MIT+Tech: Q&A

只是个人的碎碎念

http://www.mit.edu/~huichen/

the sample dataset is reasonably enough to do accurate estimation.

Produce the economic trade-off

What is the expected cost associated with the type-1 error?

Any p bar

Plot the number of cases of made type-1 /type-2 error as a function of p bar.

The meaning of characteristics is not important, just trade them just as variables. It is not the focus.

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Why interpretability is important in marketing?

私募基金

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Finance 的本质

在CV中，图像中relationship很难change.

1. Special relationship in prices , the prices may react to it very quickly. Statistical relationship change.
2. Momentum trading.
3. how long the prediction can last. 因为预测都会高，大家都买。

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使用虚变量

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Cannot find a precise , then use the average one .

Closing: the start of one’s payment.

Closing : the start of your loan. The money the bank

The gap that require your repayment.

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Doesn’t require deep domain knowledge. Just some basic knowledge.

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If you are the modeler happen to know the domain,

Feature engineer, 如果你不知道的话，让data tell you.

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用实习实习的时间，接触你稍微管兴趣的行业实习。

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Balance 广度和深度

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工科学生从事经济专业：

Quantitive investing: signal processing

More high-tech way for investing

CS/Phys/Optimization.

Programming:well -trained for.

Information process

The ability to think to think in a mathematic way.

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Stock selection strategy:

Decay overtime.

Prediction relation can disappear overtime.

This is the inherent feature of finance model.

Stock selection; monitor how many signals are still working .

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在本科阶段，换方向是很正常的一件事情。

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1. https://arxiv.org（ML papers are circulated through )
2. Kaggle: different :website for doing online

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谢谢你请我吃糖果❤️

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