Commit d0a42ff6 authored by Jean Safar's avatar Jean Safar

added to README and removed plk files which should be

generated
parent 832b465b
......@@ -25,6 +25,7 @@ pip3 install scikit-learn
pip3 install pandas
pip3 install matplotlib
pip3 install dill
pip3 install tabulate
Execution
......@@ -52,9 +53,18 @@ FISlp5y10ySEK,FISlp3m5ySEK,FISlp1y10yUSD,FISlp3m1yUSD
Uses the fields provided in those and treat them as fundamental factors to do the clustering. Creates
a list of distributions and computes sliding covariances of sides 60 days every 20 days and puts
this into mastercovlist
this into mastercovlist --> FACTOR ARE DICTATED BY RAPHAEL/ERIC
Launched using distrib.py
Clusters --> N number of clusters we would like
affinity --> algo for cluster determination --> k-mean, radial ...
eigen_solver --> math library to compute eigen values of the cluster
Results sensitive to those parameters
-->
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#!/usr/bin/python3 -O
#!/usr/local/bin/python3 -O
from utils import ProgressBar
from config_manager import ConfigReader
import pandas
......
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