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 ...@@ -25,6 +25,7 @@ pip3 install scikit-learn
pip3 install pandas pip3 install pandas
pip3 install matplotlib pip3 install matplotlib
pip3 install dill pip3 install dill
pip3 install tabulate
Execution Execution
...@@ -52,9 +53,18 @@ FISlp5y10ySEK,FISlp3m5ySEK,FISlp1y10yUSD,FISlp3m1yUSD ...@@ -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 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 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 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
-->
No preview for this file type
#!/usr/bin/python3 -O #!/usr/local/bin/python3 -O
from utils import ProgressBar from utils import ProgressBar
from config_manager import ConfigReader from config_manager import ConfigReader
import pandas import pandas
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment