universal data

Chapter 370 GA-RS-LR Algorithm!

373 chapter

It took Cheng Nuo more than ten minutes to finish reading the documents sent by Professor Fresnel.

Mi Xing Company's requirements are simple, at least Cheng Nuo seems to be so.

They only need a set of programs that can design a set of company finance, stock income, and individual stock investment according to their company's specific conditions.

This is the most basic data program for all financial securities companies.

There is a lot of information about this on the Internet, and Cheng Nuo browsed through it.

He rested his chin, frowned and thought for a while, and immediately had an inspiration.

Regarding the algorithm used in this program, Cheng Nuo had already made his own decision.

GA-RS-LR algorithm!

The language translated into Chinese is a genetic algorithm-rough set-logic regression method.

This is a blind deletion attribute reduction algorithm and heuristic algorithm, pioneered by Polish mathematicians in 1982.

This mathematical tool works wonders when dealing with ambiguous and uncertain information.

The algorithm was perfect for dealing with the ambiguous data relationship between company finances and stock returns in this project.

Time is very tight, only seven days.

Now that the core algorithm is determined, the following is to make a program modeling plan.

Cheng Nuo thought for a while, clarifying the idea of ​​the project in his mind: using the GA-RS method to obtain the optimal reduction of financial indicators, and then using the LR model to explore the relationship between the two.Finally, after GA-RS reduction, the influence of financial indicators on stock investment is obtained.

At this point, the main part of the project should be done.

Cheng Nuo frowned, created a new document, put his fingers on the keyboard, and started working.

For a modeling project of this difficulty, Cheng Nuo is not qualified to use scratch paper, just do the calculations in his mind.

Cheng Nuo was typing on the keyboard, and his thoughts were as smooth as gurgling water.

Genetic algorithms can be globally optimized and implicitly parallelized, but there are still specific factors to consider.

Foremost among them is the problem of chromosome coding.

Suppose the set of conditional attributes is C={c1, c2, c3...cn}, then the conditional attribute space Ωc can be mapped to genetic algorithm chromosomes, and each chromosome is represented by an n-dimensional (0, 1) binary bit string, so that the chromosome There is a one-to-one correspondence between individuals and attribute subsets.

Then comes the construction of the fitness value function, which can be combined with the relative dependence to satisfy the principle of attribute simplicity:

F(x)=f(x)γcd(x)=(1-card(x)/n)*card(POS(D))/card(U).
The remaining factors include selection probability, crossover and mutation, algorithm termination conditions, etc.

However, Cheng Nuo was handed over to lunch by Hull before he finished this part of the work. Henri and Gal were also with him.

Along the way, Cheng Nuo and Hull walked in front and chatted, while Henry and Gal kept staring at Cheng Nuo's back, as if they wanted to see something from Cheng Nuo's back.

Unfortunately, they didn't see anything.

Staying in the Massachusetts Institute of Technology, they often see Chinese people.

But in the eyes of the two of them, there was no other difference between Cheng Nuo except that he was handsomer and younger than those people!
Then why did he take on a project that the three of them couldn't finish within a week?
The two of them thought about this question all morning and didn't understand it.

Cheng Nuo and Hull walked into the place where lunch was settled...the school cafeteria, talking and laughing.

That's right, the school cafeteria.

The laboratory where the Fresnel Research Office is located is not far from the MIT cafeteria.

Moreover, as the school cafeteria of the world's top universities, its meals are not as generous as those of some high-end restaurants.

It's just that Cheng Nuo hasn't adapted to the tastes of the American side.

After a tasteless lunch, Cheng Nuo returned to the office refreshed, gave up his lunch break, and continued his work.

Hull was surprised by Cheng Nuo's workaholic energy.

As everyone knows, during those days in Huaguo, Cheng Nuo was busier than now.That's really taking your life to explode your liver!
It took an entire afternoon for Cheng Nuo to figure out the specific content and formulas of the three factors of selection probability, crossover and mutation, and algorithm termination conditions without much effort.

After stretching, Cheng Nuo glanced out the window and found that the sky outside was dark.

The next second, torrential rain poured down.

Cheng Nuo frowned and looked at the swaying branches in the wind outside the window, and said, "It's raining!"

Immediately afterwards, Cheng Nuo felt dizzy, because he didn't check today's weather forecast, so he didn't bring an umbrella when he came here.

There was no way, Cheng Nuo could only wait for the rain outside to stop while typing the code of the mathematical model.

The number of people in the office decreased one by one, but the heavy rain outside did not stop at all.

"Cheng, you didn't bring an umbrella, why don't we both use one. There is a supermarket next to the laboratory building, which should sell them." Hull came over and asked.

"Okay, thank you." Cheng Nuo smiled.

At this time, there was a series of light knocks on the door.

Then a familiar voice sounded, "Hi, Cheng Nuo is here, I'm his friend, I brought him an umbrella."

The door opened, revealing He Youjun's voice outside.

At this moment, he was holding two black umbrellas, panting slightly, and looking at Cheng Nuo in the office with a smile.

…………

In the evening, He Youjun took Cheng Nuo around Cambridge on the pretext of letting Cheng Nuo adapt to the American environment as soon as possible.

He Youjun also wanted to take Cheng Nuo to experience the American version of "big health care", but Cheng Nuo sternly refused.

So, He Youjun drove Cheng Nuo, who was a little regretful, back to their temporary "home" in the United States.

"Come on, take this." After washing, He Youjun, who was sitting on the sofa watching TV, handed Cheng Nuo an invitation letter.

"What is this?" Cheng Nuo wondered.

"The invitation to the party this weekend, I mentioned it to you before." He Youjun said lightly.

"Oh, this matter." Cheng Nuo was stunned.

Cheng Nuo thought for a while, and the time of the weekend happened to conflict with his time to study this project.

But one night's time should still be squeezed out.They are all a group of foreigners studying abroad, just like meeting "fellow villagers" in other places, there is no harm in getting acquainted.

After chatting with He Youjun for a few words and confirming some specific matters about the party, including the time and place, Cheng Nuo went back to the bedroom, took out the computer, and continued working.

On the table beside the bed was a bottle of kidney treasure he brought from China.

This thing is not sold in the United States.If you want to drink in the future, you still need to come from Huaguopost.

Or, apply by yourself to see if there is a chance to become the agent of Shenbao Company in the United States.

Let the drink "Shenbao" enter the homes of millions of people with liver problems in the United States.

Let the children who are obsessed with cultivating immortals touch the realm of broken void in advance and go west successfully.

………………

(End of this chapter)