a***r
发帖数: 594 | 1 I don't know much about high freq. but I assume high freq's trade exchange
traded, stock, commod, option, bonds. for these, I don't see simulation and
B-tree playing big roles. B-tree is for risk neutral deriv pricing. at most
you calib vol surface with BS formula and just use the formula for delta and
stuff. don't see Monte Carlo playing a big role there either. but you need
very powerful real time data analysis engine. the same engine presumably can
be fed historical data for back testing. for |
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t*****e
发帖数: 53 | 2 we use the stock price to build a binomial tree model.
lets say sigma is the volatility such that sigma^2 * delta_t is the variance
of the stock return at time delta_t.
How to prove that the sigma is the stock price volatility of the binomial
tree.
Can anybody provide me some reference materials so that I can learn how to
prove it? |
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s***e
发帖数: 267 | 3 I think when you do binomial tree, the u=1/d=exp(sigma*sqrt{delta_t}) can be
derived from the variance of
binomial. The computation is just by definition. You can find this almost
any book which has a chapter on
binomial tree, such as John Hull.
variance |
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h***s
发帖数: 35 | 4 Hello Buddy,
I am implementing binomial tree for convertible bond/american option. Step
or layer are 200. Tree valuation time is 1 second. However, it's too slow
for calcuate all greeks(IR delta and IR Gamma) on 14 terms*14 terms, about
cost 2-3 minutes for greeks calculation.
Have you any methods to improve performance? Thank you very much! |
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g********r
发帖数: 8017 | 5 Gee. Risk management uses a lot of data mining. I don't think any serious
risk management job will use the
naive tree. The difference of performance between CART and forests could be
measured by miles in many
situations. Doesn't hurt to know more. The intuition behind random forest
and tree boosting is straight
forward.
management, |
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d*****u
发帖数: 17243 | 6 有一些data，都是nonminal的feature
用R可以画decision tree (classification tree)吗？
基于information gain的那种 |
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S******y
发帖数: 1123 | 7 download R. you can use 'tree' or 'rpart' package.
But the tree plotted in R may not be nice-looking. |
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h***y
发帖数: 162 | 8 请问你们都是用什么做tree model的？我没有miner，但是直到R有两个包可以做，还有
，有没有什么关于decision tree学习的资料？
先谢谢了 |
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R*****d
发帖数: 420 | 9 大家decision tree方面的知识是从哪门统计课学的？我在multivariate analysis课上
学了clustering,classification,但是其实，这些知识在statistical learning 里也
有。那么这个decision tree大家是在哪门课里学的呢？我没学过的说。 |
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b******2
发帖数: 654 | 11 有175个event,1059个non-event， 用conditional tree做prediction的结果（
classification table 如下） 太奇怪了！！ 为什么175个event被 conditional tree
classify 为non-event? 1059个non-event全被classify为non-event???
> iv = ctree(aa ~ a + b+ c+d+e+f+g+h+i+j+k+l+m+n, data=f)
>
> plot(iv)
>
> table(predict(iv), f$aa)
No Yes
No 1059 175
Yes 0 0
新手一枚， 望大家帮帮忙！！ 万分感谢！！ |
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b******2
发帖数: 654 | 12 Thanks so much!!
I attached the tree graph here FYI
The categorical data are binary variables, either 0 or 1, I convert 0 to "
No" and 1 to "Yes" to run in R. I did the same thing for the binary outcome,
so it is "Yes" or "No".
I feel the ctree does not work out correctly the way is should be? All the
varilabes are pretty balance between Yes vs No for the outcome.
tree |
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w********r
发帖数: 238 | 13 用unix SAS EM，做好的ineractive tree，关了EM之后再打开，tree就没有了，只有第
一层的node，不能再改任何地方，但结果还能看。是我蠢了吗，还是就是这样，不如
knowledge seeker好啊。 |
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I***i
发帖数: 14557 | 15 （才知道，龙虾竟然是很长寿的动物。）
http://www.huffingtonpost.com/2012/11/30/lobster-age_n_2215990.
Lobster Age Shown By Counting Its Rings Like A Tree, Study Reveals
PORTLAND, Maine -- For the first time, scientists have figured out how to
determine the age of a lobster – by counting its rings, like a tree.
Nobody knows how old lobsters can live to be; some people estimate they live
to more than 100.
But knowing – rather than simply guessing – their age and that of other
shellfish could help scientists better u... 阅读全帖 |
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a**********0
发帖数: 422 | 16 【 以下文字转载自 JobHunting 讨论区 】
发信人: apprentice00 (数学学徒), 信区: JobHunting
标 题: weka有支持regression tree的random forest吗
发信站: BBS 未名空间站 (Sat Aug 23 00:08:21 2014, 美东)
我的问题不是classification 而是regression 所以需要由regression tree构成的
random forest 不知道weka有没有 |
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w*******y
发帖数: 60932 | 18 I picked up this gorgeous tree today at Sams club in Manchester, CT. Price -
$10.81 + tax. Last year I paid $45 for a similar tree at a farm stand. See
attached pic.
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w*******y
发帖数: 60932 | 20 Lowes offers the following special today thru Monday in store:
Tomato and Pepper Plants
SKU 335029
1.0pint size
two for $1
____________________ ____________________ _________
60wt equal Soft White CFL Bulbs $6
sku 252003
____________________ ____________________ __
Earth Day free tree Giveaway while supplies last
SAT APRIL 23 ONLY!
____________________ ____________________ ___
Yoshino Cherry Trees #94342
3.25 gallon
$16.98
____________________ _________________
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w*******y
发帖数: 60932 | 22 Eastern Leaf is having another deal on a juniper bonsai tree in a rock pot.
Link:
http://www.easternleaf.com/ProductDetails.asp?ProductCode=80315
Regular Price: $35
Save 50%: $17.50
Extra 20% off w/ coupon code: 7YEAR: $14
Expiration: Monday 10/10/11
Shipping comes to around $6.95 for CA
This is the lowest I've ever seen a bonsai tree of that size.
Cheers!
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w*******y
发帖数: 60932 | 23 This is my first deal post.
I went to Lowe's yesterday to look for a few things for a new house we are
in escrow in. We took a trip through the garden section and found a
clearance area with several different fruit trees. All 4.6qt and about 3-4ft
tall. All were marked $3.74 down from $14.98
My fiance and I decided on a Red Gala apple tree but there were sever other
varieties including yellow peach, white peach, lemon, lime, and Liberty
apple. There could be several other types but we didn't dig... 阅读全帖 |
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w*******y
发帖数: 60932 | 24 50% + extra 15% off Juniper Bonsai Tree = $12.33 + s/h
Eastern Leaf is doing another deal on a bonsai tree in a nicer blue pot.
Link:
http://www.easternleaf.com/ProductDetails.asp?ProductCode=80058
Regular Price: $29
Save 50%: $14.50
Extra 15% off w/ coupon code: ELNOV50: $12.33
Expiration: Monday 11/07/11
Shipping comes to around $6.95 for CA
!
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w*******y
发帖数: 60932 | 25 Using a 40% off coupon from Family Christian, I was ble to get the the 6
piece Willow Tree nativity set (normally $74.99) for $44.99. If you order
online, they have free shipping for purchases over $40. I already have the
Creche, but that a great deal, too (normally $104.99). The coupon is good
for 40% off any one regular price item. Use coupon 126005119. The flyer I
got said the coupon was only good on 11/11/11, but I was able to use it
today online.
Link:
http://www.familychristian.com/gi... 阅读全帖 |
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w*******y
发帖数: 60932 | 28 Home Depot has this
Martha Stewart Living 7 Ft. Pre-Lit Holiday Poinsettia Spruce Tree:
http://www.homedepot.com/webapp/wcs/stores/servlet/ProductDispl
for $57.25 with FREE ship to home
Martha Stewart 7 Ft. Pre -Lit Holiday Poinsettia Spruce Tree.
Continuous On 500 6mm Clear and 250 15mm apple green + white pearl lights
with 61 3 light Poinsettia clusters.
Realistic look, medium green color and feel, two needle construction
1203 branch tips, 1.75 In. molded PE { 238 } and 2 In. PVC { 965 } con... 阅读全帖 |
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m********y
发帖数: 21909 | 31 怎么俞中途变成了余？
大家族啊，担不是family tree， 是network |
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g**1
发帖数: 10330 | 32 Student, 14, 'used tree branch to rape teacher in school bathroom before
slitting her throat and leaving a note saying "I hate you all" next to her
staged body'
Philip Chism, 14, allegedly murdered his teacher Colleen Ritzer, 24, after
an argument in class
The student's parents were going through a difficult divorce
He killed her with a box-cutter om October 22 then dumped her body in a
recycling bin behind Danvers High School
Police prosecutors would not release any details of the case before n... 阅读全帖 |
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发帖数: 1 | 36 Dollar tree里买一些不需要质量的生活必需品，还是很不错的。 |
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T*********c
发帖数: 388 | 38 昨天终于迎来纽约的第一场雪，驾车前往长岛东北角的Dart's Christmas Tree Farm.
徒步在树场里找了半个小时，终于找到一棵很满意的。整棵树可能有15 feet, 把底部
砍了以后有8 feet.
今天把Ornaments挂上，点亮了2013的圣诞树。 |
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T*********c
发帖数: 388 | 39 There is a round base to hold the tree and the water I put in every day. |
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P**3
发帖数: 496 | 40 转 Joshua Tree Nark Park California 票价$15. 欲$5转让 本周六有效。
本人在riverside |
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p***a
发帖数: 6396 | 42
我常住Ontario airport边上的in & out 就在double tree隔壁 |
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d*********n
发帖数: 818 | 44 You should not argue with the luggage case seller directly. It is not
right. You need ask your hubbie to handle it.
However, for 2nd-hand stuff, the sale is usually final. The seller never
forced him to buy. Your hubbie bought it out of his own free will.
If you think there is a problem, it is your hubbie's.
In this case, you barked a wrong tree, and you behaved very bitchy.
BTW, I am neutral on both sides. |
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l******o
发帖数: 71 | 45 岳父为了割草方便，把和邻居交接的漂亮的一排PINE TREE， 给TRIM 到很高。
邻居那边的没有给TRIM。 但是树变的难看了。而且也没有以前那样的SCREEN了。
更悲伤的事，自己后院冬天用来隔开马路的一排松树给TRIM到6-7尺高。 把下面的
没有草的地皮全部裸露了出来。 简直是查不忍睹。
我现在火冒三丈，但是又不能点破。点破也没有用了。 到这里来发泄一下。
我真是不明白，这么明显的错误，他们怎么就认识不到呢。
大家父母来，一定要小心呀！！现在，我简直无法面对他，假装平均。 |
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m*****u
发帖数: 76 | 46 再漂亮也就TMD一排树，一些landscaping
你所认为错的事情只是你认为的
我觉得父母养育了我们，我们无以为报
父母到家里帮我们，那是多大的心意
本来就是你自己的活儿，自己不干，老人好心帮你干活，干得不和你心意你就自己干
一个大男人唧唧歪歪事儿那么多
多口说一句，PINE TREE最惹人讨厌，秋冬天就落渣子落一地，没了反而干净，天意如
此 |
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w********0
发帖数: 245 | 48 有谁用过lending club, lending tree这些P2P服务投资？
感觉靠谱吗？好像回报率挺不错的，感觉是稳赚不赔的。
正在想是不是投几千美元试水一下。钱不多，而且自己也很保守。
能否请用过这些服务的讲讲，多谢了。 |
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C**********n
发帖数: 100 | 49 那你能说一下怎样输入这些数字才能使得生成的binary search tree跟我想要的那个一
样呢? |
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g*******y
发帖数: 1930 | 50 很多种输入方法。一种是按照已知tree的pre-order输入 |
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