r******i
发帖数: 1445 | 1 在终局的时候其实simulation很正确。所以alphago的官子很强。simluation的难点在
于多步协同（比如杀大龙或者打劫），落子的实际概率会改变。结果能杀死的龙会模拟
成杀不死，能赢的劫也有可能模拟成赢不了。 |
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g*********e
发帖数: 14401 | 3
test is not easy to write, say you want to simluate a real world scenario to
test your synchornization component of your OS. |
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F*********e
发帖数: 63 | 4 以前没学过，觉得很晦涩难懂。我现在就是看BECKER的CD，做题，觉得Governmental的
还强点，
NFP部分整个一窍不通。会考Simluation吗，要是有肯定不会做。请问大家都是怎么复
习的？ 我好借
鉴一下，估计跟我这样之前一点没学的也不在少数。
先谢过了！ |
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f******g
发帖数: 97 | 5 1. 2012 Review Text Books – AUD, BEC, REG, FAR (in PDF Format).
2. 2012 Review Class Questions AUD, BEC, REG, FAR ( in PDF format )
3. 2012 Becker Final Review Books - AUD, BEC, REG, FAR ( in PDF Format )
4. 2012 Becker Passmaster QA - AUD, BEC, REG, FAR ( in PDF Format – No
Simluations )
5. Far 和 BEC的flashcard
抱歉，没有说清楚。这些资料是我刚刚买的，所以是有偿分享。
1-4的资料是扫描后OCR，整体清晰度不错，没有水印（我之前有一套有水印，看着别扭。。）
5 是native的PDF。
资料大小在1.2GB左右。
所有资料10刀,资料不单卖，有需要的朋友请站内短信我。 |
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h**********e
发帖数: 41 | 6 以下资料AUD BEC FAR REG 每份都包括
included:
1) 2012 Review Text Books – (2012 Version) (Also known as Lectures) (in PDF
Format).
2) 2012 Review Class Notes and Class Questions ( in PDF format )
3) 2012 Becker Final Review Books ( in PDF Format )
4) 2012 Becker Final Review Class Q-A ( In PDF Format )
5) 2012 Becker Passmaster QA ( in PDF Format - QA only – No Simluations )
6) 2012 Wiley CPA Exam Review 2012, 4-Volume Set (Includes 3800 Questions
And 300 Simulations!)
7) 2012 Becker Review Video Lecture... 阅读全帖 |
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h**********e
发帖数: 41 | 7 以下资料AUD BEC FAR REG 每份都包括
included:
1) 2012 Review Text Books – (2012 Version) (Also known as Lectures) (in PDF
Format).
2) 2012 Review Class Notes and Class Questions ( in PDF format )
3) 2012 Becker Final Review Books ( in PDF Format )
4) 2012 Becker Final Review Class Q-A ( In PDF Format )
5) 2012 Becker Passmaster QA ( in PDF Format - QA only – No Simluations )
6) 2012 Wiley CPA Exam Review 2012, 4-Volume Set (Includes 3800 Questions
And 300 Simulations!)
7) 2012 Becker Review Video Lecture... 阅读全帖 |
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i*****r
发帖数: 1302 | 8 请问下,historical 和 MC simluation有啥区别
有种是用mean,stdev 模拟出比如1000个,然后取第50个就算5% var,这算哪种? |
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v********l
发帖数: 7 | 9 如果用DJI index当前的ticker使用markowitz allocation去模拟市场配置，用历史数
据去计算回
报率，会得到和DJI很高的相关度的曲线， 但同时会出现很高的positive drift.
想请教一下有经验的， 这个positive drift是哪些因素造成的。
我能想到的只有transaction fees和使用ticker并没有考虑淘汰的historical ticker
的问题。
但肯定还有其它因素, 不知道大伙知道不？ 多谢 |
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p********0
发帖数: 186 | 10 How many equities did you include in the Markowitz model? What's the method
of your covariance and variance calculation. Did you calculate the expected
return/variance/covariance purely based on the historical data? What is the
number of years your calculation is based on? Does the positive drift happen
every period, constantly beat the market or just one period, a big jump?
What's your turn over ratio for the portfolios(cost for actual implementing
the strategy?)
If you donot have a reasonable |
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