在学习FRM的过程中,遇到了几种利率模型,Term Structure、Ho-Lee与Vasicek。 这里我们不讨论BSM,只是作为程序的一部分而已,后面仿真也并不用到。 第一个模型,Term structure model with no drift,也就是,没有趋势的利率波动模型,笔者不知道这里是错误的省略了dt后面的单位正态分布函数,还是故意就是这样的,反正笔者...
Clarify: Improving Model Robustness With Natural Language Corrections This repository contains code for the non-expert user interface in the Clarify paper. Instructions First, install the Python dependencies: pip install -r requirements.txt The interface is a Flask app that can be run locally. To ...
matlab代码lasso Nelson_Siegel-Lasso 基于Lasso回归的Nelson-Siegel扩展模型 Model DataSet Describe 自变量为时间 上传者:weixin_38737144时间:2021-05-20 传统利率期限结构模型比较1 (6)为第 个样本维输入向量,(6) = ' (6), / (6) (6)为第 个样本第维的输入值 ...
conda create --name longformer python=3.7 conda activate longformer conda install cudatoolkit=10.0 pip install git+https://github.com/allenai/longformer.git Run the model import torch from longformer.longformer import Longformer, LongformerConfig from longformer.sliding_chunks import pad_to_window_size...
1. JavaScript简介 * js是一种弱类型语言,也是一种动态类型语言 * js是一种基于对象和事件驱动的脚本语言。 * 作用:在前段页面中验证用户提交信息是否符合要求和服务器发生交互,判断用户名是否存在[ajax] * 特性: ①脚本语言。JavaScript是一种解释型的脚本语言,C、C++、Java等语言先编译后执行,而JavaScript是在...
Reworking the MISP data model (phase 1): Move away from the current attribute model and go to a hierarchical object model that allows composite objects (for example a file described by hashes, filename, filesize, etc. being one object). Compatibility with STIX and OpenIOC, allowing us to ...