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- volatility surface
- backtracking
- corporate action
- static filter and dynamic filter
- bond similarity project
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- data universe
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- DOE
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- high-dimensional parameter tuning
- dimensional reduction: MDS and PCA
- Random Forest parameter screening
- BoxCox and Log on X for extrememly big data
- Multimodel recipe search (optimization)
- scipy minimize (SLSQP)
- subsystem sampling
- interpolation
- discrete search