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テーマ: 日本株市場におけるコーディング・金融数理を用いた分析
日付: 2026-06-08
- 根拠:
IMFワーキングペーパー(2025)が記録するとおり、日銀のLSAP縮小後に40年債利回りは+181bpと急騰した。YCC下では人為的に抑制されていたデュレーション感応度ファクターが、正常化後は欧米市場と同様に機能し始める「体制転換後の初期ウィンドウ」にある。この転換期に特有のファクター有効性を検証する意義が高い。 ...
auto-research
domain:finance
factor-investing
hypothesis
japanese-equities
market-efficiency
html body !--StartFragment-- html head /head body h2 Description /h2 p Add a dedicated login input schema for the future
authentication flow. /p p This issue must add only the schema and its unit tests. ...
テーマ: 日本株市場におけるコーディング・金融数理を用いた分析
日付: 2026-06-08
- 根拠:
東証を対象にしたHawkesプロセス実証研究(NIH 2024)で取引の自己励起性と外生ショックの分離が実証されている。GARCHが日次収益率の二乗を観測するのに対しHawkesは注文到着の時間クラスタリングを直接捉え、日中リスクの計測粒度・解像度が根本的に異なる。YCC廃止後の日銀政策サプライズの影響がより非連続・離散的になっており、点過程モデルの優位性が高まっている。 ...
auto-research
domain:finance
high-frequency
hypothesis
market-microstructure
risk-management
Add pages: br Add Ayayaie
Add Improv NOW!
Add Bi-linguag improv
Make sure these are all recommended.
Describe the bug
Found with Ollama (external). I had an ip address change. If you click to edit the instance, nothing pops up for an
earily long amount of seconds. Like 4-5 seconds?
Expected behavior ...
bug
Contexto
Encapsular o acesso ao Supabase em src/repository.py. A camada de negócio nunca deve conhecer o cliente Supabase
diretamente — isso facilita testes (com mock) e troca de banco no futuro.
Depende ...
backend
Add error handling for file creation and writing in aider-issue.ps1
What
Add error handling to aider-issue.ps1 for file creation and write operations on the temporary file used to pass PR body
content. ...
ai-suggested
local-14b
muffin @ pi-screen in ~/ElyHa on git:main x [5:23:22]
$ ./LaunchWebUI.sh [ElyHa] Launching Web GUI with db: ./data/dev.db [ElyHa] Open: http://192.168.2.73:8765/ [ElyHa]
Active config profile: default ...
Getting Started with GitHub Copilot
img alt= original github octocat src= https://octodex.github.com/images/original.png align= left height= 80px /
👋 Hey there @Elimarp25! Welcome to your Skills exercise! ...
Describe the bug
gh run list --repo kagenti/kagenti --workflow E2E K8s 1.35.0 (Kind) is failing.
This workflow has been failing for at least 18 days.
This is why we have a red error on our badge for ...
kind/bug

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