主题:人艰不拆讲笑话之五 2021年新楼 -- 骨头龙
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家园 做fact checking了么?

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.

帖:4669336 复 4669254
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