论文复现,金融相关 Shrinking the Cross Section(Fama-French SZ/BM portfolios) (600RMB+) - V2EX
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stevenoly
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论文复现,金融相关 Shrinking the Cross Section(Fama-French SZ/BM portfolios) (600RMB+)

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  •   stevenoly 2019-06-26 19:09:47 +08:00 909 次点击
    这是一个创建于 2352 天前的主题,其中的信息可能已经有所发展或是发生改变。
    复现的论文: https://www.nber.org/papers/w24070
    具体想要复现的效果第四章
    4.1 Preliminary analysis: Fama-French SZ/BM portfolios
    Figure 1: OOS R2 from dual-penalty specification (Fama-French 25 ME/BM portfolios).
    Figure 2: L2 Model Selection and Sparsity (Fama-French 25 ME/BM portfolios).

    有意者可以联系 WX:steven_oly_bro
    6 条回复    2019-07-07 14:33:12 +08:00
    stevenoly
        1
    stevenoly  
    OP
       2019-06-26 20:30:46 +08:00 via Android
    价格可以商量的
    nooper
        2
    nooper  
       2019-06-26 20:37:20 +08:00 via iPad
    加个 0
    stevenoly
        3
    stevenoly  
    OP
       2019-06-26 20:49:13 +08:00 via Android
    价格翻倍什么的都是可以的。作业要求 辛苦大佬们咯
    lovestudykid
        4
    lovestudykid  
       2019-06-27 04:25:48 +08:00
    你把问题提炼一下,转成简单的数学语言,可能有人帮你。现在这样,要去看 paper,需要的时间太多,还需要相关专业基础知识,这个要求太高了。
    gollum9526
        5
    gollum9526  
       2019-07-04 21:38:03 +08:00
    兄弟,你这是论文实现不了吧?
    melonrice
        6
    melonrice  
       2019-07-07 14:33:12 +08:00
    。。人家看论文的时间消耗就不止这个钱了,你换成美刀再试试
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