Chapter 373: GA-RS-LR algorithm!

Chapter 373
It took more than ten minutes for Cheng Nuo to read the file sent by Professor Fresnel.
Mixing's requirements are simple, at least Cheng Nuo looks like this.
They only need a set of procedures that can design a set of corporate finance and stock income, as well as 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 will browse it in general.
He pressed his chin, frowned and thought for a while, and he was inspired immediately.
Cheng Nuo has made his own decision regarding the algorithm used to run this program.
GA-LR algorithm!
The language translated into Chinese is the genetic algorithm-rough set-logistic regression method.
This is a blindly deleted attribute reduction algorithm and heuristic algorithm, pioneered by Polish mathematicians in 1982.
In dealing with vague and uncertain information, this mathematical tool has a certain effect.
For dealing with the fuzzy data relationship between the company's finances and stock returns in this project, this algorithm could not be more suitable.
Time is tight, only seven days.
Now that the core algorithm is determined, the following is the production program modeling plan.
Cheng Nuo thought for a while, clarifying the idea of ​​the project in his mind: using the GA-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-reduction, the impact of financial indicators on stock investment is obtained.
At this point, the main part of the project should have been completed.
The corner of Cheng Nuo's mouth bends, he creates a new document, puts his fingers on the keyboard, and starts to work.
For a modeling project of this difficulty, Cheng Nuo is not yet qualified to use draft paper and just calculate it in his mind.
Cheng Nuo snapped on the keyboard, and his thoughts were as smooth as gurgling water.
Genetic algorithms can be globally optimized and implicitly parallel, but there are still specific factors to consider.
The first one is the problem of chromosome coding.
Suppose the set of conditional attributes is C={1, 2, 3...n}, then the conditional attribute space Ω can be mapped to genetic algorithm chromosomes. Each chromosome is represented by an n-dimensional (0, 1) binary bit string, so that the chromosome Individuals and attribute subsets establish a one-to-one correspondence.
Then comes the fitness function construction, which can be combined with relative dependency to satisfy the principle of attribute reduction:
F(x)=f(x)γd(x)=(1-ard(x)/n)ard(POS(D))/ard(U).
The remaining factors include selection probability, crossover and mutation, and algorithm termination conditions.
No process Nuo had not done this part of the work, he was handed out for lunch by Hull, along with Henry and Gal.
Along the way, Cheng Nuo and Hull walked in front and chatted. Henry and Gal kept staring at Cheng Nuo's back from behind, 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, Chinese people often see them.
But in the eyes of the two of them, Cheng Nuo had no difference except that they were more handsome and younger than those people!
So why did he take over a project that the three of them couldn't handle 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 they settled lunch...the school cafeteria.
Yes, it is the school cafeteria.
The laboratory where the Fresnel Research Office is located is not far from the canteen of the Massachusetts Institute of Technology.
Moreover, the school cafeteria of the world's top universities does not accept more meals than some high-end restaurants.
However, Cheng Nuo has not yet adapted to the taste of the United States.
After a tasteless lunch, Cheng Nuo returned to the office vigorously, gave up his lunch break and continued his work.
Hull was surprised by Cheng Nuo's workaholic energy.
As everyone knows, during the days in China, Cheng Nuo was more busy than now. That's really taking life to explode the liver!
After spending an afternoon, Cheng Nuo didn't spend much time trying to figure out the specific content and formulas of the three factors: probability, crossover and mutation, and the algorithm termination condition.
Stretching, Cheng Nuo glanced out the window and found that the sky outside was dim.
The next second, a torrent of rain poured down.
Cheng Nuo frowned and looked at the branches swaying in the wind outside the window, and said, "It's raining!"
Immediately afterwards, Cheng Nuo felt pain. Because he did not watch today's weather forecast, he did not bring an umbrella when he came over.
No way, Cheng Nuo could only type the code of the mathematical model while waiting for the rain outside to stop.
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, or if we both use one, there is a supermarket next to the laboratory building, which should be sold." Hull came over and asked.
"Okay, thank you." Cheng Nuo smiled.
At this time, there was a series of soft knocks outside the door.
Then a familiar voice sounded, "Hello, Cheng Nuo is here, right? I am his friend, and 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 in Cambridge on the grounds of allowing Cheng Nuo to 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 refused.
Therefore, He Youjun rushed back to their temporary "home" in the United States with Cheng Nuo with a little regret.
"Come on, take this." After washing up, He Youjun, who was sitting on the sofa watching TV, handed Cheng Nuo an invitation letter.
"What's this?" Cheng Nuo wondered.
"I mentioned the invitation letter to the party this weekend." He Youjun said lightly.
"Oh, this matter." Cheng Nuo suddenly.
Cheng Nuo thought about it. The time on the weekend happened to conflict with the time he spent studying this project.
But one night ~EbookFREE.me~ should still be able to be squeezed out. It is a group of foreigners studying abroad, just like meeting a "hometown" in another place, there is no harm in getting to know them.
After chatting with He Youjun a few words, and determined some specific matters about the party, including time and place, Cheng Nuo went back to the bedroom, took out the computer, and continued to work.
On the bedside table, there was a bottle of kidney treasure he had brought from China.
This thing is not sold in the United States. If I want to drink it in the future, I need to post it from China.
Or, apply by yourself and see if you have a chance to become an agent of Shenbao Company in the United States.
Let the "Shenbao" drink enter the homes of millions of people in the United States.
Let the children who are addicted to Xiuxian touch the realm of the broken void ahead of time and successfully go west.
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