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?
"AlphaStock: A Buying-Winners-and-Selling-Losers Investment
Strategy using Interpretable Deep Reinforcement Attention
"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"
" 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. "
压缩 2 层