m*******x
发帖数: 10 | 1 这学期想选一门统计课程，想请教一下，以下两门哪个在实际工作中用的多一些？
一个是Applied Time Series, 用的教材是Analysis of Financial Time Series, 一个
是Stat Data Mining, 用的是The elements of statistical learing.
以前学过time series的课程，但是不是讲在金融方向的应用的。没有学过data mining
的课，所以很想去听听。只是不清楚data mining主要在金融的那个领域应用的比较多
？向各位请教下:) | g****3
发帖数: 49 | 2 “只是不清楚data mining主要在金融的那个领域应用的比较多”
不知道你对FAMA-FRENCH熟吗？it's a factor regression model, using factor
analysis to find significant factors. Fama-French Model is a good example of
data mining.
As far as I know, just a small piece of the cake, some fund of fund use data
mining, such as neural network and clustering analysis, to classify hedge
funds and CTAs, and invest to them.
Tsay's book is widely-used, especially for people like you have some
knowledge and understanding about time series. |
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