机器学习与因子透视：量化流程思考 （上篇）

[datayes2015]

跟大家分享一个长篇帖子，关于机器学习与因子透视分析：）

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正文：







代码传送门： https://uqer.io/community/share/5850c09f6baac8005093da14

The Heatmap and distribution plots



Distribution of pairwise correlations in sample raw data



代码传送门： https://uqer.io/community/share/5850c09f6baac8005093da14


3.Select Best factor with scikit-learn



returns:classification







代码传送门： https://uqer.io/community/share/5850c09f6baac8005093da14