Finally, we also extend the L1-median estimate in our reversion strategy by replacing the Euclidean norm of L1-median with Huber loss function. We re-estimate the underlying stock price vector and obtain the similar results with L1-median by experiments.

  • 最后,作为对L1-median估计的扩展,我们通过替换L1-median中的欧几里德范数为Huber损失函数,重新估计股票价格相对向量并进行实验,我们得到了与L1-median相近的结果。

  • 互联网摘选 2025-01-20 12:51:17

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