主题:人艰不拆讲笑话之五 2021年新楼 -- 骨头龙
咱们这儿可有不少作学术的,这么一个学术新闻,可不能人云亦云,跟着瞎吹牛啊. 起码得做做fact checking吧?
我搜了一下,alphastock和中国股市有关的paper应该是这篇
"AlphaStock: A Buying-Winners-and-Selling-Losers Investment
Strategy using Interpretable Deep Reinforcement Attention
Networks"
这已经是19年的老paper了,paper中说了,实验是用了2005到2018年的数据,也不是三年.
"The time range of our data is from Jun. 2005 to Dec. 2018, with the period from Jun. 2005 – Dec. 2011 used as the training/validation set and the rest as the test set"
截图是故意不说时间么?让人以为是今年的事儿?
我们看paper里的结论:
" The AVOL and MDD of the Market and other baselines in the Chinese markets are also higher than that in the U.S. markets. Compared with these baselines, the risk control ability of our model is still competitive. To sum up, the experimental results in Table 2 indicate the robustness of our model over emerging markets."
"The back-testing and simulation experiments over U.S. and Chinese stock arkets showed that AlphaStock performed much better than other competing strategies. "
实验还是成功(赚了钱)的,在中国股市上他们做到了年化收益率12.5%,作为对比,市场平均是3.7%.虽然他们也认为中国股市比美国股市风险大.这要还算失败我到想听听你有什么成功的投资手段.
- 相关回复 上下关系8
压缩 2 层
🙂别人吃饭的机密,我怎么可能说的太具体。 1 七天 字24 2021-10-13 11:51:02
🙂对依靠软件炒股渲染的太多,不是泄密就像合法杀猪盘营销 迷途笨狼 字0 2021-10-14 12:03:22
🙂能挣钱的工具,人家才不会卖。连透漏也不会随便透漏 七天 字93 2021-10-14 19:00:28
🙂做fact checking了么?
🙂多谢指正 3 从来 字492 2021-10-13 04:46:27
🙂其实我的不满不是针对你的,是针对编这个段子的人 5 数值分析 字174 2021-10-13 05:01:22
🙂唉,看个笑话你们也绷着脸。那俺正经八百说一句 2 普鲁托 字236 2021-10-13 07:19:26
🙂待认可未通过。偏要看