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    제1회 KRX 금융 빅데이터 활용 아이디어 경진대회

    Algorithm | Structured | Regression | Finance | Qualitative evaluation

    • moneyIcon Prize : Total 2,000만원
    • 2022.06.27 ~ 2022.07.22 23:59 + Google Calendar
    • 836 Users Completed
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    수익률의 건전성 점수

    박지원123
    2022.07.13 16:50 3,799 Views language
    comments 0

     본 코드는 R환경 하에서 jupyter notebook을 활용해 작성되었습니다. R의 quantmod 패키지를 이용해 GS리테일의 2011년부터의 종가 자료를 활용하였으며, VAR의 아이디어를 이용해, 임의의 기간별 임의의 수익률을 낼 확률을 계산하였습니다. 

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    Competition - 제1회 KRX 금융 빅데이터 활용 아이디어 경진대회
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    수익률의 건전성 점수
    Competition - 제1회 KRX 금융 빅데이터 활용 아이디어 경진대회
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    Competition - 제1회 KRX 금융 빅데이터 활용 아이디어 경진대회
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