro ...
2019-02-25 21:32:27
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原创 NonLinear Regression & Lasso & Homotopy Method
Part One : Coordinate Descent for LassoThe Lasso optimization problem can be formulated asw^∈argminw∈Rd∑i=1m(hw(xi)−yi)2+λ∥w∥1,\hat{w}\in{ argmin_{w\in R^{d}}\sum_{i=1}^{m}(h_{w}(x_{i})-y_{i})^{2}+...
2019-02-21 06:03:52
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原创 NonLinear Regression Problem & Ridge Regression
Part One : Basis for Nonlinear RegressionIn this part we’re going to investigate how to use linear regression to approximate and estimate complicated functions. For example, suppose we want to fit th...
2019-02-18 00:18:08
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原创 Linear Regression Practice
import numpy as npimport pandas as pdimport matplotlib.pyplot as pltImport other modules from sklearn import linear_modelfrom sklearn.metrics import mean_squared_errorfrom sklearn.metrics impor...
2019-02-15 05:56:53
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原创 如何用Python批量导入Excel并用Pandas整合
Step 1 : 导入模块import pandas as pdimport os Step 2 : 查看工作路径该工作路径应为想读取文件的文件夹，若python的工作路径不是该文件夹，则应用os.chdir来进行切换os.getcwd()'/Users/chenyuwang/Desktop/IAQF/data/dataList'Step 3 : 获取文件夹中文件名为.xlsx...
2019-02-12 09:18:34
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原创 Week One : Gradient Decent & SGD
Week One : Linear Regression & Risk MinimizationPreparation I : Import Modulesimport sysimport numpy as npimport pandas as pdimport matplotlib.pyplot as pltfrom sklearn.model_selection impor...
2019-02-08 12:00:19
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原创 Python Numpy学习（六）随机数生成
import numpy as np一、随机数构造np.random.rand(3,2)array([[0.6372113 , 0.27436914], [0.91140569, 0.95159513], [0.86491427, 0.58310291]])np.random.randint(10,size =(5,4))array([[3, 8, 1...
2019-01-31 05:47:46
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原创 Python Numpy学习（五）四则运算
import numpy as np一、向量相乘x = np.array([5,5])y = np.array([2,2])1、对应位置相乘np.multiply(x,y)array([10, 10])2、向量内积np.dot(x,y)203、矩阵相乘x.shape = 1,2y.shape = 2,1np.dot(x,y)array([[20]])...
2019-01-31 05:24:22
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原创 Python Numpy学习（四）数组生成方式
import numpy as npnp.array([1,2,3])array([1, 2, 3])一、Arange结构np.arange(10)array([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])np.arange(2,20,2)array([ 2, 4, 6, 8, 10, 12, 14, 16, 18])从哪个数开始+到哪个数截止+...
2019-01-30 04:57:35
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原创 Python Numpy学习（三）数组形状操作
import numpy as npa_array = np.arange(10)a_arrayarray([0, 1, 2, 3, 4, 5, 6, 7, 8, 9])一、数组结构改变a_array.shape(10,)a_array.shape = 2,5a_arrayarray([[0, 1, 2, 3, 4], [5, 6, 7, 8, 9]]...
2019-01-30 04:34:00
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原创 Python Numpy学习（二）排序
一、简单排序import numpy as npa_array = np.array([[1.5,1.3,7.5], [5.6,7.8,1.2]])a_arrayarray([[1.5, 1.3, 7.5], [5.6, 7.8, 1.2]])按行排序np.sort(a_array)array([[1.3, 1.5, 7.5]...
2019-01-25 11:27:48
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原创 Python Numpy学习（一）数组结构
首先导入Nunpyimport numpy as np一、数组基础操作数组内元素加法array =np.array([1,2,3,4,5])print(type(array))<class 'numpy.ndarray'>array += 1arrayarray([2, 3, 4, 5, 6])array2 = array +1array2array...
2019-01-24 23:52:35
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原创 Python基础 学习笔记（二）字符串操作
一、基础操作1、字符串连接a = 'hello' + 'python'a'hellopython'2、字符串重复多遍a*3'hellopythonhellopythonhellopython'3、字符串长度len(a)11二、核心操作1、字符串分割a = '1 2 3 4 5'a.split()['1', '2', '3', '4', '5']b =...
2019-01-24 06:43:22
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原创 Python基础 学习笔记（一）数值运算
Python基础 学习笔记（一）数值运算一、数学符号1、加法1+22、减法3-13、乘法4*64、除法8/25、乘方2**36、取余数10%3二、数据类型Python 不需要确定数据类型，会根据数据自行定义如：a = 3type(a)b = 1.5type(b)数据类型的转换c = int(b)type(c)c三、数值运算1、取...
2019-01-24 06:06:23
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