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【金融工程】量化策略与算法合集资料
0 个回复 - 657 次查看 投资时钟策略指数.pdf 金融工程:海外量化技术本土化系列报告之十一,美林投资时钟A股市场探讨.pdf 20100712-国信证券-海外量化技术本土化系列之七:国信投资时钟初探.pdf 20180308-中信建投 ...2023-7-27 09:42 - wz151400 - 现金交易版
批量梯度下降lasso回归岭回归弹性网络:Python 代码
3 个回复 - 613 次查看 批量梯度下降lasso回归岭回归弹性网络:Python 代码 批量梯度下降lasso回归岭回归弹性网络:Python 代码 batch gradient descent.py elastic net.py lasso regression.py ridge regression.py ...2022-12-7 19:04 - Mujahida - 现金交易版
ridge regression,lasso regression,elastic net,batch gradient descent代码 in
1 个回复 - 1355 次查看 ridge regression,lasso regression,elastic net,batch gradient descent代码 in Python ridge regression,lasso regression,elastic net,batch gradient descent代码 in Python batch gradient des ...2022-6-22 14:35 - Lala-20200 - 现金交易版
套索回归,岭回归,梯度下降法,弹性网络,ridge_regression,lasso_regression
1 个回复 - 174 次查看 套索回归,岭回归,梯度下降法,弹性网络,ridge_regression,lasso_regression,elastic_net,etc. 代码 in Python 套索回归,岭回归,梯度下降法,弹性网络,ridge_regression,lasso_regression,elastic_ ...2023-11-25 22:02 - 2023D - 现金交易版
A general adaptive ridge regression method for generalized linear models: an ite
1 个回复 - 654 次查看 【作者(必填)】Z Guo, M Chen, Y Fan, Y Song 【文题(必填)】A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach 【年份(必填)】2022 【全文 ...2022-8-15 09:05 - liu2008shu - 求助成功区
Estimation of error variance via ridge regression
1 个回复 - 582 次查看 【作者(必填)】 3 【文题(必填)】 Estimation of error variance via ridge regression 【年份(必填)】 3 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/107/2/481/571627 ...2022-3-28 16:28 - internet.hzx - 求助成功区
Koenker_r. Quantile_regression_cambridge_2005366s
2 个回复 - 2004 次查看 Koenker_r. Quantile_regression_cambridge_2005366s2009-11-15 22:08 - joohoo - 计量经济学与统计软件
Adjusted Plus-Minus for NHL Players using Ridge Regression
1 个回复 - 557 次查看 【作者(必填)】Brian Macdonald 【文题(必填)】Adjusted Plus-Minus for NHL Players using Ridge Regression with Goals, Shots, Fenwick, and Corsi 【年份(必填)】2012 【全文链接或数据库名称(选填)】h ...2016-4-12 10:48 - dliangfranklin - 求助成功区
[Case Study]Ridge Regression using Matlab
0 个回复 - 1774 次查看 Ridge regression using Matlab Syntax b = ridge(y,X,k) b = ridge(y,X,k,scaled) Description b = ridge(y,X,k) returns a vector b of coefficient estimates for a multilinear ridge regression of ...2015-12-20 02:14 - Nicolle - winbugs及其他软件专版
Taylor & Francis Ridge Autoregression Estimation: LS Method
3 个回复 - 1624 次查看 【作者(必填)】A. K. MD. Ehsanes Saleha* & Amal F. Ghaniaa 【文题(必填)】Ridge Autoregression Estimation: LS Method 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline.com/ ...2015-8-30 23:27 - 352693585 - 求助成功区
求Ridge regression from principal component point of view
1 个回复 - 548 次查看 【作者(必填)】 Hsuan, F.C. 【文题(必填)】 Ridge regression from principal component point of view 【年份(必填)】 1981 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/03 ...2015-3-29 13:02 - eerational - 求助成功区
求论文Ridge regression from principal component point of view
1 个回复 - 496 次查看 【作者(必填)】 Hsuan, F.C.[/backcolor] 【文题(必填)】 Ridge regression from principal component point of [/backcolor]view[/backcolor] 【年份(必填)】 Communications in Statistics - Theory and Meth ...2015-3-30 10:20 - eerational - 求助成功区
Stata Lasso Regression and Ridge Regression (机器学习 Lasso 和岭回归)
3 个回复 - 2010 次查看 今天想到机器学习中常用的两种解决过拟合overfitting问题的两个模型(当然,不在机器学习的语境下,也是可以用的),Lasso模型和岭回归ridge regression,分别是什么,有什么区别。 学习心得整理如下: 1. 模型 ...2021-10-5 10:58 - fengbjmu - Stata专版
MATLAB 岭回归(ridge regression
10 个回复 - 9387 次查看 MATLAB中做岭回归只有一个ridge函数吗?在matlab中除了在图中观察确定参数值(k)外,有没有代码可以在MATLAB中直接输出合理的参数值(k)。2013-4-7 21:06 - zhaiqingjain - 中国人民大学统计学院
[疑难杂症]Why SAS Ridge Regression Output is Different from SPSS's?
1 个回复 - 1966 次查看 I have been reading Applied Linear Statistical Models 5th Edition. The ridge regression is done on a data set available at body fat data. The textbook matches the output in SAS, where the back transfo ...2014-5-24 04:55 - ReneeBK - HLM专版
[Case Study]Generalized Ridge Regression using bigRR
2 个回复 - 1535 次查看 DescriptionFunction fits big ridge regression with special computational advantage for the cases when number of shrinkage parameters exceeds number of observations. The shrinkage parameter, lambda, ca ...2015-3-22 09:56 - Nicolle - winbugs及其他软件专版
BayesBridge: Bridge Regression
2 个回复 - 1742 次查看 BayesBridge: Bridge RegressionThis package implements Bayesian bridge regression.Downloads:2014-7-22 03:34 - Nicolle - winbugs及其他软件专版
没有ridge regression.sps也能岭回归?
13 个回复 - 8125 次查看 试过spss19和20,前者勉强能用,只是t检验的P值算不出来,加上算法代码也不行;后者运行完全混乱。 卸载别的版本,又试spss16,岭回归基本实现。 可是忽然发现,调用的路径不对啊,如下: INCLUDE 'C:\Program F ...2014-2-24 17:34 - 小农民工 - SPSS论坛
谁能给一个ridge regression.sps?16.0版本的
4 个回复 - 4903 次查看 我安装好之后没有找到ridge regression.sps文件,有谁有的,可否给一个的?谢谢了,急用。我的邮箱是2011-5-15 23:58 - Braveheartdeng - SPSS论坛
ridge regression estimator with autocorrelated errors
2 个回复 - 991 次查看 【作者(必填)】Firinguetti L. L. , A. C. 【文题(必填)】A simulation study of ridge regression estimator with autocorrelated errors 【年份(必填)】1989 【全文链接或数据库名称(选填)】Commun Stat ...2014-11-4 11:17 - zling910 - 求助成功区
我用SPSS19,怎么用Ridge regression.sps做岭回归?
1 个回复 - 4758 次查看 我用SPSS19,怎么用Ridge regression.sps做岭回归? 我已经找到了安装文件夹下的Ridge regression.sps,无奈不会用。 我希望输出的岭回归结果出了系数以外,还能有新回归方程的T和F。 我试过analyze-regression ...2014-6-16 15:36 - 天王腹黑 - SPSS论坛
ridge regression under stochastic linear restrictions
13 个回复 - 1909 次查看 【作者(必填)】Lian Yang, Hu Yang 【文题(必填)】Local influence analysis for the ridge regression under stochastic linear restrictions 【年份(必填)】2014 【全文链接或数据库名称(选填)】http:// ...2014-6-12 16:40 - zling910 - 求助成功区
Ridge regression results different in using lm.ridge and glmnet
1 个回复 - 1785 次查看 I applied some data to find the best variables solution of regression model using ridge regression in R. I have used lm.ridge and glmnet (when alpha=0), but the results are very different especially w ...2014-4-13 05:46 - ReneeBK - SPSS论坛
ridge regression in R?
2 个回复 - 3391 次查看 Is it possible to penalize coefficients toward a number other than zero in a ridge regression in R?For example, let's say I have dependent variable Y and independent variables X1,X2,X3, and X4. Becaus ...2014-4-13 05:43 - ReneeBK - SPSS论坛
ridge regression multicolinearity?
1 个回复 - 1702 次查看 Hello, I have a problem with multicolinearity in a multiple regression[/backcolor] analysis. Two of my predictors and the outcome are correlated at .8, VIF's are around 4-6, Tolerances at .2 - .3 ...2014-4-13 05:10 - ReneeBK - SPSS论坛
ridge regression with correlation/covariance input?
1 个回复 - 1454 次查看 Spss provides a ridge regression macro that uses the raw data file. We’ve passed the raw data through mplus to get a missing data included covariance matrix and we want to pass that through a ridge r ...2014-4-13 05:06 - ReneeBK - SPSS论坛
【5¥求文献】Ridge regression:Some simulations
8 个回复 - 3603 次查看 文章名称:Ridge regression:Some simulations 刊物:Communications in Statistics,1975,4:105-124 作者:A.E.Hoerl;R.W.Kennard;K.F.Baldwin 我愿花5¥。因为我总共只有5¥。2010-9-3 07:23 - nkunku - SPSS论坛
求“Application of ridge analysis to regression problems”
5 个回复 - 1421 次查看 求文献: A. E. Horel "Application of ridge analysis to regression problems", Chem. Eng. Progress, vol. 58, p.54 , 1962.2011-10-14 17:45 - 匿名 - 文献求助专区
求助外文文献一篇Ridge regression analysis of the defence
5 个回复 - 886 次查看 【作者(必填)】 【文题(必填)】Ridge regression analysis of the defence‐growth tradeoff in the United States 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10. ...2012-5-15 23:59 - tianxuan2009 - 求助成功区
求岭回归(ridge regression)相关学习资料
0 个回复 - 1267 次查看 RT2012-1-4 10:15 - autumn000 - 悬赏大厅
感谢jzh916共享文献:Penalized Regressions: The Bridge versus the Lasso
13 个回复 - 4790 次查看 [求文献]文章n篇 篇号:1 题名:Penalized Regressions: The Bridge versus the Lasso 作者:FU.W.J. 期刊全称或缩写:Journal of Computational and Graphical Statistics 年份,卷(期),起止页码: 7,39 ...2010-3-6 11:30 - 黑色天使 - 论文版
求书:Cambridge University Pressi的Negative Binomial Regression,奖励1000
2 个回复 - 2237 次查看 书名Negative Binomial Regression作者: Joseph M. Hilbe 出版商: Cambridge University Press出版日期:2007总页数:251电子版链接:http://www.cup.cam.ac.uk/catalogue/catalogue.asp?isbn=97805218577272008-11-10 21:12 - 蓝色 - 文献求助专区
【已经解决】A simulation study on SPSS ridge regression
0 个回复 - 1478 次查看 【题 名】: A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data 【作 者】: John Zhang; Mahmud Ibrahim 【期刊会议名称】:J ...2010-9-5 00:32 - 096001 - 文献求助专区
spss中的ridge regression 方法中的k值如何确定
0 个回复 - 2164 次查看 请教各位高手,spss中的ridge regression 方法中的k值如何确定,2010-1-16 11:25 - gongtianyu - SPSS论坛
Ridge regression and inverse problems
4 个回复 - 2881 次查看 摘要:Why is ridge regression (RR) often a useful method even in cases where multiplelinear regression (MLR) is dubious or inadequate as a model? We suggest thatsome light can be shed on this question ...2009-3-22 23:07 - 棉花糖TWO - 计量经济学与统计软件