universally schematically thrilled pipeline waterfall so our whole pipeline would produce a sort of waterfall of different nonlinear transformations. pass them up in a hierarchy sufficiently rich function less sophisticated model schematic working facilitation conclution independent identically distributed empirical regressions arbitrarily roughly bias-variance decomposition obtained candidate quadrant Respectively constrain omit inverting substitute projection matrix is orthogonal symmetric and idempotent the projection or hat matrix projects the dependent variable in regression onto the predicted variable moore-penrose pseudo-inverse degenerate matrix multicollinearity phenomenon determinant of this matrix deteriorate enforces sparsity of the solution aside arbitrary no model validation group at any serious financial institution would ever approve a machine learning model that has hyper-parameters coordinates value round-robin maximum a-posteriori method inner product focus instability aggregating molecule networks flexible legitimate gradually two-fold privileges it's just equivalent to a probabilistic model with the gaussian noise for a quadratic function guarantees sketch bracket notation scalar product penalize deviations greate Paignton bend in the plane of these two times U tube noise tolerant epsilon-insensitive on the interval of minus epsilon parabola touching inequality flip sign slack variables concerning vanish reliance quartic cubic product of X1 and X2(X1和X2的乘积) infinite defaults (违约) gini impurity grid algo it only does what is optimal at this particular step insensitive to monotone transformations of inputs arithmetic feature selection cons pros moderate variations attractive puzzling trials time-consuming the game is usual flexible basic piece it was a simple credibility collectively thought to as Boosting method agnostic arbitrary inherit unified gradient acting empirical substitute deviation quadratic excursion inflate make sense out of data insights compact impact redundant intermediate preprocessing discrepancy prevent recovered rationale substract equity rating sequels diversified pursue squarely in realms diagonal(对角阵) orthogonal(正交阵) eigenvalue column-wise variation magnitude pre-imposed preserves(保持,防护) regional orthogonal rotational axis spatial features express crisis concentrated pronounced iris plants morphed into benign apparently outliers symmetrize perplexity vaguely anaconda dinosaur colossal under complete(在完成) over complete(过度完成) projection unravel cascade gradual decrease discouraging inherent homogeneous imagenious(灵巧的) segmentation cognitive function conceptualization perceives discrete mutually exclusive with respect to fluctuating centroids precise magnitude decay compete cooperate lair perception nested incogent(有说服力的,令人信服的) interactions in confinements indices aggregate impose agglomerative edging linkage nourish nurtured dissimilarity spectrum formalize spanning trees benign decompositional signal diagonal covariance matrix factor loading matrix intergrating multivariate Gaussian density dimensional vector proportional latent variable model isotropic mutually proliferation incorporating tolerate inference marginalize marginal distribution multinomial distribution frailty factor attainable parameters vary artificial composed of recurrent neurons perception task mortgage defaults pursue confinements pedantic adequate pragmatic outline glimpse grasp incorporate charm it is a conventional function orientation consistency An alternative approach would be to rely on exploitation instead exploration exploitation dilemma recursive infinite homogeneous episodic task pole cart-balance problem obligation strike reiterate contractually vacuum annihilate equilibrium rational drift redundant perception inclusion residual risk exotic options eliminates striking influenced abstract absence credence relevant consistently fluctuations, eliminated, latter scheme simultaneously precision trajectories maturity quadratic numerically decompose spanned impose intrinsic ---------------------------------------------------------------------------------- hedge fund 对冲基金 carrying charges 资产持有费 http://blog.sina.com.cn/s/blog_9576cdd00102wyd4.html full carry 与现货相关 http://www.investopedia.com/terms/f/fullcarry.asp contango http://baike.baidu.com/item/%E6%9C%9F%E8%B4%A7%E8%B4%B4%E6%B0%B4%E4%B8%8E%E6%9C%9F%E8%B4%A7%E5%8D%87%E6%B0%B4/9204606 期货交易英文 http://wiki.mbalib.com/wiki/%E6%9C%9F%E8%B4%A7%E4%BA%A4%E6%98%93%E6%9C%AF%E8%AF%AD https://wenku.baidu.com/view/e235d73d561252d381eb6e36.html Forward rate 远期利率 Spot Rate / Spot exchange rate 即期汇率 http://wiki.mbalib.com/wiki/%E5%8D%B3%E6%9C%9F%E6%B1%87%E7%8E%87 Interest rate parity 利率平价 http://baike.baidu.com/item/%E5%88%A9%E7%8E%87%E5%B9%B3%E4%BB%B7?fromtitle=Interest+rate+parity&fromid=18082162 Fair Value 公允价格,其实就是第三方公司评估出来的价格 http://baike.baidu.com/item/%E5%85%AC%E5%85%81%E4%BB%B7%E5%80%BC?fromtitle=Fair+Value&fromid=11294029 uptick rule 报升规则,卖空的价格一定要大于最新的tick价 http://wiki.mbalib.com/wiki/%E6%8A%A5%E5%8D%87%E8%A7%84%E5%88%99 Underlying Stock 标的股票,期权合约履约时将购入或售出的股票 single-stock future (SSF) 股票期货,以股票为标的的期货,国内应该还没有 Yield Curve 收益率曲线 Spread Order 价差单 http://wiki.mbalib.com/wiki/%E4%BB%B7%E5%B7%AE%E5%A7%94%E6%89%98 outright position 单笔头寸 intradelivery spreads 投机价差 trading range 最高价和最低价的价差空间 http://www.investopedia.com/terms/t/tradingrange.asp rally 回升 evened up 抹平 absorbed by 被某某吸收 positive returns 价格上涨,正回报,做多者赚钱 negative returns 价格下跌,负回报,做空者赚钱 buy limit——买入限价,在当前价格下方挂买单(低价买入) sell limit——卖出限价,在当前价格上方挂卖单(高价卖出) buy stop——买入止损,在当前价格上方挂买单(高价买入) sell stop——卖出止损,在当前价格下方挂卖单(低价卖出) dip 突然下降 rally 反弹 short interest 即当前卖空的股数/已发行股数,是一个百分比。比如一家公司总的股数是100 million,当前卖空10 million,那么short interset = 10/100 = 10%。,叫“卖空比例” Market-book ratio是市价对帐面价值比率(市场价值比率)的意思。市场价值比率又称市价比率,是指普通股每股市价和公司盈余、每股账面价值的比率。它是销售净利率、销售毛利率、资产报酬率、股东权益报酬率这几个指标的综合反映,管理者可据以了解投资人对公司的评价 Book-Market Ratio代表净值市价比。 Return On Equity (ROE)股本回报率公司盈利能力的指标 whipsaw 洗盘
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