题目列表
显示 14 / 646 道可提交题。 当前筛选:标签:Optimization,权限:订阅,语言:C++
提交状态:未尝试未正确已正确
状态题目难度权限语言
未尝试困难面试准备Python / C++ / Rust
coding-almgren-chriss-static-tradeoff订阅锁定
Almgren-Chriss 静态最优执行轨迹Almgren-Chriss Static Optimal Execution Trajectory
未尝试困难面试准备Python / C++ / Rust
coding-edit-distance-with-cost-matrix订阅锁定
带成本矩阵的加权编辑距离Weighted Edit Distance with Per-Character Cost Matrices
未尝试中等面试准备Python / C++ / Rust
未尝试中等面试准备Python / C++ / Rust
coding-equal-risk-contribution-toy订阅锁定
等风险贡献组合(toy 不动点迭代)Toy Equal-Risk-Contribution Solver (Fixed-Point Iteration)
未尝试困难面试准备Python / C++ / Rust
coding-execution-with-hard-volume-cap订阅锁定
Optimal Execution Trajectory Under Hard Per-Bucket Volume CapsOptimal Execution Trajectory Under Hard Per-Bucket Volume Caps
未尝试困难面试准备Python / C++ / Rust
coding-max-diversification-portfolio订阅锁定
最大分散化组合 (Choueifaty-Coignard)Maximum-Diversification Portfolio (Choueifaty-Coignard)
未尝试困难面试准备Python / C++ / Rust
coding-mean-variance-frontier-long-only订阅锁定
Long-Only Mean-Variance Efficient FrontierLong-Only Mean-Variance Efficient Frontier
未尝试中等面试准备Python / C++ / Rust
未尝试中等面试准备Python / C++ / Rust
未尝试困难面试准备Python / C++ / Rust
coding-multi-period-dp-with-impact-and-risk订阅锁定
Multi-Period DP for Optimal Execution Under Impact and RiskMulti-Period DP for Optimal Execution Under Impact and Risk
未尝试简单面试准备Python / C++ / Rust
未尝试中等面试准备Python / C++ / Rust
coding-transaction-cost-aware-target订阅锁定
考虑交易成本的目标权重求解Transaction-Cost-Aware Target Weights from Alpha Signal
未尝试中等面试准备Python / C++ / Rust
未尝试中等面试准备Python / C++ / Rust