CTA专题:夏普1!天气因子的四个黑科技创新

紫金天风期货研...
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降水预期差因子2.0紫金天风量化研究 2025年5月13日摘要本文阐述对我们之前提出的CTA降水预期差因子作出的几个重要改进,夏普比最终达到1,不作任何额外调整。随时间衰减的降水预测、季节性因子、极端降水、降水MSE。我们一一展开这些。降水误差。我们借助统计学中的MSE算法,调整了降水预测的模型选择,依据不同地区在不同模型上的历史预测平均差值。衰减预测。我们要求所有地区的降水预测值每多预测一天,...

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